UMI vs. SDCI
UMI (USCF Midstream Energy Income Fund ETF) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both exchange-traded funds - UMI is a Energy Equities fund actively managed by Wainwright, Inc., while SDCI is a Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return. UMI is actively managed, while SDCI is passively managed. Over the past 5 years, UMI returned 22.24%/yr vs 20.23%/yr for SDCI. At a 0.37 correlation, their price movements are largely independent. UMI charges 0.85%/yr vs 0.60%/yr for SDCI.
Performance
UMI vs. SDCI - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with UMI having a 26.85% return and SDCI slightly higher at 27.24%.
UMI
- 1D
- 1.81%
- 1M
- 2.30%
- 6M
- 27.68%
- YTD
- 26.85%
- 1Y
- 30.77%
- 3Y*
- 27.34%
- 5Y*
- 22.24%
- 10Y*
- —
SDCI
- 1D
- 2.45%
- 1M
- 3.24%
- 6M
- 22.83%
- YTD
- 27.24%
- 1Y
- 31.47%
- 3Y*
- 21.11%
- 5Y*
- 20.23%
- 10Y*
- —
UMI vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UMI USCF Midstream Energy Income Fund ETF | 26.85% | 5.11% | 42.97% | 14.60% | 20.78% | 20.97% | -8.25% | 21.06% | -7.98% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 27.24% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | -2.36% | -13.91% |
Correlation
The correlation between UMI and SDCI is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since May 3, 2018 | 0.37 |
The correlation between UMI and SDCI shifts across timeframes, from 0.27 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
UMI vs. SDCI — Risk / Return Rank
UMI
SDCI
UMI vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USCF Midstream Energy Income Fund ETF (UMI) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). 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 | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.31 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 2.87 | +1.26 |
| Martin ratioReturn relative to average drawdown | 10.38 | 9.00 | +1.38 |
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Drawdowns
UMI vs. SDCI - Drawdown Comparison
The maximum UMI drawdown since its inception was -48.08%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for UMI and SDCI.
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Drawdown Indicators
| UMI | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.08% | -45.79% | -2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -11.03% | +3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -17.08% | -11.96% | -5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.05% | -18.55% | -1.50% |
Current DrawdownCurrent decline from peak | -1.39% | -4.30% | +2.91% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -11.53% | +4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 3.51% | -0.54% |
Volatility
UMI vs. SDCI - Volatility Comparison
USCF Midstream Energy Income Fund ETF (UMI) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) have volatilities of 5.40% and 5.40%, 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.
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Volatility by Period
| UMI | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 5.40% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 14.76% | -3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.61% | 17.17% | -2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 18.43% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.14% | 17.09% | +6.05% |
UMI vs. SDCI - Expense Ratio Comparison
UMI has a 0.85% expense ratio, which is higher than SDCI's 0.60% expense ratio.
Dividends
UMI vs. SDCI - Dividend Comparison
UMI's dividend yield for the trailing twelve months is around 5.79%, more than SDCI's 2.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 2.89% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% | 0.00% |
UMI USCF Midstream Energy Income Fund ETF | 5.79% | 6.23% | 4.39% | 4.67% | 4.36% | 3.00% | 2.18% | 2.47% | 2.48% | 0.15% |
Frequently Asked Questions
UMI and SDCI have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDCI has higher volatility (5.40%) compared to UMI (5.40%). In terms of maximum drawdown, UMI dropped -48.08% vs SDCI's -45.79%.
On 5-year performance, UMI leads with 22.24% vs 20.23% for SDCI. On fees, SDCI is cheaper at 0.60% per year. Their volatility is very similar. 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 22.24% return vs 20.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SDCI is cheaper with a 0.60% expense ratio, compared with 0.85% for UMI.
UMI has the higher dividend yield at 5.79%, compared with 2.89% for SDCI.
UMI is categorized as Energy Equities, while SDCI is Commodities. They also come from different issuers: Wainwright, Inc. and USCF Investments. Their fees differ too: 0.85% for UMI and 0.60% for SDCI.
UMI currently has the higher Sharpe Ratio (2.12 vs 1.84), 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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