USCI vs. SDOG
USCI (United States Commodity Index Fund) and SDOG (ALPS Sector Dividend Dogs ETF) are both exchange-traded funds - USCI is a Commodities fund tracking the SummerHaven Dynamic Commodity (TR), while SDOG is a Large Cap Value Equities fund tracking the S-Network Sector Dividend Dogs Index. Both are passively managed. Over the past 10 years, USCI returned 8.19%/yr vs 9.99%/yr for SDOG. At a 0.28 correlation, their price movements are largely independent. USCI charges 1.03%/yr vs 0.36%/yr for SDOG.
Performance
USCI vs. SDOG - Performance Comparison
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Returns By Period
In the year-to-date period, USCI achieves a 22.58% return, which is significantly higher than SDOG's 17.13% return. Over the past 10 years, USCI has underperformed SDOG with an annualized return of 8.19%, while SDOG has yielded a comparatively higher 9.99% annualized return.
USCI
- 1D
- -0.94%
- 1M
- -5.98%
- YTD
- 22.58%
- 6M
- 20.76%
- 1Y
- 27.13%
- 3Y*
- 21.04%
- 5Y*
- 18.23%
- 10Y*
- 8.19%
SDOG
- 1D
- 1.26%
- 1M
- 6.55%
- YTD
- 17.13%
- 6M
- 16.28%
- 1Y
- 27.16%
- 3Y*
- 16.38%
- 5Y*
- 9.08%
- 10Y*
- 9.99%
USCI vs. SDOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USCI United States Commodity Index Fund | 22.58% | 17.63% | 17.24% | -0.00% | 29.47% | 33.07% | -11.47% | -1.68% | -11.76% | 6.32% |
SDOG ALPS Sector Dividend Dogs ETF | 17.13% | 11.12% | 14.70% | 4.19% | -0.20% | 24.59% | -0.35% | 24.02% | -11.43% | 12.65% |
Correlation
The correlation between USCI and SDOG is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2012 | 0.28 |
Over the past year, the correlation between USCI and SDOG has dropped to 0.02 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
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Return for Risk
USCI vs. SDOG — Risk / Return Rank
USCI
SDOG
USCI vs. SDOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and ALPS Sector Dividend Dogs ETF (SDOG). 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.
| USCI | SDOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.40 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 4.25 | -0.91 |
| Martin ratioReturn relative to average drawdown | 10.82 | 13.63 | -2.81 |
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Drawdowns
USCI vs. SDOG - Drawdown Comparison
The maximum USCI drawdown since its inception was -66.41%, which is greater than SDOG's maximum drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for USCI and SDOG.
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Drawdown Indicators
| USCI | SDOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.41% | -43.56% | -22.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -6.24% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -12.01% | -16.00% | +3.99% |
Max Drawdown (5Y)Largest decline over 5 years | -18.84% | -19.84% | +1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -45.82% | -43.56% | -2.26% |
Current DrawdownCurrent decline from peak | -7.36% | 0.00% | -7.36% |
Average DrawdownAverage peak-to-trough decline | -29.46% | -4.91% | -24.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 1.94% | +0.75% |
Volatility
USCI vs. SDOG - Volatility Comparison
United States Commodity Index Fund (USCI) and ALPS Sector Dividend Dogs ETF (SDOG) have volatilities of 3.42% and 3.34%, 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
| USCI | SDOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 3.34% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 14.11% | 8.02% | +6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.78% | 11.52% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 15.44% | +3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 19.06% | -3.21% |
USCI vs. SDOG - Expense Ratio Comparison
USCI has a 1.03% expense ratio, which is higher than SDOG's 0.36% expense ratio.
Dividends
USCI vs. SDOG - Dividend Comparison
USCI has not paid dividends to shareholders, while SDOG's dividend yield for the trailing twelve months is around 3.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDOG ALPS Sector Dividend Dogs ETF | 3.26% | 3.68% | 3.86% | 4.29% | 3.87% | 3.62% | 3.63% | 3.37% | 4.03% | 3.27% | 3.32% | 3.61% |
USCI United States Commodity Index Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USCI and SDOG have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USCI has higher volatility (3.42%) compared to SDOG (3.34%). In terms of maximum drawdown, USCI dropped -66.41% vs SDOG's -43.56%.
On 10-year performance, SDOG leads with 9.99% vs 8.19% for USCI. On fees, SDOG is cheaper at 0.36% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SDOG has performed better with a 9.99% return vs 8.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SDOG is cheaper with a 0.36% expense ratio, compared with 1.03% for USCI.
SDOG has the higher dividend yield at 3.26%, compared with 0.00% for USCI.
USCI is categorized as Commodities, while SDOG is Large Cap Value Equities. USCI tracks SummerHaven Dynamic Commodity (TR), while SDOG tracks S-Network Sector Dividend Dogs Index. They also come from different issuers: Concierge Technologies and SS&C. Their fees differ too: 1.03% for USCI and 0.36% for SDOG.
SDOG currently has the higher Sharpe Ratio (2.30 vs 1.74), 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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