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BCI vs. CMDT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCI vs. CMDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

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BCI vs. CMDT - Yearly Performance Comparison


2026 (YTD)202520242023
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
24.37%15.07%5.47%-0.88%
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
16.96%12.78%6.93%5.50%

Returns By Period

In the year-to-date period, BCI achieves a 24.37% return, which is significantly higher than CMDT's 16.96% return.


BCI

1D
0.04%
1M
11.37%
YTD
24.37%
6M
31.23%
1Y
31.71%
3Y*
13.50%
5Y*
13.31%
10Y*

CMDT

1D
-0.74%
1M
8.58%
YTD
16.96%
6M
19.62%
1Y
24.37%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCI vs. CMDT - Expense Ratio Comparison

BCI has a 0.25% expense ratio, which is lower than CMDT's 0.65% expense ratio.


Return for Risk

BCI vs. CMDT — Risk / Return Rank

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

BCI
BCI Risk / Return Rank: 8989
Overall Rank
BCI Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 8989
Sortino Ratio Rank
BCI Omega Ratio Rank: 8787
Omega Ratio Rank
BCI Calmar Ratio Rank: 9494
Calmar Ratio Rank
BCI Martin Ratio Rank: 8686
Martin Ratio Rank

CMDT
CMDT Risk / Return Rank: 8787
Overall Rank
CMDT Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 8989
Sortino Ratio Rank
CMDT Omega Ratio Rank: 8585
Omega Ratio Rank
CMDT Calmar Ratio Rank: 8787
Calmar Ratio Rank
CMDT Martin Ratio Rank: 8686
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.

BCI vs. CMDT - 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 PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.


BCICMDTDifference

Sharpe ratio

Return per unit of total volatility

1.87

1.85

+0.01

Sortino ratio

Return per unit of downside risk

2.46

2.50

-0.04

Omega ratio

Gain probability vs. loss probability

1.35

1.34

+0.01

Calmar ratio

Return relative to maximum drawdown

3.52

2.72

+0.80

Martin ratio

Return relative to average drawdown

9.71

10.00

-0.29

BCI vs. CMDT - Sharpe Ratio Comparison

The current BCI Sharpe Ratio is 1.87, which is comparable to the CMDT Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of BCI and CMDT, 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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Sharpe Ratios by Period


BCICMDTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.85

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

1.22

-0.75

Correlation

The correlation between BCI and CMDT is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BCI vs. CMDT - Dividend Comparison

BCI's dividend yield for the trailing twelve months is around 13.26%, more than CMDT's 2.60% yield.


TTM202520242023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
13.26%16.49%3.29%3.93%19.98%19.43%0.68%1.47%1.13%5.02%
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
2.60%3.04%8.80%2.71%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BCI vs. CMDT - Drawdown Comparison

The maximum BCI drawdown since its inception was -32.69%, which is greater than CMDT's maximum drawdown of -9.69%. Use the drawdown chart below to compare losses from any high point for BCI and CMDT.


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Drawdown Indicators


BCICMDTDifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

-9.69%

-23.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-9.21%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-12.19%

-2.79%

-9.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.51%

+0.86%

Volatility

BCI vs. CMDT - Volatility Comparison

abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a higher volatility of 7.07% compared to PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) at 5.26%. This indicates that BCI's price experiences larger fluctuations and is considered to be riskier than CMDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCICMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

5.26%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.57%

9.59%

+3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

13.23%

+3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

12.13%

+4.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

12.13%

+3.44%