Direxion Auspice Broad Commodity Strategy ETF (COM)
COM is a passive ETF by Direxion tracking the investment results of the Auspice Broad Commodity ER Index. COM launched on Mar 30, 2017 and has a 0.70% expense ratio.
ETF Info
US25460E3071
25460E307
Mar 30, 2017
Global (Broad)
1x
Auspice Broad Commodity ER Index
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Direxion Auspice Broad Commodity Strategy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Direxion Auspice Broad Commodity Strategy ETF had a return of 7.04% year-to-date (YTD) and 3.89% in the last 12 months.
COM
7.04%
-0.96%
-0.85%
3.89%
9.78%
N/A
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of COM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.23% | -0.07% | 2.63% | 2.65% | 1.98% | -1.31% | -0.10% | -0.73% | 1.38% | 1.29% | 7.04% | ||
| 2023 | 3.26% | -2.93% | 4.00% | 2.28% | -1.98% | -2.56% | 1.50% | -0.77% | 1.22% | -1.65% | -1.95% | -2.20% | -2.09% |
| 2022 | 3.63% | 5.46% | 5.64% | 1.48% | 0.13% | -4.76% | -2.73% | -0.00% | -1.13% | 0.10% | 0.34% | 1.15% | 9.17% |
| 2021 | 2.23% | 8.45% | -1.41% | 6.91% | 1.05% | 1.75% | 1.49% | 0.91% | 2.13% | 3.41% | -4.82% | 3.49% | 28.00% |
| 2020 | -4.23% | -2.62% | -3.23% | 0.07% | 0.35% | 0.05% | 4.00% | 3.33% | 0.00% | 0.33% | 2.67% | 6.25% | 6.63% |
| 2019 | 1.67% | -0.19% | -1.11% | 0.05% | -4.66% | 2.50% | -0.36% | 0.99% | -0.92% | 1.14% | -0.78% | 1.70% | -0.18% |
| 2018 | 1.05% | -1.77% | 0.29% | 2.74% | 2.95% | -3.12% | 0.54% | -0.10% | 0.56% | -2.11% | -1.21% | 0.34% | -0.03% |
| 2017 | -0.20% | -1.68% | -0.29% | -1.84% | -1.65% | 0.83% | -1.83% | 1.66% | 0.10% | 2.95% | -2.05% |
Expense Ratio
COM features an expense ratio of 0.70%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of COM is 14, indicating that it is in the bottom 14% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Direxion Auspice Broad Commodity Strategy ETF (COM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Direxion Auspice Broad Commodity Strategy ETF provided a 3.93% dividend yield over the last twelve months, with an annual payout of $1.13 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $1.13 | $1.06 | $2.53 | $3.01 | $0.03 | $0.26 | $0.57 | $0.02 |
Dividend yield | 3.93% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
Monthly Dividends
The table displays the monthly dividend distributions for Direxion Auspice Broad Commodity Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.94 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.20 | $1.06 |
| 2022 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $1.16 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.86 | $2.53 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.01 | $3.01 |
| 2020 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 |
| 2019 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.26 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.43 | $0.57 |
| 2017 | $0.02 | $0.02 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Direxion Auspice Broad Commodity Strategy 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 Direxion Auspice Broad Commodity Strategy ETF was 15.95%, occurring on Mar 20, 2020. Recovery took 198 trading sessions.
The current Direxion Auspice Broad Commodity Strategy ETF drawdown is 6.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.95% | May 24, 2018 | 444 | Mar 20, 2020 | 198 | Dec 31, 2020 | 642 |
| -14.02% | Mar 9, 2022 | 444 | Dec 12, 2023 | — | — | — |
| -9.11% | Apr 13, 2017 | 57 | Aug 10, 2017 | 175 | May 18, 2018 | 232 |
| -6.03% | Nov 10, 2021 | 15 | Dec 1, 2021 | 33 | Jan 19, 2022 | 48 |
| -4.94% | Feb 25, 2021 | 21 | Mar 25, 2021 | 14 | Apr 15, 2021 | 35 |
Volatility
Volatility Chart
The current Direxion Auspice Broad Commodity Strategy ETF volatility is 1.67%, 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.