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abrdn Bloomberg All Commodity Strategy K-1 Free ET...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US0032611040
CUSIP
003261104
Issuer
Aberdeen
Inception Date
Mar 30, 2017
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Commodity

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in abrdn Bloomberg All Commodity 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.


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S&P 500 Index

Returns By Period

abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has returned 24.37% so far this year and 31.71% over the past 12 months.


abrdn Bloomberg All Commodity Strategy K-1 Free ETF

1D
0.04%
1M
11.37%
YTD
24.37%
6M
31.23%
1Y
31.71%
3Y*
13.50%
5Y*
13.31%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 31, 2017, BCI's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, your investment would double in approximately 8.5 years.

Historically, 55% of months were positive and 45% were negative. The best month was Mar 2026 with a return of +11.4%, while the worst month was Mar 2020 at -12.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BCI closed higher 53% of trading days. The best single day was Mar 25, 2020 with a return of +5.1%, while the worst single day was Mar 9, 2022 at -8.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.21%0.41%11.37%24.37%
20253.85%0.78%3.82%-5.17%-0.25%2.32%-0.63%1.99%2.33%2.74%3.07%-0.36%15.07%
20240.36%-1.44%3.24%2.43%2.17%-1.74%-3.69%-0.20%4.61%-1.32%0.05%1.18%5.47%
2023-0.86%-4.98%-0.05%-0.77%-5.87%3.92%6.65%-1.02%-0.80%0.38%-2.41%-2.70%-8.79%
20228.53%6.45%8.13%3.90%1.94%-10.72%3.79%-0.35%-8.05%1.55%3.62%-2.65%15.09%
20212.19%6.30%-2.14%8.25%2.54%2.05%1.52%-0.41%5.29%2.49%-7.23%3.53%26.18%

Benchmark Metrics

abrdn Bloomberg All Commodity Strategy K-1 Free ETF has an annualized alpha of 5.54%, beta of 0.23, and R² of 0.08 versus S&P 500 Index. Calculated based on daily prices since April 03, 2017.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (38.43%) than losses (35.37%) — typical of diversified or defensive assets.
  • Beta of 0.23 may look defensive, but with R² of 0.08 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.08 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.54%
Beta
0.23
0.08
Upside Capture
38.43%
Downside Capture
35.37%

Expense Ratio

BCI has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

BCI ranks 87 for risk / return — in the top 87% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


BCI Risk / Return Rank: 8787
Overall Rank
BCI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 8787
Sortino Ratio Rank
BCI Omega Ratio Rank: 8585
Omega Ratio Rank
BCI Calmar Ratio Rank: 9393
Calmar Ratio Rank
BCI Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and compare them to a chosen benchmark (S&P 500 Index).


BCIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.87

0.90

+0.97

Sortino ratio

Return per unit of downside risk

2.46

1.39

+1.08

Omega ratio

Gain probability vs. loss probability

1.35

1.21

+0.13

Calmar ratio

Return relative to maximum drawdown

3.52

1.40

+2.13

Martin ratio

Return relative to average drawdown

9.71

6.61

+3.11

Explore BCI risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

abrdn Bloomberg All Commodity Strategy K-1 Free ETF provided a 13.26% dividend yield over the last twelve months, with an annual payout of $3.22 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$3.22$3.22$0.65$0.76$4.41$4.47$0.15$0.33$0.24$1.23

Dividend yield

13.26%16.49%3.29%3.93%19.98%19.43%0.68%1.47%1.13%5.02%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.22$3.22
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65$0.65
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.76$0.76
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.41$4.41
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.47$4.47

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the abrdn Bloomberg All Commodity 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 Strategy K-1 Free ETF was 32.69%, occurring on Mar 18, 2020. Recovery took 278 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.69%May 24, 2018457Mar 18, 2020278Apr 26, 2021735
-26.5%Jun 8, 2022246May 31, 2023664Jan 23, 2026910
-11.67%Mar 9, 20226Mar 16, 202222Apr 18, 202228
-10.46%Oct 26, 202126Dec 1, 202139Jan 27, 202265
-8.26%Apr 19, 202216May 10, 202218Jun 6, 202234

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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