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

ETF Info

ISINUS06738C7781
CUSIP06738C778
IssuerBarclays Capital
Inception DateJun 6, 2006
CategoryCommodities
Index TrackedBloomberg Commodity Index
Asset ClassCommodity

Expense Ratio

The iPath Bloomberg Commodity Index Total Return ETN has a high expense ratio of 0.70%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.70%

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.


iPath Bloomberg Commodity Index Total Return ETN

Popular comparisons: DJP vs. DBC, DJP vs. IEF, DJP vs. PDBC, DJP vs. HYDW, DJP vs. VOO, DJP vs. COMT, DJP vs. GLDM, DJP vs. RSP, DJP vs. VOOG, DJP vs. SPY

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.


-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
-2.02%
17.14%
DJP (iPath Bloomberg Commodity Index Total Return ETN)
Benchmark (^GSPC)

S&P 500

Returns By Period

iPath Bloomberg Commodity Index Total Return ETN had a return of 5.79% year-to-date (YTD) and -0.25% in the last 12 months. Over the past 10 years, iPath Bloomberg Commodity Index Total Return ETN had an annualized return of -2.22%, while the S&P 500 had an annualized return of 10.37%, indicating that iPath Bloomberg Commodity Index Total Return ETN did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.79%5.06%
1 month3.34%-3.23%
6 months-2.01%17.14%
1 year-0.25%20.62%
5 years (annualized)7.05%11.54%
10 years (annualized)-2.22%10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.39%-1.87%3.87%
2023-1.02%0.50%-2.97%-3.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DJP is 15, indicating that it is in the bottom 15% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of DJP is 1515
iPath Bloomberg Commodity Index Total Return ETN(DJP)
The Sharpe Ratio Rank of DJP is 1515Sharpe Ratio Rank
The Sortino Ratio Rank of DJP is 1414Sortino Ratio Rank
The Omega Ratio Rank of DJP is 1414Omega Ratio Rank
The Calmar Ratio Rank of DJP is 1616Calmar Ratio Rank
The Martin Ratio Rank of DJP is 1515Martin 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 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.


DJP
Sharpe ratio
The chart of Sharpe ratio for DJP, currently valued at -0.12, compared to the broader market-1.000.001.002.003.004.00-0.12
Sortino ratio
The chart of Sortino ratio for DJP, currently valued at -0.08, compared to the broader market-2.000.002.004.006.008.00-0.08
Omega ratio
The chart of Omega ratio for DJP, currently valued at 0.99, compared to the broader market1.001.502.000.99
Calmar ratio
The chart of Calmar ratio for DJP, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.00-0.03
Martin ratio
The chart of Martin ratio for DJP, currently valued at -0.28, compared to the broader market0.0010.0020.0030.0040.0050.00-0.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.76, compared to the broader market-1.000.001.002.003.004.001.76
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.002.57
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.04, compared to the broader market0.0010.0020.0030.0040.0050.007.04

Sharpe Ratio

The current iPath Bloomberg Commodity Index Total Return ETN Sharpe ratio is -0.12. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.12
1.76
DJP (iPath Bloomberg Commodity Index Total Return ETN)
Benchmark (^GSPC)

Dividends

Dividend History


iPath Bloomberg Commodity Index Total Return ETN doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-56.04%
-4.63%
DJP (iPath Bloomberg Commodity Index Total Return ETN)
Benchmark (^GSPC)

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 56.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.35%Jul 3, 20082970Apr 21, 2020
-12.55%Aug 3, 200634Sep 20, 2006140Apr 13, 2007174
-10.49%Mar 14, 20085Mar 20, 200843May 21, 200848
-8.29%Jun 18, 200746Aug 21, 200719Sep 18, 200765
-6.22%Jan 15, 20086Jan 23, 200812Feb 8, 200818

Volatility

Volatility Chart

The current iPath Bloomberg Commodity Index Total Return ETN volatility is 2.95%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.95%
3.27%
DJP (iPath Bloomberg Commodity Index Total Return ETN)
Benchmark (^GSPC)