UMI vs. EMLP
Compare and contrast key facts about USCF Midstream Energy Income Fund ETF (UMI) and First Trust North American Energy Infrastructure Fund (EMLP).
UMI and EMLP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UMI is an actively managed fund by Wainwright, Inc.. It was launched on Mar 24, 2021. EMLP is an actively managed fund by First Trust. It was launched on Jun 21, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UMI or EMLP.
Performance
UMI vs. EMLP - Performance Comparison
Returns By Period
In the year-to-date period, UMI achieves a 48.44% return, which is significantly higher than EMLP's 36.51% return.
UMI
48.44%
10.67%
27.62%
51.34%
18.59%
N/A
EMLP
36.51%
6.31%
20.44%
40.40%
12.64%
6.75%
Key characteristics
| UMI | EMLP | |
|---|---|---|
| Sharpe Ratio | 4.04 | 3.54 |
| Sortino Ratio | 5.48 | 4.88 |
| Omega Ratio | 1.71 | 1.64 |
| Calmar Ratio | 8.88 | 8.65 |
| Martin Ratio | 32.32 | 27.34 |
| Ulcer Index | 1.60% | 1.48% |
| Daily Std Dev | 12.79% | 11.45% |
| Max Drawdown | -48.08% | -43.61% |
| Current Drawdown | 0.00% | 0.00% |
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UMI vs. EMLP - Expense Ratio Comparison
UMI has a 0.85% expense ratio, which is lower than EMLP's 0.96% expense ratio.
Correlation
The correlation between UMI and EMLP is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
UMI vs. EMLP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USCF Midstream Energy Income Fund ETF (UMI) and First Trust North American Energy Infrastructure Fund (EMLP). 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.
Dividends
UMI vs. EMLP - Dividend Comparison
UMI's dividend yield for the trailing twelve months is around 3.83%, more than EMLP's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UMI USCF Midstream Energy Income Fund ETF | 3.83% | 4.67% | 4.78% | 3.37% | 2.18% | 2.47% | 2.48% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% |
EMLP First Trust North American Energy Infrastructure Fund | 3.04% | 3.92% | 3.15% | 3.29% | 4.70% | 3.71% | 4.71% | 3.80% | 3.62% | 4.63% | 3.08% | 3.30% |
Drawdowns
UMI vs. EMLP - Drawdown Comparison
The maximum UMI drawdown since its inception was -48.08%, which is greater than EMLP's maximum drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for UMI and EMLP. For additional features, visit the drawdowns tool.
Volatility
UMI vs. EMLP - Volatility Comparison
USCF Midstream Energy Income Fund ETF (UMI) has a higher volatility of 4.34% compared to First Trust North American Energy Infrastructure Fund (EMLP) at 3.75%. This indicates that UMI's price experiences larger fluctuations and is considered to be riskier than EMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.