BCI vs. BCD
BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF) and BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF) are both Commodities funds from Aberdeen. Both are actively managed. Over the past 5 years, BCI returned 11.07%/yr vs 11.98%/yr for BCD. Their correlation of 0.87 suggests significant overlap in exposure. BCI charges 0.25%/yr vs 0.29%/yr for BCD.
Performance
BCI vs. BCD - Performance Comparison
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Returns By Period
In the year-to-date period, BCI achieves a 26.68% return, which is significantly higher than BCD's 20.45% return.
BCI
- 1D
- -0.12%
- 1M
- -3.06%
- YTD
- 26.68%
- 6M
- 25.55%
- 1Y
- 38.68%
- 3Y*
- 15.96%
- 5Y*
- 11.07%
- 10Y*
- —
BCD
- 1D
- -0.16%
- 1M
- -1.43%
- YTD
- 20.45%
- 6M
- 20.51%
- 1Y
- 31.80%
- 3Y*
- 14.44%
- 5Y*
- 11.98%
- 10Y*
- —
BCI vs. BCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between BCI and BCD 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 BCI and BCD has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.
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Return for Risk
BCI vs. BCD — Risk / Return Rank
BCI
BCD
BCI vs. BCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.
| BCI | BCD | 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 | 1.41 | 1.43 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.10 | 4.42 | +0.68 |
| Martin ratioReturn relative to average drawdown | 13.14 | 12.57 | +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. | |||
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Sharpe Ratios by Period
| BCI | BCD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 2.33 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.78 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.67 | -0.19 |
Drawdowns
BCI vs. BCD - Drawdown Comparison
The maximum BCI drawdown since its inception was -32.69%, which is greater than BCD's maximum drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for BCI and BCD.
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Drawdown Indicators
| BCI | BCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -29.81% | -2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.61% | -7.22% | -0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -11.38% | -10.50% | -0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -26.50% | -23.03% | -3.47% |
Current DrawdownCurrent decline from peak | -4.52% | -3.60% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -9.86% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.54% | +0.41% |
Volatility
BCI vs. BCD - Volatility Comparison
abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a higher volatility of 5.16% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 4.33%. This indicates that BCI's price experiences larger fluctuations and is considered to be riskier than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCI | BCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 4.33% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 11.74% | +3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.92% | 13.72% | +3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 15.41% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 13.90% | +1.75% |
BCI vs. BCD - Expense Ratio Comparison
BCI has a 0.25% expense ratio, which is lower than BCD's 0.29% expense ratio.
Dividends
BCI vs. BCD - Dividend Comparison
BCI's dividend yield for the trailing twelve months is around 13.01%, less than BCD's 14.29% 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, BCI and BCD 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, BCI dropped -32.69% vs BCD's -29.81%.
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: 0.25% for BCI and 0.29% for BCD.
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.
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