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BCD vs. KCE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCD vs. KCE - 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 SPDR S&P Capital Markets ETF (KCE). 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 20.45% return, which is significantly higher than KCE's -1.07% return.


BCD

1D
-0.16%
1M
-1.43%
YTD
20.45%
6M
20.51%
1Y
31.80%
3Y*
14.44%
5Y*
11.98%
10Y*

KCE

1D
-1.85%
1M
-2.01%
YTD
-1.07%
6M
1.30%
1Y
10.93%
3Y*
23.82%
5Y*
11.80%
10Y*
16.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCD vs. KCE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
KCE
SPDR S&P Capital Markets ETF
-1.07%10.76%37.51%32.04%-22.14%40.05%30.82%27.13%-15.63%25.90%

Correlation

The correlation between BCD and KCE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2017

0.20

The correlation between BCD and KCE shifts across timeframes, from -0.02 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BCD vs. KCE — Risk / Return Rank

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

BCD
BCD Risk / Return Rank: 7171
Overall Rank
BCD Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 6464
Sortino Ratio Rank
BCD Omega Ratio Rank: 7070
Omega Ratio Rank
BCD Calmar Ratio Rank: 8282
Calmar Ratio Rank
BCD Martin Ratio Rank: 6868
Martin Ratio Rank

KCE
KCE Risk / Return Rank: 1717
Overall Rank
KCE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
KCE Sortino Ratio Rank: 1717
Sortino Ratio Rank
KCE Omega Ratio Rank: 1717
Omega Ratio Rank
KCE Calmar Ratio Rank: 1616
Calmar Ratio Rank
KCE Martin Ratio Rank: 1717
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. KCE - 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 SPDR S&P Capital Markets ETF (KCE). 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.


BCDKCEDifference

Sharpe ratio

Return per unit of total volatility

2.33

0.56

+1.77

Sortino ratio

Return per unit of downside risk

3.02

0.87

+2.15

Omega ratio

Gain probability vs. loss probability

1.43

1.11

+0.32

Calmar ratio

Return relative to maximum drawdown

4.42

0.63

+3.79

Martin ratio

Return relative to average drawdown

12.57

1.65

+10.91

BCD vs. KCE - Sharpe Ratio Comparison

The current BCD Sharpe Ratio is 2.33, which is higher than the KCE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of BCD and KCE, 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


BCDKCEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

0.56

+1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.52

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.25

+0.42

Drawdowns

BCD vs. KCE - Drawdown Comparison

The maximum BCD drawdown since its inception was -29.81%, smaller than the maximum KCE drawdown of -74.00%. Use the drawdown chart below to compare losses from any high point for BCD and KCE.


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Drawdown Indicators


BCDKCEDifference

Max Drawdown

Largest peak-to-trough decline

-29.81%

-74.00%

+44.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-17.44%

+10.22%

Max Drawdown (3Y)

Largest decline over 3 years

-10.50%

-26.31%

+15.81%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

-34.45%

+11.42%

Max Drawdown (10Y)

Largest decline over 10 years

-40.78%

Current Drawdown

Current decline from peak

-3.60%

-8.15%

+4.55%

Average Drawdown

Average peak-to-trough decline

-9.86%

-22.81%

+12.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

6.63%

-4.09%

Volatility

BCD vs. KCE - Volatility Comparison

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and SPDR S&P Capital Markets ETF (KCE) have volatilities of 4.33% and 4.24%, 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


BCDKCEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

4.24%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

14.98%

-3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.72%

19.69%

-5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.41%

23.01%

-7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.90%

23.10%

-9.20%

BCD vs. KCE - Expense Ratio Comparison

BCD has a 0.29% expense ratio, which is lower than KCE's 0.35% expense ratio.


Dividends

BCD vs. KCE - Dividend Comparison

BCD's dividend yield for the trailing twelve months is around 14.29%, more than KCE's 1.75% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
KCE
SPDR S&P Capital Markets ETF
1.75%1.63%1.56%1.82%2.42%1.53%2.20%2.32%2.67%1.95%2.30%2.43%

Frequently Asked Questions


BCD and KCE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCD has higher volatility (4.33%) compared to KCE (4.24%). In terms of maximum drawdown, BCD dropped -29.81% vs KCE's -74.00%.

On 5-year performance, BCD leads with 11.98% vs 11.80% for KCE. On fees, BCD is cheaper at 0.29% per year. Their volatility is very similar. 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 11.80%. 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 0.35% for KCE.

BCD has the higher dividend yield at 14.29%, compared with 1.75% for KCE.

BCD is categorized as Commodities, while KCE is Financials Equities. They also come from different issuers: Aberdeen and State Street. Their fees differ too: 0.29% for BCD and 0.35% for KCE.

BCD currently has the higher Sharpe Ratio (2.33 vs 0.56), 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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