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USCI vs. SDCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCI vs. SDCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Commodity Index Fund (USCI) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with USCI having a 19.17% return and SDCI slightly higher at 19.77%.


USCI

1D
-0.23%
1M
-7.10%
YTD
19.17%
6M
17.13%
1Y
24.71%
3Y*
19.66%
5Y*
18.39%
10Y*
8.18%

SDCI

1D
-0.43%
1M
-7.26%
YTD
19.77%
6M
17.11%
1Y
25.06%
3Y*
20.23%
5Y*
19.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCI vs. SDCI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
USCI
United States Commodity Index Fund
19.17%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-14.18%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
19.77%17.60%17.91%-0.88%33.23%36.52%-10.61%-2.36%-13.91%

Correlation

The correlation between USCI and SDCI is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.96

Correlation (All Time)
Calculated using the full available price history since May 3, 2018

0.94

The correlation between USCI and SDCI has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

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Return for Risk

USCI vs. SDCI — Risk / Return Rank

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

USCI
USCI Risk / Return Rank: 4646
Overall Rank
USCI Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 4242
Sortino Ratio Rank
USCI Omega Ratio Rank: 4141
Omega Ratio Rank
USCI Calmar Ratio Rank: 5353
Calmar Ratio Rank
USCI Martin Ratio Rank: 5252
Martin Ratio Rank

SDCI
SDCI Risk / Return Rank: 4747
Overall Rank
SDCI Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SDCI Sortino Ratio Rank: 4242
Sortino Ratio Rank
SDCI Omega Ratio Rank: 4040
Omega Ratio Rank
SDCI Calmar Ratio Rank: 5454
Calmar Ratio Rank
SDCI Martin Ratio Rank: 5252
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.

USCI vs. SDCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) 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.


USCISDCIDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

2.50

2.54

-0.04

Martin ratioReturn relative to average drawdown

8.53

8.69

-0.16

USCI vs. SDCI - Sharpe Ratio Comparison

The current USCI Sharpe Ratio is 1.50, which is comparable to the SDCI Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of USCI and SDCI, 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

USCI vs. SDCI - Drawdown Comparison

The maximum USCI drawdown since its inception was -66.41%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for USCI and SDCI.


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Drawdown Indicators


USCISDCIDifference

Max Drawdown

Largest peak-to-trough decline

-66.41%

-45.79%

-20.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-9.92%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-12.01%

-11.96%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-18.55%

-0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

Current Drawdown

Current decline from peak

-9.94%

-9.92%

-0.02%

Average Drawdown

Average peak-to-trough decline

-29.43%

-11.55%

-17.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.90%

+0.01%

Volatility

USCI vs. SDCI - Volatility Comparison

United States Commodity Index Fund (USCI) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) have volatilities of 3.15% and 3.14%, 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


USCISDCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

3.14%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.03%

14.30%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

16.91%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.35%

18.37%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

17.05%

-1.20%

USCI vs. SDCI - Expense Ratio Comparison

USCI has a 1.03% expense ratio, which is higher than SDCI's 0.60% expense ratio.


Dividends

USCI vs. SDCI - Dividend Comparison

USCI has not paid dividends to shareholders, while SDCI's dividend yield for the trailing twelve months is around 3.07%.


PositionTTM20252024202320222021202020192018
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
3.07%3.68%5.92%3.46%33.49%19.26%0.20%0.93%0.68%
USCI
United States Commodity Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, USCI and SDCI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

USCI has higher volatility (3.15%) compared to SDCI (3.14%). In terms of maximum drawdown, USCI dropped -66.41% vs SDCI's -45.79%.

On 5-year performance, SDCI leads with 19.28% vs 18.39% for USCI. 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, SDCI has performed better with a 19.28% return vs 18.39%. 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 1.03% for USCI.

SDCI has the higher dividend yield at 3.07%, compared with 0.00% for USCI.

USCI tracks SummerHaven Dynamic Commodity (TR), while SDCI tracks SummerHaven Dynamic Commodity Index Total Return. They also come from different issuers: Concierge Technologies and USCF Investments. Their fees differ too: 1.03% for USCI and 0.60% for SDCI.

SDCI currently has the higher Sharpe Ratio (1.51 vs 1.50), 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 USCI and SDCI

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