UDI vs. VLUE
Compare and contrast key facts about USCF ESG Dividend Income Fund (UDI) and iShares Edge MSCI USA Value Factor ETF (VLUE).
UDI and VLUE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UDI is an actively managed fund by USCF Advisers. It was launched on Jun 8, 2022. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013.
Performance
UDI vs. VLUE - Performance Comparison
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UDI vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
UDI USCF ESG Dividend Income Fund | 5.95% | 14.23% | 17.07% | 6.35% | 3.81% |
VLUE iShares Edge MSCI USA Value Factor ETF | 4.44% | 32.67% | 7.25% | 14.26% | -7.19% |
Returns By Period
In the year-to-date period, UDI achieves a 5.95% return, which is significantly higher than VLUE's 4.44% return.
UDI
- 1D
- 1.04%
- 1M
- -2.12%
- YTD
- 5.95%
- 6M
- 9.33%
- 1Y
- 18.09%
- 3Y*
- 14.74%
- 5Y*
- —
- 10Y*
- —
VLUE
- 1D
- 2.68%
- 1M
- -5.29%
- YTD
- 4.44%
- 6M
- 14.88%
- 1Y
- 36.35%
- 3Y*
- 18.33%
- 5Y*
- 9.45%
- 10Y*
- 11.61%
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UDI vs. VLUE - Expense Ratio Comparison
UDI has a 0.65% expense ratio, which is higher than VLUE's 0.15% expense ratio.
Return for Risk
UDI vs. VLUE — Risk / Return Rank
UDI
VLUE
UDI vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USCF ESG Dividend Income Fund (UDI) and iShares Edge MSCI USA Value Factor ETF (VLUE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| UDI | VLUE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.87 | -0.63 |
Sortino ratioReturn per unit of downside risk | 1.73 | 2.52 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 2.92 | -1.22 |
Martin ratioReturn relative to average drawdown | 7.96 | 12.74 | -4.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UDI | VLUE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.87 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.55 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.61 | +0.27 |
Correlation
The correlation between UDI and VLUE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
UDI vs. VLUE - Dividend Comparison
UDI's dividend yield for the trailing twelve months is around 2.53%, more than VLUE's 2.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UDI USCF ESG Dividend Income Fund | 2.53% | 2.42% | 5.33% | 2.61% | 1.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VLUE iShares Edge MSCI USA Value Factor ETF | 2.00% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Drawdowns
UDI vs. VLUE - Drawdown Comparison
The maximum UDI drawdown since its inception was -14.17%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for UDI and VLUE.
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Drawdown Indicators
| UDI | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.17% | -39.47% | +25.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -12.81% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.47% | — |
Current DrawdownCurrent decline from peak | -2.82% | -6.60% | +3.78% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -6.08% | +2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.94% | -0.49% |
Volatility
UDI vs. VLUE - Volatility Comparison
The current volatility for USCF ESG Dividend Income Fund (UDI) is 3.17%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 6.26%. This indicates that UDI experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UDI | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 6.26% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.30% | 12.28% | -4.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 19.55% | -4.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 17.35% | -3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.22% | 19.61% | -5.39% |