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UMI vs. FTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UMI vs. FTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF Midstream Energy Income Fund ETF (UMI) and Franklin Short Duration U.S. Government ETF (FTSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UMI achieves a 21.76% return, which is significantly higher than FTSD's 0.92% return.


UMI

1D
0.96%
1M
-5.27%
YTD
21.76%
6M
23.01%
1Y
24.46%
3Y*
27.84%
5Y*
20.20%
10Y*

FTSD

1D
0.01%
1M
0.44%
YTD
0.92%
6M
1.17%
1Y
4.07%
3Y*
4.98%
5Y*
2.55%
10Y*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UMI vs. FTSD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMI
USCF Midstream Energy Income Fund ETF
21.76%5.11%42.97%14.60%20.78%20.97%-8.25%21.06%-10.64%2.76%
FTSD
Franklin Short Duration U.S. Government ETF
0.92%5.66%5.20%4.84%-3.13%-0.90%3.13%2.40%1.64%-0.09%

Correlation

The correlation between UMI and FTSD is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2017

-0.02

The correlation between UMI and FTSD shifts across timeframes, from -0.18 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

UMI vs. FTSD — Risk / Return Rank

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

UMI
UMI Risk / Return Rank: 5454
Overall Rank
UMI Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
UMI Sortino Ratio Rank: 5151
Sortino Ratio Rank
UMI Omega Ratio Rank: 4848
Omega Ratio Rank
UMI Calmar Ratio Rank: 6868
Calmar Ratio Rank
UMI Martin Ratio Rank: 5151
Martin Ratio Rank

FTSD
FTSD Risk / Return Rank: 9494
Overall Rank
FTSD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FTSD Sortino Ratio Rank: 9494
Sortino Ratio Rank
FTSD Omega Ratio Rank: 9393
Omega Ratio Rank
FTSD Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTSD Martin Ratio Rank: 9696
Martin Ratio Rank
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. FTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF Midstream Energy Income Fund ETF (UMI) and Franklin Short Duration U.S. Government ETF (FTSD). 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.


UMIFTSDDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-2.26

Omega ratioGain probability vs. loss probability

1.30

1.62

-0.32

Calmar ratioReturn relative to maximum drawdown

3.28

9.05

-5.77

Martin ratioReturn relative to average drawdown

8.47

35.28

-26.81

UMI vs. FTSD - Sharpe Ratio Comparison

The current UMI Sharpe Ratio is 1.73, which is lower than the FTSD Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of UMI and FTSD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UMI vs. FTSD - Drawdown Comparison

The maximum UMI drawdown since its inception was -48.08%, which is greater than FTSD's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for UMI and FTSD.


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Drawdown Indicators


UMIFTSDDifference

Max Drawdown

Largest peak-to-trough decline

-48.08%

-5.32%

-42.76%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-0.45%

-7.05%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

-0.93%

-16.15%

Max Drawdown (5Y)

Largest decline over 5 years

-20.05%

-4.96%

-15.09%

Max Drawdown (10Y)

Largest decline over 10 years

-5.32%

Current Drawdown

Current decline from peak

-5.35%

-0.21%

-5.14%

Average Drawdown

Average peak-to-trough decline

-6.59%

-0.60%

-5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

0.12%

+2.78%

Volatility

UMI vs. FTSD - Volatility Comparison

USCF Midstream Energy Income Fund ETF (UMI) has a higher volatility of 5.33% compared to Franklin Short Duration U.S. Government ETF (FTSD) at 0.57%. This indicates that UMI's price experiences larger fluctuations and is considered to be riskier than FTSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMIFTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

0.57%

+4.76%

Volatility (6M)

Calculated over the trailing 6-month period

11.05%

1.09%

+9.96%

Volatility (1Y)

Calculated over the trailing 1-year period

14.23%

1.36%

+12.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.45%

1.86%

+17.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.16%

1.76%

+21.40%

UMI vs. FTSD - Expense Ratio Comparison

UMI has a 0.85% expense ratio, which is higher than FTSD's 0.25% expense ratio.


Dividends

UMI vs. FTSD - Dividend Comparison

UMI's dividend yield for the trailing twelve months is around 6.02%, more than FTSD's 4.50% yield.


PositionTTM20252024202320222021202020192018201720162015
FTSD
Franklin Short Duration U.S. Government ETF
4.50%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%
UMI
USCF Midstream Energy Income Fund ETF
6.02%6.23%4.39%4.67%4.36%3.00%2.18%2.47%2.48%0.15%0.00%0.00%

Frequently Asked Questions


UMI and FTSD have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UMI has higher volatility (5.33%) compared to FTSD (0.57%). In terms of maximum drawdown, UMI dropped -48.08% vs FTSD's -5.32%.

On 5-year performance, UMI leads with 20.20% vs 2.55% for FTSD. On fees, FTSD is cheaper at 0.25% per year. On volatility, FTSD has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UMI has performed better with a 20.20% return vs 2.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTSD is cheaper with a 0.25% expense ratio, compared with 0.85% for UMI.

UMI has the higher dividend yield at 6.02%, compared with 4.50% for FTSD.

UMI is categorized as Energy Equities, while FTSD is Mortgage Backed Securities. They also come from different issuers: Wainwright, Inc. and Franklin Templeton. Their fees differ too: 0.85% for UMI and 0.25% for FTSD.

FTSD currently has the higher Sharpe Ratio (3.02 vs 1.73), 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.

Portfolio Optimizer

Find the right allocation for UMI and FTSD

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