BCD vs. BCI
BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF) and BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF) are both Commodities funds from Aberdeen. Both are actively managed. Over the past 5 years, BCD returned 11.98%/yr vs 11.07%/yr for BCI. Their correlation of 0.87 suggests significant overlap in exposure. BCD charges 0.29%/yr vs 0.25%/yr for BCI.
Performance
BCD vs. BCI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BCD achieves a 20.45% return, which is significantly lower than BCI's 26.68% return.
BCD
- 1D
- -0.16%
- 1M
- -1.43%
- YTD
- 20.45%
- 6M
- 20.51%
- 1Y
- 31.80%
- 3Y*
- 14.44%
- 5Y*
- 11.98%
- 10Y*
- —
BCI
- 1D
- -0.12%
- 1M
- -3.06%
- YTD
- 26.68%
- 6M
- 25.55%
- 1Y
- 38.68%
- 3Y*
- 15.96%
- 5Y*
- 11.07%
- 10Y*
- —
BCD vs. BCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 20.45% | 15.71% | 6.20% | -7.58% | 18.38% | 31.87% | 4.76% | 7.34% | -8.65% | 3.08% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 26.68% | 15.07% | 5.47% | -8.79% | 15.09% | 26.18% | -2.77% | 7.06% | -11.21% | 2.94% |
Correlation
The correlation between BCD and BCI is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2017 | 0.87 |
The correlation between BCD and BCI has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BCD vs. BCI — Risk / Return Rank
BCD
BCI
BCD vs. BCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). 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.
| BCD | BCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.42 | 5.10 | -0.68 |
| Martin ratioReturn relative to average drawdown | 12.57 | 13.14 | -0.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BCD | BCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | 2.30 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.66 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.48 | +0.19 |
Drawdowns
BCD vs. BCI - Drawdown Comparison
The maximum BCD drawdown since its inception was -29.81%, smaller than the maximum BCI drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for BCD and BCI.
Loading charts...
Drawdown Indicators
| BCD | BCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.81% | -32.69% | +2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -7.61% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -10.50% | -11.38% | +0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -26.50% | +3.47% |
Current DrawdownCurrent decline from peak | -3.60% | -4.52% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -9.86% | -12.00% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.95% | -0.41% |
Volatility
BCD vs. BCI - Volatility Comparison
The current volatility for abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) is 4.33%, while abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a volatility of 5.16%. This indicates that BCD experiences smaller price fluctuations and is considered to be less risky than BCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BCD | BCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.16% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 11.74% | 14.80% | -3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.72% | 16.92% | -3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.41% | 16.82% | -1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.90% | 15.65% | -1.75% |
BCD vs. BCI - Expense Ratio Comparison
BCD has a 0.29% expense ratio, which is higher than BCI's 0.25% expense ratio.
Dividends
BCD vs. BCI - Dividend Comparison
BCD's dividend yield for the trailing twelve months is around 14.29%, more than BCI's 13.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 14.29% | 17.21% | 3.60% | 4.51% | 5.21% | 8.30% | 1.29% | 1.55% | 1.59% | 0.07% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 13.01% | 16.49% | 3.29% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% |
Frequently Asked Questions
With a correlation of 0.95, BCD and BCI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BCI has higher volatility (5.16%) compared to BCD (4.33%). In terms of maximum drawdown, BCD dropped -29.81% vs BCI's -32.69%.
On 5-year performance, BCD leads with 11.98% vs 11.07% for BCI. On fees, BCI is cheaper at 0.25% per year. On volatility, BCD has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BCD has performed better with a 11.98% return vs 11.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BCI is cheaper with a 0.25% expense ratio, compared with 0.29% for BCD.
BCD has the higher dividend yield at 14.29%, compared with 13.01% for BCI.
Their fees differ too: 0.29% for BCD and 0.25% for BCI.
BCD currently has the higher Sharpe Ratio (2.33 vs 2.30), 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.
Find the right allocation for BCD and BCI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer