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

ETF Info

ISIN

US0032611040

CUSIP

003261104

Issuer

Abrdn Plc

Inception Date

Mar 30, 2017

Region

Global (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Commodity

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
BCI vs. PDBC BCI vs. COMT BCI vs. COM BCI vs. KMLM BCI vs. HEZU BCI vs. FAAR BCI vs. DBC BCI vs. SVOL BCI vs. JEPI BCI vs. SCHD
Popular comparisons:
BCI vs. PDBC BCI vs. COMT BCI vs. COM BCI vs. KMLM BCI vs. HEZU BCI vs. FAAR BCI vs. DBC BCI vs. SVOL BCI vs. JEPI BCI vs. SCHD

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.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-3.56%
12.93%
BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF)
Benchmark (^GSPC)

Returns By Period

abrdn Bloomberg All Commodity Strategy K-1 Free ETF had a return of 4.91% year-to-date (YTD) and 1.73% in the last 12 months.


BCI

YTD

4.91%

1M

-0.68%

6M

-3.56%

1Y

1.73%

5Y (annualized)

6.86%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.36%-1.44%3.24%2.43%2.17%-1.74%-3.69%-0.20%4.61%-1.32%4.91%
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%
2020-7.51%-4.60%-12.79%-1.66%4.29%2.09%5.75%6.63%-3.35%1.61%3.90%4.91%-2.77%
20194.88%0.85%-0.22%-0.31%-3.62%2.66%-0.85%-1.89%1.19%2.04%-2.57%5.09%7.06%
20182.12%-2.00%-0.65%2.47%1.56%-3.63%-2.17%-1.69%1.89%-2.26%-0.68%-6.39%-11.21%
2017-1.96%-1.67%-0.08%2.36%0.12%-0.12%2.12%-0.65%2.90%2.94%

Expense Ratio

BCI has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for BCI: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BCI is 8, indicating that it is in the bottom 8% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BCI is 88
Combined Rank
The Sharpe Ratio Rank of BCI is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of BCI is 77
Sortino Ratio Rank
The Omega Ratio Rank of BCI is 77
Omega Ratio Rank
The Calmar Ratio Rank of BCI is 88
Calmar Ratio Rank
The Martin Ratio Rank of BCI is 88
Martin 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 Strategy K-1 Free ETF (BCI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for BCI, currently valued at 0.08, compared to the broader market0.002.004.000.082.54
The chart of Sortino ratio for BCI, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.0010.0012.000.203.40
The chart of Omega ratio for BCI, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.47
The chart of Calmar ratio for BCI, currently valued at 0.04, compared to the broader market0.005.0010.0015.000.043.66
The chart of Martin ratio for BCI, currently valued at 0.19, compared to the broader market0.0020.0040.0060.0080.00100.000.1916.26
BCI
^GSPC

The current abrdn Bloomberg All Commodity Strategy K-1 Free ETF Sharpe ratio is 0.08. This value is calculated based on the past 1 year 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 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.08
2.54
BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF)
Benchmark (^GSPC)

Dividends

Dividend History

abrdn Bloomberg All Commodity Strategy K-1 Free ETF provided a 3.75% dividend yield over the last twelve months, with an annual payout of $0.76 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.002017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.76$0.76$4.41$4.47$0.15$0.33$0.24$1.23

Dividend yield

3.75%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
2024$0.00$0.00$0.00$0.00$0.00$0.00$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$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
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2019$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
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2017$1.23$1.23

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.03%
-0.88%
BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF)
Benchmark (^GSPC)

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.

The current abrdn Bloomberg All Commodity Strategy K-1 Free ETF drawdown is 20.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.69%May 24, 2018457Mar 18, 2020278Apr 26, 2021735
-26.5%Jun 8, 2022246May 31, 2023
-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 current abrdn Bloomberg All Commodity Strategy K-1 Free ETF volatility is 3.80%, 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%JuneJulyAugustSeptemberOctoberNovember
3.80%
3.96%
BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF)
Benchmark (^GSPC)