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BCD vs. BSMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCD vs. BSMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and Invesco BulletShares 2031 Municipal Bond ETF (BSMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCD achieves a 19.57% return, which is significantly higher than BSMV's 0.68% return.


BCD

1D
-0.72%
1M
-2.04%
YTD
19.57%
6M
19.32%
1Y
30.65%
3Y*
14.01%
5Y*
11.82%
10Y*

BSMV

1D
0.04%
1M
0.40%
YTD
0.68%
6M
0.96%
1Y
5.82%
3Y*
3.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCD vs. BSMV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
19.57%15.71%6.20%-7.58%18.38%6.29%
BSMV
Invesco BulletShares 2031 Municipal Bond ETF
0.68%4.03%-0.28%6.99%-15.32%0.66%

Correlation

The correlation between BCD and BSMV is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.23

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2021

-0.01

Over the past year, the inverse relationship between BCD and BSMV has strengthened: their correlation has moved from -0.01 to -0.23, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BCD vs. BSMV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCD
BCD Risk / Return Rank: 7070
Overall Rank
BCD Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 6464
Sortino Ratio Rank
BCD Omega Ratio Rank: 6969
Omega Ratio Rank
BCD Calmar Ratio Rank: 8282
Calmar Ratio Rank
BCD Martin Ratio Rank: 6666
Martin Ratio Rank

BSMV
BSMV Risk / Return Rank: 6464
Overall Rank
BSMV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BSMV Sortino Ratio Rank: 7979
Sortino Ratio Rank
BSMV Omega Ratio Rank: 8282
Omega Ratio Rank
BSMV Calmar Ratio Rank: 4343
Calmar Ratio Rank
BSMV Martin Ratio Rank: 4141
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.

BCD vs. BSMV - 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 Invesco BulletShares 2031 Municipal Bond ETF (BSMV). 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.


BCDBSMVDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.41

1.48

-0.07

Calmar ratioReturn relative to maximum drawdown

4.26

2.09

+2.17

Martin ratioReturn relative to average drawdown

12.04

6.48

+5.56

BCD vs. BSMV - Sharpe Ratio Comparison

The current BCD Sharpe Ratio is 2.24, which is comparable to the BSMV Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of BCD and BSMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BCDBSMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

2.32

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

-0.19

+0.85

Drawdowns

BCD vs. BSMV - Drawdown Comparison

The maximum BCD drawdown since its inception was -29.81%, which is greater than BSMV's maximum drawdown of -20.68%. Use the drawdown chart below to compare losses from any high point for BCD and BSMV.


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Drawdown Indicators


BCDBSMVDifference

Max Drawdown

Largest peak-to-trough decline

-29.81%

-20.68%

-9.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-2.79%

-4.43%

Max Drawdown (3Y)

Largest decline over 3 years

-10.50%

-6.63%

-3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

Current Drawdown

Current decline from peak

-4.30%

-5.43%

+1.13%

Average Drawdown

Average peak-to-trough decline

-9.85%

-10.44%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

0.90%

+1.65%

Volatility

BCD vs. BSMV - Volatility Comparison

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a higher volatility of 4.38% compared to Invesco BulletShares 2031 Municipal Bond ETF (BSMV) at 0.82%. This indicates that BCD's price experiences larger fluctuations and is considered to be riskier than BSMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCDBSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

0.82%

+3.56%

Volatility (6M)

Calculated over the trailing 6-month period

11.77%

1.79%

+9.98%

Volatility (1Y)

Calculated over the trailing 1-year period

13.74%

2.51%

+11.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.40%

5.69%

+9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.90%

5.69%

+8.21%

BCD vs. BSMV - Expense Ratio Comparison

BCD has a 0.29% expense ratio, which is higher than BSMV's 0.18% expense ratio.


Dividends

BCD vs. BSMV - Dividend Comparison

BCD's dividend yield for the trailing twelve months is around 14.40%, more than BSMV's 2.90% yield.


PositionTTM202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
14.40%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%
BSMV
Invesco BulletShares 2031 Municipal Bond ETF
2.90%2.93%3.10%2.59%2.21%0.24%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BCD and BSMV 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.

BCD has higher volatility (4.38%) compared to BSMV (0.82%). In terms of maximum drawdown, BCD dropped -29.81% vs BSMV's -20.68%.

On 3-year performance, BCD leads with 14.01% vs 3.08% for BSMV. On fees, BSMV is cheaper at 0.18% per year. On volatility, BSMV has been the lower-risk option at 0.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BCD has performed better with a 14.01% return vs 3.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSMV is cheaper with a 0.18% expense ratio, compared with 0.29% for BCD.

BCD has the higher dividend yield at 14.40%, compared with 2.90% for BSMV.

BCD is categorized as Commodities, while BSMV is Municipal Bonds. They also come from different issuers: Aberdeen and Invesco. Their fees differ too: 0.29% for BCD and 0.18% for BSMV.

BSMV currently has the higher Sharpe Ratio (2.32 vs 2.24), 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.

Portfolio Optimizer

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