UMI vs. FTSD
UMI (USCF Midstream Energy Income Fund ETF) and FTSD (Franklin Short Duration U.S. Government ETF) are both exchange-traded funds - UMI is a Energy Equities fund actively managed by Wainwright, Inc., while FTSD is a Mortgage Backed Securities fund actively managed by Franklin Templeton. Both are actively managed. Over the past 5 years, UMI returned 20.20%/yr vs 2.55%/yr for FTSD. At a correlation of -0.02, they often move in opposite directions. UMI charges 0.85%/yr vs 0.25%/yr for FTSD.
Performance
UMI vs. FTSD - Performance Comparison
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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%
UMI vs. FTSD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
UMI
FTSD
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.
| UMI | FTSD | Difference | |
|---|---|---|---|
| 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 |
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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
| UMI | FTSD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.35% | -0.21% | -5.14% |
Average DrawdownAverage peak-to-trough decline | -6.59% | -0.60% | -5.99% |
Ulcer IndexDepth 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
| UMI | FTSD | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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