XBCU.L vs. SDCI
Compare and contrast key facts about Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI).
XBCU.L and SDCI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XBCU.L is a passively managed fund by DWS that tracks the performance of the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. It was launched on Apr 9, 2010. SDCI is an actively managed fund by Wainwright, Inc.. It was launched on May 3, 2018.
Performance
XBCU.L vs. SDCI - Performance Comparison
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XBCU.L vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XBCU.L Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C | 15.88% | 26.09% | 8.64% | -9.97% | 20.96% | 39.63% | -1.34% | 7.54% | -13.96% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 22.70% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | -2.36% | -13.91% |
Returns By Period
In the year-to-date period, XBCU.L achieves a 15.88% return, which is significantly lower than SDCI's 22.70% return.
XBCU.L
- 1D
- -1.36%
- 1M
- 1.65%
- YTD
- 15.88%
- 6M
- 28.73%
- 1Y
- 30.53%
- 3Y*
- 15.02%
- 5Y*
- 16.99%
- 10Y*
- 10.62%
SDCI
- 1D
- -0.77%
- 1M
- 9.08%
- YTD
- 22.70%
- 6M
- 21.72%
- 1Y
- 29.96%
- 3Y*
- 21.13%
- 5Y*
- 22.45%
- 10Y*
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XBCU.L vs. SDCI - Expense Ratio Comparison
XBCU.L has a 0.29% expense ratio, which is lower than SDCI's 0.70% expense ratio.
Return for Risk
XBCU.L vs. SDCI — Risk / Return Rank
XBCU.L
SDCI
XBCU.L vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) 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.
| XBCU.L | SDCI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.65 | -0.09 |
Sortino ratioReturn per unit of downside risk | 2.00 | 2.16 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.28 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.22 | 2.68 | +0.54 |
Martin ratioReturn relative to average drawdown | 8.53 | 9.09 | -0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XBCU.L | SDCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.65 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 1.22 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.65 | -0.41 |
Correlation
The correlation between XBCU.L and SDCI is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XBCU.L vs. SDCI - Dividend Comparison
XBCU.L has not paid dividends to shareholders, while SDCI's dividend yield for the trailing twelve months is around 3.00%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XBCU.L Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 3.00% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% |
Drawdowns
XBCU.L vs. SDCI - Drawdown Comparison
The maximum XBCU.L drawdown since its inception was -62.92%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for XBCU.L and SDCI.
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Drawdown Indicators
| XBCU.L | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.92% | -45.79% | -17.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.60% | -11.96% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -27.83% | -18.55% | -9.28% |
Max Drawdown (10Y)Largest decline over 10 years | -37.15% | — | — |
Current DrawdownCurrent decline from peak | -4.38% | -1.06% | -3.32% |
Average DrawdownAverage peak-to-trough decline | -30.03% | -11.80% | -18.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.52% | +0.07% |
Volatility
XBCU.L vs. SDCI - Volatility Comparison
The current volatility for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) is 5.69%, while USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) has a volatility of 7.05%. This indicates that XBCU.L 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
| XBCU.L | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 7.05% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 15.45% | 13.92% | +1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.52% | 18.34% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.72% | 18.45% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 17.11% | -0.57% |