iPath Bloomberg Commodity Index Total Return ETN (DJP)
DJP is a passive ETF by Barclays Capital tracking the investment results of the Bloomberg Commodity Index. DJP launched on Jun 6, 2006 and has a 0.70% expense ratio.
ETF Info
US06738C7781
06738C778
Jun 6, 2006
1x
Bloomberg Commodity Index
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iPath Bloomberg Commodity Index Total Return ETN, 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
iPath Bloomberg Commodity Index Total Return ETN had a return of 5.33% year-to-date (YTD) and 2.30% in the last 12 months. Over the past 10 years, iPath Bloomberg Commodity Index Total Return ETN had an annualized return of -0.59%, while the S&P 500 had an annualized return of 11.18%, indicating that iPath Bloomberg Commodity Index Total Return ETN did not perform as well as the benchmark.
DJP
5.33%
-0.90%
-4.28%
2.30%
7.75%
-0.59%
^GSPC (Benchmark)
25.15%
2.74%
12.53%
30.93%
13.79%
11.18%
Monthly Returns
The table below presents the monthly returns of DJP, 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 | 0.39% | -1.87% | 3.87% | 2.93% | 2.16% | -1.96% | -4.15% | -0.39% | 5.33% | -1.52% | 5.33% | ||
| 2023 | -0.59% | -5.70% | -0.03% | -0.95% | -6.49% | 4.48% | 7.26% | -0.98% | -1.02% | 0.50% | -2.97% | -3.03% | -9.85% |
| 2022 | 10.17% | 7.34% | 8.75% | 4.58% | 2.23% | -11.81% | 4.08% | -0.17% | -8.99% | 1.85% | 4.00% | -3.30% | 17.46% |
| 2021 | 2.88% | 7.68% | -2.47% | 9.76% | 3.08% | 1.61% | 2.35% | -0.86% | 5.98% | 3.35% | -8.67% | 3.95% | 31.05% |
| 2020 | -8.58% | -5.70% | -16.05% | -1.81% | 5.36% | 2.87% | 7.39% | 7.89% | -4.42% | 1.90% | 4.23% | 5.85% | -4.12% |
| 2019 | 5.70% | 1.20% | -0.18% | -0.49% | -4.35% | 3.11% | -1.17% | -2.27% | 1.49% | 2.11% | -2.70% | 5.45% | 7.63% |
| 2018 | 2.50% | -2.12% | -0.57% | 2.63% | 1.76% | -4.25% | -2.51% | -1.98% | 2.11% | -2.53% | -0.91% | -7.54% | -13.07% |
| 2017 | 0.04% | 0.08% | -3.05% | -1.87% | -1.73% | -0.04% | 2.65% | 0.17% | -0.21% | 2.58% | -0.71% | 3.04% | 0.74% |
| 2016 | -2.14% | -1.67% | 4.07% | 9.91% | -0.59% | 5.28% | -6.35% | -1.81% | 3.21% | -0.30% | 1.07% | 2.45% | 12.86% |
| 2015 | -4.48% | 2.80% | -5.58% | 6.38% | -3.15% | 1.72% | -11.77% | -1.33% | -3.36% | -0.78% | -8.29% | -3.51% | -28.22% |
| 2014 | 0.14% | 6.88% | 0.31% | 2.71% | -3.28% | 0.64% | -5.63% | -0.91% | -6.81% | -0.90% | -4.23% | -8.31% | -18.61% |
| 2013 | 2.30% | -4.59% | 0.64% | -2.83% | -2.94% | -4.75% | 1.43% | 3.92% | -3.12% | -1.72% | -0.85% | 1.21% | -11.12% |
Expense Ratio
DJP features an expense ratio of 0.70%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DJP is 7, indicating that it is in the bottom 7% 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 iPath Bloomberg Commodity Index Total Return ETN (DJP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the iPath Bloomberg Commodity Index Total Return ETN. 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 iPath Bloomberg Commodity Index Total Return ETN was 78.35%, occurring on Apr 21, 2020. The portfolio has not yet recovered.
The current iPath Bloomberg Commodity Index Total Return ETN drawdown is 56.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -78.35% | Jul 3, 2008 | 2970 | Apr 21, 2020 | — | — | — |
| -12.55% | Aug 3, 2006 | 34 | Sep 20, 2006 | 140 | Apr 13, 2007 | 174 |
| -10.49% | Mar 14, 2008 | 5 | Mar 20, 2008 | 43 | May 21, 2008 | 48 |
| -8.29% | Jun 18, 2007 | 46 | Aug 21, 2007 | 19 | Sep 18, 2007 | 65 |
| -6.22% | Jan 15, 2008 | 6 | Jan 23, 2008 | 12 | Feb 8, 2008 | 18 |
Volatility
Volatility Chart
The current iPath Bloomberg Commodity Index Total Return ETN volatility is 4.68%, 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.