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ETRACS Bloomberg Commodity Index Total Return ETN ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

UBS

Inception Date

Oct 24, 2019

Category

Commodities

Leveraged

1x

Index Tracked

Bloomberg Commodity Index

Asset Class

Commodity

Expense Ratio

DJCB features an expense ratio of 0.50%, falling within the medium range.


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

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:
DJCB vs. dba DJCB vs. FSTA DJCB vs. CMDY
Popular comparisons:
DJCB vs. dba DJCB vs. FSTA DJCB vs. CMDY

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.


0.00%5.00%10.00%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08
4.89%
8.63%
DJCB (ETRACS Bloomberg Commodity Index Total Return ETN Series B)
Benchmark (^GSPC)

Returns By Period


DJCB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.28%-1.37%3.35%2.25%4.14%-4.27%-3.73%0.88%5.08%2.22%-6.53%3.39%
2023-0.55%-5.03%-0.29%-0.87%-6.02%4.30%6.64%-0.91%-0.85%0.42%-2.70%-2.80%-8.96%
20229.21%6.62%8.59%4.73%1.59%-11.39%4.48%0.04%-8.62%2.06%2.91%-2.66%16.39%
20212.70%6.97%-2.31%9.03%2.72%2.07%1.77%-0.36%5.24%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%
20190.10%-3.12%5.46%2.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DJCB is 19, meaning it’s performing worse than 81% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DJCB is 1919
Overall Rank
The Sharpe Ratio Rank of DJCB is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DJCB is 1818
Sortino Ratio Rank
The Omega Ratio Rank of DJCB is 2020
Omega Ratio Rank
The Calmar Ratio Rank of DJCB is 2020
Calmar Ratio Rank
The Martin Ratio Rank of DJCB is 1919
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 ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
No data
DJCB
^GSPC

There is not enough data available to calculate the Sharpe ratio for ETRACS Bloomberg Commodity Index Total Return ETN Series B. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio0.001.002.003.00Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08
0.21
2.47
DJCB (ETRACS Bloomberg Commodity Index Total Return ETN Series B)
Benchmark (^GSPC)

Dividends

Dividend History


ETRACS Bloomberg Commodity Index Total Return ETN Series B doesn't pay dividends

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%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08
-21.97%
-0.64%
DJCB (ETRACS Bloomberg Commodity Index Total Return ETN Series B)
Benchmark (^GSPC)

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 248 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34%Nov 11, 2019115Apr 28, 2020248Apr 22, 2021363
-27.56%Jun 7, 2022543Aug 5, 2024
-11.99%Mar 8, 20226Mar 15, 202222Apr 14, 202228
-10.82%Oct 26, 202126Dec 1, 202138Jan 26, 202264
-8.66%Apr 19, 202216May 10, 202218Jun 6, 202234

Volatility

Volatility Chart

The current ETRACS Bloomberg Commodity Index Total Return ETN Series B volatility is 7.84%, 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.


5.00%10.00%15.00%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08
7.84%
2.43%
DJCB (ETRACS Bloomberg Commodity Index Total Return ETN Series B)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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