BCD vs. COM
BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF) and COM (Direxion Auspice Broad Commodity Strategy ETF) are both Commodities funds. BCD is actively managed, while COM is passively managed. Over the past 5 years, BCD returned 11.03%/yr vs 8.18%/yr for COM. A 0.65 correlation means they provide meaningful diversification when combined. BCD charges 0.29%/yr vs 0.70%/yr for COM.
Performance
BCD vs. COM - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BCD having a 12.69% return and COM slightly lower at 12.48%.
BCD
- 1D
- -0.37%
- 1M
- -6.61%
- YTD
- 12.69%
- 6M
- 12.67%
- 1Y
- 18.46%
- 3Y*
- 11.12%
- 5Y*
- 11.03%
- 10Y*
- —
COM
- 1D
- -0.24%
- 1M
- -3.92%
- YTD
- 12.48%
- 6M
- 12.53%
- 1Y
- 18.69%
- 3Y*
- 6.70%
- 5Y*
- 8.18%
- 10Y*
- —
BCD vs. COM - 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 | 12.69% | 15.71% | 6.20% | -7.58% | 18.38% | 31.87% | 4.76% | 7.34% | -8.65% | 3.83% |
COM Direxion Auspice Broad Commodity Strategy ETF | 12.48% | 7.72% | 5.81% | -2.09% | 9.17% | 28.00% | 6.63% | -0.18% | -0.03% | -2.05% |
Correlation
The correlation between BCD and COM is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2017 | 0.65 |
The correlation between BCD and COM shifts across timeframes, from 0.65 (all time) to 0.84 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BCD vs. COM — Risk / Return Rank
BCD
COM
BCD vs. COM - 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 Direxion Auspice Broad Commodity Strategy ETF (COM). 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.
| BCD | COM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.33 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.76 | -0.87 |
| Martin ratioReturn relative to average drawdown | 6.83 | 9.09 | -2.26 |
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Drawdowns
BCD vs. COM - Drawdown Comparison
The maximum BCD drawdown since its inception was -29.81%, which is greater than COM's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for BCD and COM.
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Drawdown Indicators
| BCD | COM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.81% | -15.95% | -13.86% |
Max Drawdown (1Y)Largest decline over 1 year | -9.80% | -6.81% | -2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -10.50% | -8.50% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -14.02% | -9.01% |
Current DrawdownCurrent decline from peak | -9.80% | -6.61% | -3.19% |
Average DrawdownAverage peak-to-trough decline | -9.84% | -6.28% | -3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.10% | +0.90% |
Volatility
BCD vs. COM - Volatility Comparison
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a higher volatility of 3.18% compared to Direxion Auspice Broad Commodity Strategy ETF (COM) at 2.13%. This indicates that BCD's price experiences larger fluctuations and is considered to be riskier than COM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCD | COM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 2.13% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 8.54% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.95% | 10.54% | +3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 9.53% | +5.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.90% | 9.76% | +4.14% |
BCD vs. COM - Expense Ratio Comparison
BCD has a 0.29% expense ratio, which is lower than COM's 0.70% expense ratio.
Dividends
BCD vs. COM - Dividend Comparison
BCD's dividend yield for the trailing twelve months is around 15.27%, more than COM's 2.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 15.27% | 17.21% | 3.60% | 4.51% | 5.21% | 8.30% | 1.29% | 1.55% | 1.59% | 0.07% |
COM Direxion Auspice Broad Commodity Strategy ETF | 2.51% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
Frequently Asked Questions
BCD and COM have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCD has higher volatility (3.18%) compared to COM (2.13%). In terms of maximum drawdown, BCD dropped -29.81% vs COM's -15.95%.
On 5-year performance, BCD leads with 11.03% vs 8.18% for COM. On fees, BCD is cheaper at 0.29% per year. On volatility, COM has been the lower-risk option at 2.13%. 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 11.03% return vs 8.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BCD is cheaper with a 0.29% expense ratio, compared with 0.70% for COM.
BCD has the higher dividend yield at 15.27%, compared with 2.51% for COM.
They also come from different issuers: Aberdeen and Direxion. Their fees differ too: 0.29% for BCD and 0.70% for COM.
COM currently has the higher Sharpe Ratio (1.79 vs 1.33), 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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