ACSI vs. DCMT
ACSI (American Customer Satisfaction ETF) and DCMT (DoubleLine Commodity Strategy ETF) are both exchange-traded funds - ACSI is a Large Cap Growth Equities fund tracking the American Customer Satisfaction Investable Index, while DCMT is a Commodities fund actively managed by DoubleLine. ACSI is passively managed, while DCMT is actively managed. Over the past year, ACSI returned 22.82% vs 29.63% for DCMT. Their -0.10 correlation means they have often moved in opposite directions in the past. Both charge a 0.66% expense ratio.
Performance
ACSI vs. DCMT - Performance Comparison
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Returns By Period
In the year-to-date period, ACSI achieves a 16.30% return, which is significantly lower than DCMT's 24.74% return.
ACSI
- 1D
- 0.43%
- 1M
- 3.53%
- 6M
- 14.55%
- YTD
- 16.30%
- 1Y
- 22.82%
- 3Y*
- 19.09%
- 5Y*
- 9.63%
- 10Y*
- —
- ALL TIME*
- 13.36%
DCMT
- 1D
- -1.11%
- 1M
- 6.02%
- 6M
- 16.61%
- YTD
- 24.74%
- 1Y
- 29.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $12.57K | $22.39K | $20.11K | |
| $307.72K | $268.91K | $199.57K |
ACSI vs. DCMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ACSI American Customer Satisfaction ETF | 16.30% | 10.70% | 24.30% |
DCMT DoubleLine Commodity Strategy ETF | 24.74% | 6.04% | 3.65% |
Correlation
The correlation between ACSI and DCMT is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.23 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2024 | -0.10 |
The correlation between ACSI and DCMT shifts across timeframes, from -0.23 (1 year) to -0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ACSI vs. DCMT — Risk / Return Rank
ACSI
DCMT
ACSI vs. DCMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Customer Satisfaction ETF (ACSI) and DoubleLine Commodity Strategy ETF (DCMT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| ACSI | DCMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.27 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 1.86 | +1.09 |
| Martin ratioReturn relative to average drawdown | 11.32 | 6.16 | +5.16 |
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Drawdowns
ACSI vs. DCMT - Drawdown Comparison
The maximum ACSI drawdown since its inception was -34.49%, which is greater than DCMT's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for ACSI and DCMT.
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Drawdown Indicators
| ACSI | DCMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.49% | -15.96% | -18.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.76% | -15.96% | +8.20% |
Max Drawdown (3Y)Largest decline over 3 years | -15.27% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -10.46% | +10.46% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -3.63% | -1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 4.82% | -2.80% |
Volatility
ACSI vs. DCMT - Volatility Comparison
The current volatility for American Customer Satisfaction ETF (ACSI) is 3.71%, while DoubleLine Commodity Strategy ETF (DCMT) has a volatility of 5.57%. This indicates that ACSI experiences smaller price fluctuations and is considered to be less risky than DCMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACSI | DCMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 5.57% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 16.66% | -7.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.84% | 19.04% | -7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 16.06% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 16.06% | +1.29% |
ACSI vs. DCMT - Expense Ratio Comparison
Both ACSI and DCMT have an expense ratio of 0.66%.
Dividends
ACSI vs. DCMT - Dividend Comparison
ACSI's dividend yield for the trailing twelve months is around 0.78%, less than DCMT's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ACSI American Customer Satisfaction ETF | 0.78% | 0.91% | 0.69% | 1.01% | 0.81% | 0.31% | 0.82% | 1.64% | 1.59% | 1.20% | 0.18% |
DCMT DoubleLine Commodity Strategy ETF | 2.94% | 3.67% | 1.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ACSI and DCMT have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCMT has higher volatility (5.57%) compared to ACSI (3.71%). In terms of maximum drawdown, ACSI dropped -34.49% vs DCMT's -15.96%.
On 1-year performance, DCMT leads with 29.63% vs 22.82% for ACSI. Both ETFs have the same 0.66% expense ratio. On volatility, ACSI has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DCMT has performed better with a 29.63% return vs 22.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ACSI and DCMT have the same expense ratio: 0.66% per year.
DCMT has the higher dividend yield at 2.94%, compared with 0.78% for ACSI.
ACSI is categorized as Large Cap Growth Equities, while DCMT is Commodities. They also come from different issuers: Exponential ETFs and DoubleLine.
ACSI currently has the higher Sharpe Ratio (1.95 vs 1.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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