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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.
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Returns By Period
iPath Bloomberg Commodity Index Total Return ETN (DJP) has returned 28.00% so far this year and 36.34% over the past 12 months. Over the last ten years, DJP has returned 8.53% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
iPath Bloomberg Commodity Index Total Return ETN
- 1D
- 0.08%
- 1M
- 12.77%
- YTD
- 28.00%
- 6M
- 35.84%
- 1Y
- 36.34%
- 3Y*
- 15.08%
- 5Y*
- 15.17%
- 10Y*
- 8.53%
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
Based on dividend-adjusted daily data since Oct 30, 2006, DJP's average daily return is +0.01%, while the average monthly return is +0.13%. At this rate, your investment would double in approximately 44.5 years.
Historically, 52% of months were positive and 48% were negative. The best month was May 2009 with a return of +13.8%, while the worst month was Oct 2008 at -21.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 8 months.
On a daily basis, DJP closed higher 51% of trading days. The best single day was Oct 29, 2008 with a return of +5.4%, while the worst single day was Mar 9, 2022 at -7.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 12.90% | 0.54% | 12.77% | 28.00% | |||||||||
| 2025 | 4.67% | 0.95% | 4.13% | -5.75% | -0.60% | 2.72% | -0.65% | 2.28% | 2.64% | 3.13% | 3.47% | -0.56% | 17.20% |
| 2024 | 0.39% | -1.87% | 3.87% | 2.93% | 2.16% | -1.96% | -4.15% | -0.39% | 5.33% | -1.52% | -0.06% | 1.13% | 5.59% |
| 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% |
Benchmark Metrics
iPath Bloomberg Commodity Index Total Return ETN has an annualized alpha of -1.86%, beta of 0.35, and R² of 0.14 versus S&P 500 Index. Calculated based on daily prices since October 31, 2006.
- This ETF participated in 66.04% of S&P 500 Index downside but only 36.30% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.35 may look defensive, but with R² of 0.14 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 0.14 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
- -1.86%
- Beta
- 0.35
- R²
- 0.14
- Upside Capture
- 36.30%
- Downside Capture
- 66.04%
Expense Ratio
DJP has an expense ratio of 0.70%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DJP ranks 87 for risk / return — in the top 87% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iPath Bloomberg Commodity Index Total Return ETN (DJP) and compare them to a chosen benchmark (S&P 500 Index).
| DJP | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 0.90 | +0.99 |
Sortino ratioReturn per unit of downside risk | 2.46 | 1.39 | +1.08 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.53 | 1.40 | +2.13 |
Martin ratioReturn relative to average drawdown | 9.67 | 6.61 | +3.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DJP risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 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 34.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -78.35% | Jul 3, 2008 | 2970 | Apr 21, 2020 | — | — | — |
| -10.49% | Mar 14, 2008 | 5 | Mar 20, 2008 | 43 | May 21, 2008 | 48 |
| -10.48% | Dec 1, 2006 | 25 | Jan 9, 2007 | 32 | Feb 26, 2007 | 57 |
| -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 chart below shows the rolling one-month volatility.
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