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ISIN
US0032611040
CUSIP
003261104
Issuer
Aberdeen
Inception Date
Mar 30, 2017
Region
Global (Broad)
Category
Commodities
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Commodity
Assets Under Management
$2B

Share Price Chart


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Performance

BCI Performance Chart

abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) is up 21.0% since the beginning of the year. BCI is currently trading at $24 per share. Investors who bought $1,000 worth of BCI shares 5 years ago would now be looking at an investment worth $1,612.


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S&P 500 Index

Returns By Period

abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has returned 21.04% so far this year and 31.31% over the past 12 months.


abrdn Bloomberg All Commodity Strategy K-1 Free ETF

1D
-1.25%
1M
-4.98%
YTD
21.04%
6M
21.46%
1Y
31.31%
3Y*
13.79%
5Y*
10.02%
10Y*

Benchmark (S&P 500 Index)

1D
-0.26%
1M
-0.17%
YTD
7.91%
6M
7.98%
1Y
22.99%
3Y*
19.77%
5Y*
11.75%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCI Monthly Returns History

Based on dividend-adjusted daily data since Mar 31, 2017, BCI's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.

Historically, 54% of months were positive and 46% 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%4.20%-3.44%-3.27%21.04%
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 5.02%, beta of 0.22, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since March 31, 2017.

  • This ETF participated in 36.34% of S&P 500 Index downside but only 36.15% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.22 may look defensive, but with R2 of 0.07 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 0.07 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
5.02%
Beta
0.22
0.07
Upside Capture
36.15%
Downside Capture
36.34%

Expense Ratio

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


Return for Risk

Risk / Return Rank

BCI ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


BCI Risk / Return Rank: 6666
Overall Rank
BCI Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 5858
Sortino Ratio Rank
BCI Omega Ratio Rank: 6363
Omega Ratio Rank
BCI Calmar Ratio Rank: 8080
Calmar Ratio Rank
BCI Martin Ratio Rank: 6464
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 S&P 500 Index.


BCIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

3.59

2.54

+1.05

Martin ratioReturn relative to average drawdown

10.13

11.58

-1.45

Dividends

Dividend History

abrdn Bloomberg All Commodity Strategy K-1 Free ETF provided a 13.62% 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

13.62%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$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.

The current abrdn Bloomberg All Commodity Strategy K-1 Free ETF drawdown is 8.76%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-32.69%Mar 2020
1y 9mo1y 1mo
2y 11moMay 2018 - Apr 2021
2023 bear market2023
-26.50%May 2023
11mo 27d2y 7mo
3y 7moJun 2022 - Jan 2026
Bear market2022
-11.67%Mar 2022
7d1mo 3d
1mo 10dMar 2022 - Apr 2022
2021 correction2021
-10.46%Dec 2021
1mo 6d1mo 27d
3mo 3dOct 2021 - Jan 2022
2026 pullback2026
-8.76%Jun 2026
27d
28d 19hMay 2026 - now

Drawdown Indicators


BCIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

-56.78%

+24.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-9.10%

+0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-11.38%

-18.90%

+7.52%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

-25.43%

-1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-8.76%

-2.93%

-5.83%

Average Drawdown

Average peak-to-trough decline

-11.99%

-10.72%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

1.99%

+1.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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