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

ETF Info

ISIN

US06738C7781

CUSIP

06738C778

Inception Date

Jun 6, 2006

Category

Commodities

Leveraged

1x

Index Tracked

Bloomberg Commodity Index

Asset Class

Commodity

Expense Ratio

DJP has an expense ratio of 0.70%, placing it in the medium range.


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.


Performance

Performance Chart


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Returns By Period

iPath Bloomberg Commodity Index Total Return ETN (DJP) returned 3.96% year-to-date (YTD) and -1.16% over the past 12 months. Over the past 10 years, DJP returned 1.23% annually, underperforming the S&P 500 benchmark at 10.87%.


DJP

YTD

3.96%

1M

-1.97%

6M

8.07%

1Y

-1.16%

5Y*

14.58%

10Y*

1.23%

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.37%

10Y*

10.87%

*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.67%0.95%4.13%-5.75%0.24%3.96%
20240.39%-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%
202210.17%7.34%8.75%4.58%2.23%-11.81%4.08%-0.17%-8.99%1.85%4.00%-3.30%17.46%
20212.88%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%
20195.70%1.20%-0.18%-0.49%-4.35%3.11%-1.17%-2.27%1.49%2.11%-2.70%5.45%7.63%
20182.50%-2.12%-0.57%2.63%1.76%-4.25%-2.51%-1.98%2.11%-2.53%-0.91%-7.54%-13.07%
20170.04%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%
20140.14%6.88%0.31%2.71%-3.28%0.64%-5.63%-0.91%-6.81%-0.90%-4.23%-8.31%-18.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DJP is 18, meaning it’s performing worse than 82% 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 DJP is 1818
Overall Rank
The Sharpe Ratio Rank of DJP is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of DJP is 2020
Sortino Ratio Rank
The Omega Ratio Rank of DJP is 1818
Omega Ratio Rank
The Calmar Ratio Rank of DJP is 1717
Calmar Ratio Rank
The Martin Ratio Rank of DJP 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 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iPath Bloomberg Commodity Index Total Return ETN Sharpe ratios as of May 19, 2025 (values are recalculated daily):

  • 1-Year: 0.06
  • 5-Year: 0.83
  • 10-Year: 0.08
  • All Time: -0.12

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iPath Bloomberg Commodity Index Total Return ETN compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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. 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 54.38%.


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 chart below shows the rolling one-month volatility.


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