ATMP vs. DJP
ATMP (Barclays ETN+ Select MLP ETN) and DJP (iPath Bloomberg Commodity Index Total Return ETN) are both exchange-traded funds - ATMP is a MLPs fund tracking the CIBC Atlas Select MLP VWAP, while DJP is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 10 years, ATMP returned 4.90%/yr vs 7.36%/yr for DJP. At a 0.42 correlation, their price movements are largely independent. ATMP charges 0.95%/yr vs 0.70%/yr for DJP.
Performance
ATMP vs. DJP - Performance Comparison
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Returns By Period
In the year-to-date period, ATMP achieves a 20.02% return, which is significantly lower than DJP's 30.63% return. Over the past 10 years, ATMP has underperformed DJP with an annualized return of 4.90%, while DJP has yielded a comparatively higher 7.36% annualized return.
ATMP
- 1D
- 0.07%
- 1M
- -2.32%
- YTD
- 20.02%
- 6M
- 19.57%
- 1Y
- 18.01%
- 3Y*
- 21.17%
- 5Y*
- 15.87%
- 10Y*
- 4.90%
DJP
- 1D
- 0.02%
- 1M
- -3.31%
- YTD
- 30.63%
- 6M
- 29.34%
- 1Y
- 44.52%
- 3Y*
- 17.94%
- 5Y*
- 12.46%
- 10Y*
- 7.36%
ATMP vs. DJP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATMP Barclays ETN+ Select MLP ETN | 20.02% | 1.73% | 31.66% | 14.51% | 20.71% | 33.06% | -34.39% | 0.39% | -14.55% | -11.89% |
DJP iPath Bloomberg Commodity Index Total Return ETN | 30.63% | 17.20% | 5.59% | -9.85% | 17.46% | 31.05% | -4.12% | 7.63% | -13.07% | 0.74% |
Correlation
The correlation between ATMP and DJP is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2013 | 0.42 |
The correlation between ATMP and DJP shifts across timeframes, from 0.31 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ATMP vs. DJP — Risk / Return Rank
ATMP
DJP
ATMP vs. DJP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barclays ETN+ Select MLP ETN (ATMP) and iPath Bloomberg Commodity Index Total Return ETN (DJP). 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.
| ATMP | DJP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 5.20 | -2.69 |
| Martin ratioReturn relative to average drawdown | 6.16 | 13.30 | -7.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ATMP | DJP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 2.36 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.66 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.43 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.00 | +0.09 |
Drawdowns
ATMP vs. DJP - Drawdown Comparison
The maximum ATMP drawdown since its inception was -80.86%, roughly equal to the maximum DJP drawdown of -78.35%. Use the drawdown chart below to compare losses from any high point for ATMP and DJP.
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Drawdown Indicators
| ATMP | DJP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.86% | -78.35% | -2.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -8.61% | +1.35% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -13.41% | -3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -22.98% | -28.98% | +6.00% |
Max Drawdown (10Y)Largest decline over 10 years | -75.66% | -38.36% | -37.30% |
Current DrawdownCurrent decline from peak | -6.07% | -32.82% | +26.75% |
Average DrawdownAverage peak-to-trough decline | -31.15% | -50.86% | +19.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 3.36% | -0.41% |
Volatility
ATMP vs. DJP - Volatility Comparison
Barclays ETN+ Select MLP ETN (ATMP) and iPath Bloomberg Commodity Index Total Return ETN (DJP) have volatilities of 5.61% and 5.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ATMP | DJP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 5.85% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.72% | 16.64% | -5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.00% | 18.92% | -4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.23% | 18.96% | +3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.68% | 17.06% | +10.62% |
ATMP vs. DJP - Expense Ratio Comparison
ATMP has a 0.95% expense ratio, which is higher than DJP's 0.70% expense ratio.
Dividends
ATMP vs. DJP - Dividend Comparison
Neither ATMP nor DJP has paid dividends to shareholders.
Frequently Asked Questions
ATMP and DJP have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DJP has higher volatility (5.85%) compared to ATMP (5.61%). In terms of maximum drawdown, ATMP dropped -80.86% vs DJP's -78.35%.
On 10-year performance, DJP leads with 7.36% vs 4.90% for ATMP. On fees, DJP is cheaper at 0.70% per year. On volatility, ATMP has been the lower-risk option at 5.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DJP has performed better with a 7.36% return vs 4.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DJP is cheaper with a 0.70% expense ratio, compared with 0.95% for ATMP.
ATMP and DJP have nearly identical dividend yields, around 0.00%.
ATMP is categorized as MLPs, while DJP is Commodities. ATMP tracks CIBC Atlas Select MLP VWAP, while DJP tracks Bloomberg Commodity Index. Their fees differ too: 0.95% for ATMP and 0.70% for DJP.
DJP currently has the higher Sharpe Ratio (2.36 vs 1.31), 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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