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UMI vs. MLPA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMI vs. MLPA - Performance Comparison

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

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UMI vs. MLPA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMI
USCF Midstream Energy Income Fund ETF
20.99%5.11%42.97%14.60%20.78%20.97%-8.25%21.06%-10.64%2.76%
MLPA
Global X MLP ETF
13.45%5.73%20.35%15.93%27.03%39.64%-33.97%11.91%-15.71%4.56%

Returns By Period

In the year-to-date period, UMI achieves a 20.99% return, which is significantly higher than MLPA's 13.45% return.


UMI

1D
-0.75%
1M
2.74%
YTD
20.99%
6M
19.71%
1Y
20.67%
3Y*
27.68%
5Y*
24.10%
10Y*

MLPA

1D
-1.37%
1M
0.67%
YTD
13.45%
6M
15.77%
1Y
9.41%
3Y*
17.72%
5Y*
18.64%
10Y*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMI vs. MLPA - Expense Ratio Comparison

UMI has a 0.85% expense ratio, which is higher than MLPA's 0.46% expense ratio.


Return for Risk

UMI vs. MLPA — Risk / Return Rank

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

UMI
UMI Risk / Return Rank: 6161
Overall Rank
UMI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UMI Sortino Ratio Rank: 6262
Sortino Ratio Rank
UMI Omega Ratio Rank: 6868
Omega Ratio Rank
UMI Calmar Ratio Rank: 5858
Calmar Ratio Rank
UMI Martin Ratio Rank: 5050
Martin Ratio Rank

MLPA
MLPA Risk / Return Rank: 3030
Overall Rank
MLPA Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MLPA Sortino Ratio Rank: 3131
Sortino Ratio Rank
MLPA Omega Ratio Rank: 3131
Omega Ratio Rank
MLPA Calmar Ratio Rank: 2929
Calmar Ratio Rank
MLPA Martin Ratio Rank: 2424
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. MLPA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF Midstream Energy Income Fund ETF (UMI) and Global X MLP ETF (MLPA). 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.


UMIMLPADifference

Sharpe ratio

Return per unit of total volatility

1.17

0.59

+0.58

Sortino ratio

Return per unit of downside risk

1.52

0.86

+0.66

Omega ratio

Gain probability vs. loss probability

1.24

1.12

+0.12

Calmar ratio

Return relative to maximum drawdown

1.39

0.63

+0.77

Martin ratio

Return relative to average drawdown

4.61

1.56

+3.05

UMI vs. MLPA - Sharpe Ratio Comparison

The current UMI Sharpe Ratio is 1.17, which is higher than the MLPA Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of UMI and MLPA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UMIMLPADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.59

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

1.02

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.16

+0.47

Correlation

The correlation between UMI and MLPA is 0.67, 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.


Dividends

UMI vs. MLPA - Dividend Comparison

UMI's dividend yield for the trailing twelve months is around 5.96%, less than MLPA's 7.15% yield.


TTM20252024202320222021202020192018201720162015
UMI
USCF Midstream Energy Income Fund ETF
5.96%6.23%4.39%4.67%4.36%3.00%2.18%2.47%2.48%0.15%0.00%0.00%
MLPA
Global X MLP ETF
7.15%7.82%7.25%7.49%7.30%8.72%13.84%9.09%10.00%8.05%7.15%9.29%

Drawdowns

UMI vs. MLPA - Drawdown Comparison

The maximum UMI drawdown since its inception was -48.08%, smaller than the maximum MLPA drawdown of -78.75%. Use the drawdown chart below to compare losses from any high point for UMI and MLPA.


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Drawdown Indicators


UMIMLPADifference

Max Drawdown

Largest peak-to-trough decline

-48.08%

-78.75%

+30.67%

Max Drawdown (1Y)

Largest decline over 1 year

-14.76%

-14.20%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-20.05%

-18.75%

-1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-74.05%

Current Drawdown

Current decline from peak

-1.60%

-2.87%

+1.27%

Average Drawdown

Average peak-to-trough decline

-6.67%

-20.50%

+13.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

5.73%

-1.27%

Volatility

UMI vs. MLPA - Volatility Comparison

USCF Midstream Energy Income Fund ETF (UMI) has a higher volatility of 3.64% compared to Global X MLP ETF (MLPA) at 3.34%. This indicates that UMI's price experiences larger fluctuations and is considered to be riskier than MLPA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMIMLPADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

3.34%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

7.92%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

16.09%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.46%

18.41%

+2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.29%

27.64%

-4.35%