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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETRACS Bloomberg Commodity Index Total Return ETN Series B, 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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Returns By Period
ETRACS Bloomberg Commodity Index Total Return ETN Series B
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 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%
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.27% | -1.37% | 3.35% | 2.25% | 4.14% | -4.27% | -3.73% | 0.88% | 5.08% | 2.22% | -6.53% | 1.77% | 3.39% |
| 2023 | -0.55% | -5.03% | -0.29% | -0.87% | -6.02% | 4.30% | 6.64% | -0.91% | -0.85% | 0.42% | -2.69% | -2.81% | -8.96% |
| 2022 | 9.21% | 6.62% | 8.59% | 4.73% | 1.59% | -11.39% | 4.48% | 0.04% | -8.62% | 2.06% | 2.91% | -2.66% | 16.39% |
| 2021 | 2.70% | 6.97% | -2.31% | 9.03% | 2.72% | 2.07% | 1.77% | -0.36% | 5.25% | 2.79% | -7.76% | 3.72% | 28.75% |
| 2020 | -7.84% | -5.25% | -14.67% | -1.28% | 4.42% | 2.86% | 6.27% | 7.23% | -3.70% | 1.13% | 3.96% | 5.41% | -3.90% |
| 2019 | 0.10% | -3.12% | 5.46% | 2.27% |
Benchmark Metrics
ETRACS Bloomberg Commodity Index Total Return ETN Series B has an annualized alpha of 5.10%, beta of 0.27, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since October 28, 2019.
- This ETF participated in 45.34% of S&P 500 Index downside but only 36.67% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.27 may look defensive, but with R² of 0.06 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 0.06 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
- 5.10%
- Beta
- 0.27
- R²
- 0.06
- Upside Capture
- 36.67%
- Downside Capture
- 45.34%
Expense Ratio
DJCB has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB) and compare them to a chosen benchmark (S&P 500 Index).
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Dividends
Dividend History
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 ETRACS Bloomberg Commodity Index Total Return ETN Series B. 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 ETRACS Bloomberg Commodity Index Total Return ETN Series B was 34.00%, occurring on Apr 28, 2020. Recovery took 245 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34% | Nov 11, 2019 | 116 | Apr 28, 2020 | 245 | Apr 22, 2021 | 361 |
| -27.56% | Jun 7, 2022 | 543 | Aug 5, 2024 | — | — | — |
| -11.99% | Mar 8, 2022 | 6 | Mar 15, 2022 | 22 | Apr 14, 2022 | 28 |
| -10.82% | Oct 26, 2021 | 26 | Dec 1, 2021 | 38 | Jan 26, 2022 | 64 |
| -8.66% | Apr 19, 2022 | 16 | May 10, 2022 | 18 | Jun 6, 2022 | 34 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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