UMI vs. DTM

Last updated Jun 5, 2026

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 27.84%/yr vs 50.01%/yr for DTM. A 0.77 correlation means they provide meaningful diversification when combined.

Performance

UMI vs. DTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF Midstream Energy Income Fund ETF (UMI) and DT Midstream, Inc. (DTM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UMI achieves a 24.04% return, which is significantly higher than DTM's 19.99% return.

UMI

• 1D: 1.24%
• 1M: 0.83%
• YTD: 24.04%
• 6M: 22.07%
• 1Y: 27.12%
• 3Y*: 27.84%
• 5Y*: 20.58%
• 10Y*: —

DTM

• 1D: 0.96%
• 1M: -2.58%
• YTD: 19.99%
• 6M: 18.97%
• 1Y: 37.79%
• 3Y*: 50.01%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UMI vs. DTM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
UMI USCF Midstream Energy Income Fund ETF	24.04%	5.11%	42.97%	14.60%	20.78%	-0.39%
DTM DT Midstream, Inc.	19.99%	24.13%	88.95%	4.71%	20.73%	17.18%

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	0.78
Correlation (All Time) Calculated using the full available price history since Jul 2, 2021	0.77

The correlation between UMI and DTM has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.

Return for Risk

UMI vs. DTM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UMI

UMI Risk / Return Rank: 61
UMI Sharpe Ratio Rank: 59
UMI Sortino Ratio Rank: 57
UMI Omega Ratio Rank: 56
UMI Calmar Ratio Rank: 73
UMI Martin Ratio Rank: 58

DTM

DTM Risk / Return Rank: 85
DTM Sharpe Ratio Rank: 85
DTM Sortino Ratio Rank: 83
DTM Omega Ratio Rank: 81
DTM Calmar Ratio Rank: 87
DTM Martin Ratio Rank: 87

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	UMI	DTM	Difference
Sharpe ratio: Return per unit of total volatility	1.95	1.77	+0.18
Sortino ratio: Return per unit of downside risk	2.66	2.49	+0.17
Omega ratio: Gain probability vs. loss probability	1.34	1.32	+0.02
Calmar ratio: Return relative to maximum drawdown	3.63	3.89	-0.25
Martin ratio: Return relative to average drawdown	10.06	9.55	+0.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UMI vs. DTM - Sharpe Ratio Comparison

The current UMI Sharpe Ratio is 1.95, which is comparable to the DTM Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of UMI and DTM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	UMI	DTM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.95	1.77	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.06	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	1.32	-0.69

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.

Drawdown Indicators

	UMI	DTM	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-3.58%	-5.58%	+2.00%
Average Drawdown Average peak-to-trough decline	-6.60%	-5.99%	-0.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	3.97%	-1.27%

Volatility

UMI vs. DTM - Volatility Comparison

USCF Midstream Energy Income Fund ETF (UMI) and DT Midstream, Inc. (DTM) have volatilities of 6.04% and 6.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UMI	DTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.04%	6.13%	-0.09%
Volatility (6M) Calculated over the trailing 6-month period	10.94%	15.44%	-4.50%
Volatility (1Y) Calculated over the trailing 1-year period	14.06%	21.52%	-7.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.54%	25.55%	-6.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.19%	25.55%	-2.36%

Dividends

UMI vs. DTM - Dividend Comparison

UMI's dividend yield for the trailing twelve months is around 5.91%, more than DTM's 2.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTM DT Midstream, Inc.	2.34%	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	5.91%	6.23%	4.39%	4.67%	4.36%	3.00%	2.18%	2.47%	2.48%	0.15%

Frequently Asked Questions

Can I hold both UMI and DTM in my portfolio?

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.

Which is riskier, UMI or DTM?

DTM has higher volatility (6.13%) compared to UMI (6.04%). In terms of maximum drawdown, UMI dropped -48.08% vs DTM's -23.56%.

Which has better risk-adjusted returns?

UMI currently has the higher Sharpe Ratio (1.95 vs 1.77), 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.