PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
abrdn Bloomberg All Commodity Longer Dated Strateg...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS0032612030
CUSIP003261203
IssuerAbrdn Plc
Inception DateMar 30, 2017
RegionGlobal (Broad)
CategoryCommodities, Actively Managed
Index TrackedNo Index (Active)
Asset ClassCommodity

Expense Ratio

BCD has a high expense ratio of 0.29%, indicating higher-than-average management fees.


Expense ratio chart for BCD: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF

Popular comparisons: BCD vs. DBC, BCD vs. PDBC, BCD vs. COMT, BCD vs. COM, BCD vs. DBA, BCD vs. PFFA, BCD vs. PFXF, BCD vs. XYLG, BCD vs. CACG, BCD vs. QQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchAprilMay
68.20%
124.46%
BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF had a return of 10.08% year-to-date (YTD) and 10.70% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date10.08%11.18%
1 month3.77%5.60%
6 months7.62%17.48%
1 year10.70%26.33%
5 years (annualized)11.62%13.16%
10 years (annualized)N/A10.99%

Monthly Returns

The table below presents the monthly returns of BCD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.16%-1.08%4.09%2.66%10.08%
20230.43%-4.38%-0.24%-1.03%-5.76%3.20%6.11%-0.80%-1.49%0.64%-1.77%-2.24%-7.58%
20227.74%5.65%8.89%4.20%2.12%-10.95%3.85%0.37%-7.68%1.56%4.34%-1.14%18.38%
20212.17%6.07%-1.82%7.80%3.58%2.79%1.88%-0.44%4.93%2.69%-5.09%4.10%31.87%
2020-6.51%-4.90%-10.43%0.28%4.27%2.92%6.66%5.85%-2.11%0.07%4.74%5.53%4.76%
20195.27%1.02%-0.24%-0.59%-3.66%2.33%-1.10%-2.51%1.64%1.93%-1.71%5.18%7.36%
20183.38%-0.83%-1.55%3.00%1.87%-3.87%-1.81%-1.79%1.86%-2.21%-4.41%-2.27%-8.65%
2017-1.28%-1.99%-0.17%2.53%0.28%-0.12%1.94%1.11%0.81%3.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BCD is 34, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BCD is 3434
BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF)
The Sharpe Ratio Rank of BCD is 3434Sharpe Ratio Rank
The Sortino Ratio Rank of BCD is 3232Sortino Ratio Rank
The Omega Ratio Rank of BCD is 3535Omega Ratio Rank
The Calmar Ratio Rank of BCD is 3333Calmar Ratio Rank
The Martin Ratio Rank of BCD is 3333Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BCD
Sharpe ratio
The chart of Sharpe ratio for BCD, currently valued at 0.85, compared to the broader market0.002.004.006.000.85
Sortino ratio
The chart of Sortino ratio for BCD, currently valued at 1.24, compared to the broader market0.005.0010.001.24
Omega ratio
The chart of Omega ratio for BCD, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.16
Calmar ratio
The chart of Calmar ratio for BCD, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.44
Martin ratio
The chart of Martin ratio for BCD, currently valued at 2.51, compared to the broader market0.0020.0040.0060.0080.00100.002.51
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.006.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF Sharpe ratio is 0.85. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.85
2.38
BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF)
Benchmark (^GSPC)

Dividends

Dividend History

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF granted a 4.10% dividend yield in the last twelve months. The annual payout for that period amounted to $1.38 per share.


PeriodTTM2023202220212020201920182017
Dividend$1.38$1.38$1.80$2.55$0.33$0.38$0.37$0.02

Dividend yield

4.10%4.51%5.21%8.30%1.29%1.55%1.59%0.07%

Monthly Dividends

The table displays the monthly dividend distributions for abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.38$1.38
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.80$1.80
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.55$2.55
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2017$0.02$0.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-12.37%
-0.09%
BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF was 29.79%, occurring on Mar 18, 2020. Recovery took 222 trading sessions.

The current abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF drawdown is 12.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.79%May 25, 2018379Mar 18, 2020222Feb 4, 2021601
-23.03%Jun 8, 2022246May 31, 2023
-10.37%Mar 9, 20226Mar 16, 202220Apr 13, 202226
-8.49%Apr 17, 201733Jun 23, 201742Nov 6, 201775
-8.1%Oct 26, 202126Dec 1, 202128Jan 11, 202254

Volatility

Volatility Chart

The current abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF volatility is 3.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
3.11%
3.36%
BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF)
Benchmark (^GSPC)