VPL vs. SDCI
VPL (Vanguard FTSE Pacific ETF) and SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) are both exchange-traded funds - VPL is a Asia Pacific Equities fund tracking the FTSE Developed Asia Pacific Index, while SDCI is a Commodities fund actively managed by Wainwright, Inc.. VPL is passively managed, while SDCI is actively managed. Over the past 5 years, VPL returned 9.81%/yr vs 19.07%/yr for SDCI. At a 0.25 correlation, their price movements are largely independent. VPL charges 0.08%/yr vs 0.70%/yr for SDCI.
Performance
VPL vs. SDCI - Performance Comparison
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Returns By Period
In the year-to-date period, VPL achieves a 26.86% return, which is significantly higher than SDCI's 23.24% return.
VPL
- 1D
- 0.34%
- 1M
- 0.62%
- YTD
- 26.86%
- 6M
- 28.52%
- 1Y
- 48.70%
- 3Y*
- 20.80%
- 5Y*
- 9.81%
- 10Y*
- 10.83%
SDCI
- 1D
- -1.02%
- 1M
- -6.15%
- YTD
- 23.24%
- 6M
- 21.10%
- 1Y
- 27.81%
- 3Y*
- 21.61%
- 5Y*
- 19.07%
- 10Y*
- —
VPL vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VPL Vanguard FTSE Pacific ETF | 26.86% | 32.66% | 1.68% | 15.58% | -15.20% | 1.10% | 16.65% | 18.16% | -14.65% |
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 VPL and SDCI 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 | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 3, 2018 | 0.25 |
The correlation between VPL and SDCI shifts across timeframes, from -0.02 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VPL vs. SDCI — Risk / Return Rank
VPL
SDCI
VPL vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) 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.
| VPL | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.29 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 3.26 | +0.30 |
| Martin ratioReturn relative to average drawdown | 13.60 | 10.91 | +2.69 |
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Drawdowns
VPL vs. SDCI - Drawdown Comparison
The maximum VPL drawdown since its inception was -55.49%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for VPL and SDCI.
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Drawdown Indicators
| VPL | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.49% | -45.79% | -9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -9.04% | -4.29% |
Max Drawdown (3Y)Largest decline over 3 years | -16.35% | -11.96% | -4.39% |
Max Drawdown (5Y)Largest decline over 5 years | -31.09% | -18.55% | -12.54% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | — | — |
Current DrawdownCurrent decline from peak | -2.90% | -7.31% | +4.41% |
Average DrawdownAverage peak-to-trough decline | -11.62% | -11.56% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.70% | +0.79% |
Volatility
VPL vs. SDCI - Volatility Comparison
Vanguard FTSE Pacific ETF (VPL) has a higher volatility of 10.01% compared to USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) at 3.46%. This indicates that VPL'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
| VPL | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.01% | 3.46% | +6.55% |
Volatility (6M)Calculated over the trailing 6-month period | 18.75% | 14.34% | +4.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.26% | 16.93% | +4.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.67% | 18.47% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 17.07% | +0.40% |
VPL vs. SDCI - Expense Ratio Comparison
VPL has a 0.08% expense ratio, which is lower than SDCI's 0.70% expense ratio.
Dividends
VPL vs. SDCI - Dividend Comparison
VPL's dividend yield for the trailing twelve months is around 2.80%, 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% |
VPL Vanguard FTSE Pacific ETF | 2.80% | 4.01% | 3.15% | 3.12% | 2.75% | 3.19% | 1.81% | 2.84% | 3.06% | 2.57% | 2.65% | 2.43% |
Frequently Asked Questions
VPL and SDCI 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.
VPL has higher volatility (10.01%) compared to SDCI (3.46%). In terms of maximum drawdown, VPL dropped -55.49% vs SDCI's -45.79%.
On 5-year performance, SDCI leads with 19.07% vs 9.81% for VPL. On fees, VPL is cheaper at 0.08% 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, SDCI has performed better with a 19.07% return vs 9.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VPL is cheaper with a 0.08% expense ratio, compared with 0.70% for SDCI.
SDCI has the higher dividend yield at 2.99%, compared with 2.80% for VPL.
VPL is categorized as Asia Pacific Equities, while SDCI is Commodities. They also come from different issuers: Vanguard and Wainwright, Inc.. Their fees differ too: 0.08% for VPL and 0.70% for SDCI.
VPL currently has the higher Sharpe Ratio (2.23 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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