VDE vs. SDCI
VDE (Vanguard Energy ETF) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both exchange-traded funds - VDE is a Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index, while SDCI is a Commodities fund actively managed by Wainwright, Inc.. VDE is passively managed, while SDCI is actively managed. Over the past 5 years, VDE returned 20.05%/yr vs 19.07%/yr for SDCI. At a 0.50 correlation, their price movements are largely independent. VDE charges 0.09%/yr vs 0.70%/yr for SDCI.
Performance
VDE vs. SDCI - Performance Comparison
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Returns By Period
In the year-to-date period, VDE achieves a 29.66% return, which is significantly higher than SDCI's 23.24% return.
VDE
- 1D
- 0.77%
- 1M
- -1.49%
- YTD
- 29.66%
- 6M
- 28.33%
- 1Y
- 35.15%
- 3Y*
- 16.71%
- 5Y*
- 20.05%
- 10Y*
- 9.39%
SDCI
- 1D
- -1.02%
- 1M
- -6.15%
- YTD
- 23.24%
- 6M
- 21.10%
- 1Y
- 27.81%
- 3Y*
- 21.61%
- 5Y*
- 19.07%
- 10Y*
- —
VDE vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VDE Vanguard Energy ETF | 29.66% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -22.28% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 23.24% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | -2.36% | -13.91% |
Correlation
The correlation between VDE and SDCI is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 3, 2018 | 0.50 |
The correlation between VDE and SDCI shifts across timeframes, from 0.50 (all time) to 0.61 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VDE vs. SDCI — Risk / Return Rank
VDE
SDCI
VDE vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy ETF (VDE) 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.
| VDE | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 3.26 | -0.06 |
| Martin ratioReturn relative to average drawdown | 8.95 | 10.91 | -1.96 |
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Drawdowns
VDE vs. SDCI - Drawdown Comparison
The maximum VDE drawdown since its inception was -74.20%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for VDE and SDCI.
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Drawdown Indicators
| VDE | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.20% | -45.79% | -28.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.80% | -9.04% | -2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -21.41% | -11.96% | -9.45% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -18.55% | -8.03% |
Max Drawdown (10Y)Largest decline over 10 years | -69.29% | — | — |
Current DrawdownCurrent decline from peak | -8.26% | -7.31% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -19.95% | -11.56% | -8.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 2.70% | +1.51% |
Volatility
VDE vs. SDCI - Volatility Comparison
Vanguard Energy ETF (VDE) has a higher volatility of 7.15% compared to USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) at 3.46%. This indicates that VDE's price experiences larger fluctuations and is considered to be riskier 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
| VDE | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 3.46% | +3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 16.59% | 14.34% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.46% | 16.93% | +3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.45% | 18.47% | +7.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.93% | 17.07% | +12.86% |
VDE vs. SDCI - Expense Ratio Comparison
VDE has a 0.09% expense ratio, which is lower than SDCI's 0.70% expense ratio.
Dividends
VDE vs. SDCI - Dividend Comparison
VDE's dividend yield for the trailing twelve months is around 2.42%, less than SDCI's 2.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 2.99% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% | 0.00% | 0.00% | 0.00% |
VDE Vanguard Energy ETF | 2.42% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Frequently Asked Questions
VDE and SDCI have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VDE has higher volatility (7.15%) compared to SDCI (3.46%). In terms of maximum drawdown, VDE dropped -74.20% vs SDCI's -45.79%.
On 5-year performance, VDE leads with 20.05% vs 19.07% for SDCI. On fees, VDE is cheaper at 0.09% per year. On volatility, SDCI has been the lower-risk option at 3.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VDE has performed better with a 20.05% return vs 19.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VDE is cheaper with a 0.09% expense ratio, compared with 0.70% for SDCI.
SDCI has the higher dividend yield at 2.99%, compared with 2.42% for VDE.
VDE is categorized as Energy Equities, while SDCI is Commodities. They also come from different issuers: Vanguard and Wainwright, Inc.. Their fees differ too: 0.09% for VDE and 0.70% for SDCI.
VDE currently has the higher Sharpe Ratio (1.85 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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