UMI vs. DTM
UMI (USCF Midstream Energy Income Fund ETF) is Energy Equities fund actively managed by Wainwright, Inc., while DTM (DT Midstream, Inc.) is a stock. Over the past 3 years, UMI returned 28.08%/yr vs 51.90%/yr for DTM. A 0.77 correlation means they provide meaningful diversification when combined.
Performance
UMI vs. DTM - Performance Comparison
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Returns By Period
In the year-to-date period, UMI achieves a 24.37% return, which is significantly lower than DTM's 26.71% return.
UMI
- 1D
- 1.55%
- 1M
- -0.98%
- YTD
- 24.37%
- 6M
- 24.06%
- 1Y
- 27.75%
- 3Y*
- 28.08%
- 5Y*
- 20.82%
- 10Y*
- —
DTM
- 1D
- 1.81%
- 1M
- 0.69%
- YTD
- 26.71%
- 6M
- 25.80%
- 1Y
- 44.05%
- 3Y*
- 51.90%
- 5Y*
- —
- 10Y*
- —
UMI vs. DTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UMI USCF Midstream Energy Income Fund ETF | 24.37% | 5.11% | 42.97% | 14.60% | 20.78% | 0.64% |
DTM DT Midstream, Inc. | 26.71% | 24.13% | 88.95% | 4.71% | 20.73% | 27.38% |
Correlation
The correlation between UMI and DTM is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2021 | 0.77 |
The correlation between UMI and DTM has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.
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Return for Risk
UMI vs. DTM — Risk / Return Rank
UMI
DTM
UMI vs. DTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USCF Midstream Energy Income Fund ETF (UMI) and DT Midstream, Inc. (DTM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UMI | DTM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | 4.53 | -0.81 |
| Martin ratioReturn relative to average drawdown | 9.50 | 10.65 | -1.15 |
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Drawdowns
UMI vs. DTM - Drawdown Comparison
The maximum UMI drawdown since its inception was -48.08%, which is greater than DTM's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for UMI and DTM.
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Drawdown Indicators
| UMI | DTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.08% | -23.56% | -24.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -9.77% | +2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -17.08% | -23.56% | +6.48% |
Max Drawdown (5Y)Largest decline over 5 years | -20.05% | — | — |
Current DrawdownCurrent decline from peak | -3.32% | -0.29% | -3.03% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -5.98% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 4.15% | -1.22% |
Volatility
UMI vs. DTM - Volatility Comparison
The current volatility for USCF Midstream Energy Income Fund ETF (UMI) is 5.38%, while DT Midstream, Inc. (DTM) has a volatility of 6.15%. This indicates that UMI experiences smaller price fluctuations and is considered to be less risky than DTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UMI | DTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 6.15% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 15.36% | -4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.36% | 21.45% | -7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.48% | 25.74% | -6.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.15% | 25.74% | -2.59% |
Dividends
UMI vs. DTM - Dividend Comparison
UMI's dividend yield for the trailing twelve months is around 5.90%, more than DTM's 2.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DTM DT Midstream, Inc. | 2.27% | 2.74% | 2.96% | 5.04% | 4.63% | 2.50% | 0.00% | 0.00% | 0.00% | 0.00% |
UMI USCF Midstream Energy Income Fund ETF | 5.90% | 6.23% | 4.39% | 4.67% | 4.36% | 3.00% | 2.18% | 2.47% | 2.48% | 0.15% |
Frequently Asked Questions
UMI and DTM have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTM has higher volatility (6.15%) compared to UMI (5.38%). In terms of maximum drawdown, UMI dropped -48.08% vs DTM's -23.56%.
DTM currently has the higher Sharpe Ratio (2.06 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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