XFLT vs. SDCI
XFLT (XAI Octagon Floating Rate & Alternative Income Term Trust) is a stock, while SDCI (USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund) is Commodities fund tracking the SummerHaven Dynamic Commodity Index Total Return. Over the past 5 years, XFLT returned -3.24%/yr vs 20.86%/yr for SDCI. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
XFLT vs. SDCI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XFLT achieves a -13.70% return, which is significantly lower than SDCI's 31.41% return.
XFLT
- 1D
- -0.48%
- 1M
- 7.09%
- 6M
- -8.91%
- YTD
- -13.70%
- 1Y
- -20.33%
- 3Y*
- -4.28%
- 5Y*
- -3.24%
- 10Y*
- —
- ALL TIME*
- 1.20%
SDCI
- 1D
- 0.63%
- 1M
- 10.03%
- 6M
- 20.73%
- YTD
- 31.41%
- 1Y
- 39.13%
- 3Y*
- 20.52%
- 5Y*
- 20.86%
- 10Y*
- —
- ALL TIME*
- 11.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.69M | $7.12M | $7.50M | |
| $2.03M | $1.89M | $1.66M |
XFLT vs. SDCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XFLT XAI Octagon Floating Rate & Alternative Income Term Trust | -13.70% | -15.35% | 7.37% | 30.40% | -20.30% | 31.30% | 5.13% | 22.05% | -15.03% |
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 31.41% | 17.60% | 17.91% | -0.88% | 33.23% | 36.52% | -10.61% | -2.36% | -13.91% |
Correlation
The correlation between XFLT and SDCI is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.09 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (All Time) Calculated using the full available price history since May 3, 2018 | 0.10 |
The correlation between XFLT and SDCI shifts across timeframes, from -0.09 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XFLT vs. SDCI — Risk / Return Rank
XFLT
SDCI
XFLT vs. SDCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) 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.
| XFLT | SDCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.08 | ||
| Sortino ratioReturn per unit of downside risk | -4.17 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.36 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 3.33 | -3.83 |
| Martin ratioReturn relative to average drawdown | -0.93 | 10.55 | -11.48 |
Loading charts...
Drawdowns
XFLT vs. SDCI - Drawdown Comparison
The maximum XFLT drawdown since its inception was -55.43%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for XFLT and SDCI.
Loading charts...
Drawdown Indicators
| XFLT | SDCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -45.79% | -9.64% |
Max Drawdown (1Y)Largest decline over 1 year | -40.67% | -11.03% | -29.64% |
Max Drawdown (3Y)Largest decline over 3 years | -47.04% | -11.96% | -35.08% |
Max Drawdown (5Y)Largest decline over 5 years | -47.04% | -18.55% | -28.49% |
Current DrawdownCurrent decline from peak | -31.38% | -1.53% | -29.85% |
Average DrawdownAverage peak-to-trough decline | -14.75% | -11.47% | -3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.13% | 3.48% | +18.65% |
Volatility
XFLT vs. SDCI - Volatility Comparison
XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) has a higher volatility of 6.27% compared to USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) at 5.28%. This indicates that XFLT'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.
Loading charts...
Volatility by Period
| XFLT | SDCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 5.28% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 18.99% | 14.48% | +4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.36% | 17.36% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.94% | 18.44% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.06% | 17.07% | +8.99% |
Dividends
XFLT vs. SDCI - Dividend Comparison
XFLT's dividend yield for the trailing twelve months is around 18.87%, more than SDCI's 2.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SDCI USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund | 2.80% | 3.68% | 5.92% | 3.46% | 33.49% | 19.26% | 0.20% | 0.93% | 0.68% | 0.00% |
XFLT XAI Octagon Floating Rate & Alternative Income Term Trust | 18.87% | 18.23% | 15.24% | 13.61% | 13.86% | 9.82% | 10.64% | 10.63% | 11.33% | 1.47% |
Frequently Asked Questions
XFLT and SDCI have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XFLT has higher volatility (6.27%) compared to SDCI (5.28%). In terms of maximum drawdown, XFLT dropped -55.43% vs SDCI's -45.79%.
SDCI currently has the higher Sharpe Ratio (2.12 vs -0.96), 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.
Find the right allocation for XFLT and SDCI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer