USIG vs. SDCI
USIG (iShares Broad USD Investment Grade Corporate Bond ETF) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both exchange-traded funds - USIG is a Corporate Bonds fund tracking the ICE BofA US Corporate, while SDCI is a Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return. Both are passively managed. Over the past 5 years, USIG returned 0.31%/yr vs 20.07%/yr for SDCI. At a correlation of -0.02, they often move in opposite directions. USIG charges 0.04%/yr vs 0.60%/yr for SDCI.
Performance
USIG vs. SDCI - Performance Comparison
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Returns By Period
In the year-to-date period, USIG achieves a 0.27% return, which is significantly lower than SDCI's 24.19% return.
USIG
- 1D
- -0.15%
- 1M
- -0.58%
- 6M
- -0.02%
- YTD
- 0.27%
- 1Y
- 4.44%
- 3Y*
- 5.46%
- 5Y*
- 0.31%
- 10Y*
- 2.34%
SDCI
- 1D
- -0.49%
- 1M
- 0.77%
- 6M
- 22.42%
- YTD
- 24.19%
- 1Y
- 28.33%
- 3Y*
- 20.87%
- 5Y*
- 20.07%
- 10Y*
- —
USIG vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
USIG iShares Broad USD Investment Grade Corporate Bond ETF | 0.27% | 7.86% | 2.56% | 8.71% | -15.30% | -1.34% | 9.44% | 13.99% | 1.26% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 24.19% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | -2.36% | -13.91% |
Correlation
The correlation between USIG and SDCI is -0.28, 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 | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since May 3, 2018 | -0.02 |
Over the past year, the inverse relationship between USIG and SDCI has strengthened: their correlation has moved from -0.02 to -0.28, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
USIG vs. SDCI — Risk / Return Rank
USIG
SDCI
USIG vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD Investment Grade Corporate Bond ETF (USIG) 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.
| USIG | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.30 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.74 | -1.30 |
| Martin ratioReturn relative to average drawdown | 4.55 | 8.61 | -4.07 |
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Drawdowns
USIG vs. SDCI - Drawdown Comparison
The maximum USIG drawdown since its inception was -22.21%, smaller than the maximum SDCI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for USIG and SDCI.
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Drawdown Indicators
| USIG | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.21% | -45.79% | +23.58% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -11.03% | +8.24% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | -11.96% | +5.86% |
Max Drawdown (5Y)Largest decline over 5 years | -21.45% | -18.55% | -2.90% |
Max Drawdown (10Y)Largest decline over 10 years | -21.45% | — | — |
Current DrawdownCurrent decline from peak | -1.25% | -6.59% | +5.34% |
Average DrawdownAverage peak-to-trough decline | -3.40% | -11.53% | +8.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 3.50% | -2.62% |
Volatility
USIG vs. SDCI - Volatility Comparison
The current volatility for iShares Broad USD Investment Grade Corporate Bond ETF (USIG) is 1.22%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 4.84%. This indicates that USIG experiences smaller price fluctuations and is considered to be less risky than SDCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USIG | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 4.84% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 3.20% | 14.60% | -11.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.09% | 17.04% | -12.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.82% | 18.39% | -11.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.83% | 17.07% | -10.24% |
USIG vs. SDCI - Expense Ratio Comparison
USIG has a 0.04% expense ratio, which is lower than SDCI's 0.60% expense ratio.
Dividends
USIG vs. SDCI - Dividend Comparison
USIG's dividend yield for the trailing twelve months is around 4.78%, more than SDCI's 2.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 2.96% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% | 0.00% | 0.00% | 0.00% |
USIG iShares Broad USD Investment Grade Corporate Bond ETF | 4.78% | 4.62% | 4.51% | 3.94% | 3.14% | 2.33% | 2.82% | 3.37% | 3.44% | 3.03% | 2.87% | 3.24% |
Frequently Asked Questions
USIG and SDCI have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDCI has higher volatility (4.84%) compared to USIG (1.22%). In terms of maximum drawdown, USIG dropped -22.21% vs SDCI's -45.79%.
On 5-year performance, SDCI leads with 20.07% vs 0.31% for USIG. On fees, USIG is cheaper at 0.04% per year. On volatility, USIG has been the lower-risk option at 1.22%. 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 20.07% return vs 0.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USIG is cheaper with a 0.04% expense ratio, compared with 0.60% for SDCI.
USIG has the higher dividend yield at 4.78%, compared with 2.96% for SDCI.
USIG is categorized as Corporate Bonds, while SDCI is Commodities. USIG tracks ICE BofA US Corporate, while SDCI tracks SummerHaven Dynamic Commodity Index Total Return. They also come from different issuers: iShares and USCF Investments. Their fees differ too: 0.04% for USIG and 0.60% for SDCI.
SDCI currently has the higher Sharpe Ratio (1.77 vs 0.98), 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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