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ISIN
US64135A4085
Inception Date
Aug 27, 2012
Region
Global (Broad)
Category
Commodities
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Commodity
Assets Under Management
$414M

Share Price Chart


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Performance

NBCM Performance Chart

Neuberger Berman Commodity Strategy ETF (NBCM) is up 19.8% since the beginning of the year. NBCM is currently trading at $27 per share.


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S&P 500 Index

Returns By Period

Neuberger Berman Commodity Strategy ETF (NBCM) has returned 19.82% so far this year and 27.34% over the past 12 months.


Neuberger Berman Commodity Strategy ETF

1D
-0.39%
1M
-8.32%
YTD
19.82%
6M
19.51%
1Y
27.34%
3Y*
14.59%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NBCM Monthly Returns History

Based on dividend-adjusted daily data since Oct 24, 2022, NBCM's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Mar 2026 with a return of +11.2%, while the worst month was Jun 2026 at -6.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, NBCM closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +4.2%, while the worst single day was Jan 30, 2026 at -5.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.30%1.95%11.18%5.96%-2.19%-6.68%19.82%
20254.30%0.18%3.60%-5.41%0.72%3.13%0.58%2.55%2.51%2.06%2.04%0.28%17.45%
20241.16%-0.98%4.42%2.31%0.99%-1.84%-2.93%-0.74%3.67%0.34%-0.75%0.96%6.55%
20231.52%-5.51%0.95%-2.28%-6.05%3.90%7.23%-0.48%-1.23%-0.04%-1.21%-2.64%-6.41%
20220.35%4.07%0.92%5.39%

Benchmark Metrics

Neuberger Berman Commodity Strategy ETF has an annualized alpha of 7.38%, beta of 0.24, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since October 24, 2022.

  • This ETF captured 29.70% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -3.18%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.24 may look defensive, but with R2 of 0.06 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 0.06 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
7.38%
Beta
0.24
0.06
Upside Capture
29.70%
Downside Capture
-3.18%

Expense Ratio

NBCM has an expense ratio of 0.66%, placing it in the medium range.


Return for Risk

Risk / Return Rank

NBCM ranks 46 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


NBCM Risk / Return Rank: 4646
Overall Rank
NBCM Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NBCM Sortino Ratio Rank: 4141
Sortino Ratio Rank
NBCM Omega Ratio Rank: 4444
Omega Ratio Rank
NBCM Calmar Ratio Rank: 4848
Calmar Ratio Rank
NBCM Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Neuberger Berman Commodity Strategy ETF (NBCM) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NBCMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.32

2.78

-0.47

Martin ratioReturn relative to average drawdown

8.39

12.44

-4.05

Dividends

Dividend History

Neuberger Berman Commodity Strategy ETF provided a 7.06% dividend yield over the last twelve months, with an annual payout of $1.91 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$1.91$1.91$1.09$0.90$0.18

Dividend yield

7.06%8.46%5.22%4.37%0.80%

Monthly Dividends

The table displays the monthly dividend distributions for Neuberger Berman Commodity Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.91$1.91
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.09$1.09
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.90$0.90
2022$0.18$0.18

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 Neuberger Berman Commodity Strategy ETF. 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 Neuberger Berman Commodity Strategy ETF was 12.84%, occurring on May 31, 2023. Recovery took 229 trading sessions.

The current Neuberger Berman Commodity Strategy ETF drawdown is 11.86%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 correction2023
-12.84%May 2023
4mo 4d11mo 4d
1y 3moJan 2023 - Apr 2024
2026 correction2026
-11.86%Jun 2026
1mo 10d
1mo 11dMay 2026 - now
2024 correction2024
-11.47%Sep 2024
3mo 14d4mo 7d
7mo 21dMay 2024 - Jan 2025
2025 selloff2025
-10.76%Apr 2025
5d2mo 10d
2mo 15dApr 2025 - Jun 2025
2026 pullback2026
-9.70%Feb 2026
3d1mo
1mo 3dJan 2026 - Mar 2026

Drawdown Indicators


NBCMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-12.84%

-56.78%

+43.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-9.10%

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-18.90%

+7.04%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-11.86%

-1.80%

-10.06%

Average Drawdown

Average peak-to-trough decline

-4.24%

-10.71%

+6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

2.03%

+1.35%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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