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BCD vs. COMT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCD and COMT is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BCD vs. COMT - 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 iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BCD:

0.29

COMT:

-0.11

Sortino Ratio

BCD:

0.26

COMT:

-0.19

Omega Ratio

BCD:

1.03

COMT:

0.98

Calmar Ratio

BCD:

0.08

COMT:

-0.14

Martin Ratio

BCD:

0.41

COMT:

-0.63

Ulcer Index

BCD:

3.92%

COMT:

5.72%

Daily Std Dev

BCD:

12.79%

COMT:

16.55%

Max Drawdown

BCD:

-29.79%

COMT:

-51.89%

Current Drawdown

BCD:

-10.82%

COMT:

-20.80%

Returns By Period

In the year-to-date period, BCD achieves a 5.49% return, which is significantly higher than COMT's -0.00% return.


BCD

YTD

5.49%

1M

1.41%

6M

7.40%

1Y

3.72%

3Y*

-3.08%

5Y*

15.17%

10Y*

N/A

COMT

YTD

-0.00%

1M

3.69%

6M

2.74%

1Y

-1.76%

3Y*

-6.87%

5Y*

13.02%

10Y*

2.91%

*Annualized

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BCD vs. COMT - Expense Ratio Comparison

BCD has a 0.29% expense ratio, which is lower than COMT's 0.48% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BCD vs. COMT — Risk-Adjusted Performance Rank

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

BCD
The Risk-Adjusted Performance Rank of BCD is 2121
Overall Rank
The Sharpe Ratio Rank of BCD is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of BCD is 1818
Sortino Ratio Rank
The Omega Ratio Rank of BCD is 1818
Omega Ratio Rank
The Calmar Ratio Rank of BCD is 1919
Calmar Ratio Rank
The Martin Ratio Rank of BCD is 2121
Martin Ratio Rank

COMT
The Risk-Adjusted Performance Rank of COMT is 99
Overall Rank
The Sharpe Ratio Rank of COMT is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of COMT is 88
Sortino Ratio Rank
The Omega Ratio Rank of COMT is 88
Omega Ratio Rank
The Calmar Ratio Rank of COMT is 99
Calmar Ratio Rank
The Martin Ratio Rank of COMT is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BCD vs. COMT - Risk-Adjusted Performance 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 iShares Commodities Select Strategy ETF (COMT). 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.


The current BCD Sharpe Ratio is 0.29, which is higher than the COMT Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of BCD and COMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BCD vs. COMT - Dividend Comparison

BCD's dividend yield for the trailing twelve months is around 3.41%, less than COMT's 4.90% yield.


TTM20242023202220212020201920182017201620152014
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
3.41%3.60%4.51%5.21%8.30%1.29%1.56%1.59%0.07%0.00%0.00%0.00%
COMT
iShares Commodities Select Strategy ETF
4.90%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%0.56%

Drawdowns

BCD vs. COMT - Drawdown Comparison

The maximum BCD drawdown since its inception was -29.79%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for BCD and COMT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BCD vs. COMT - Volatility Comparison

The current volatility for abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) is 3.73%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 4.21%. This indicates that BCD experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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