BCI vs. COM
Compare and contrast key facts about abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and Direxion Auspice Broad Commodity Strategy ETF (COM).
BCI and COM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BCI is an actively managed fund by Abrdn Plc. It was launched on Mar 30, 2017. COM is a passively managed fund by Direxion that tracks the performance of the Auspice Broad Commodity ER Index. It was launched on Mar 30, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCI or COM.
Performance
BCI vs. COM - Performance Comparison
Returns By Period
In the year-to-date period, BCI achieves a 4.49% return, which is significantly lower than COM's 6.85% return.
BCI
4.49%
0.25%
-4.76%
0.65%
6.78%
N/A
COM
6.85%
-0.86%
-1.58%
3.06%
9.75%
N/A
Key characteristics
| BCI | COM | |
|---|---|---|
| Sharpe Ratio | 0.08 | 0.49 |
| Sortino Ratio | 0.20 | 0.75 |
| Omega Ratio | 1.02 | 1.09 |
| Calmar Ratio | 0.04 | 0.25 |
| Martin Ratio | 0.19 | 1.13 |
| Ulcer Index | 5.39% | 3.15% |
| Daily Std Dev | 12.64% | 7.26% |
| Max Drawdown | -32.69% | -15.95% |
| Current Drawdown | -20.35% | -6.93% |
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BCI vs. COM - Expense Ratio Comparison
BCI has a 0.25% expense ratio, which is lower than COM's 0.70% expense ratio.
Correlation
The correlation between BCI and COM is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
BCI vs. COM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) 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.
Dividends
BCI vs. COM - Dividend Comparison
BCI's dividend yield for the trailing twelve months is around 3.76%, less than COM's 3.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 3.76% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% |
COM Direxion Auspice Broad Commodity Strategy ETF | 3.94% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
Drawdowns
BCI vs. COM - Drawdown Comparison
The maximum BCI drawdown since its inception was -32.69%, which is greater than COM's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for BCI and COM. For additional features, visit the drawdowns tool.
Volatility
BCI vs. COM - Volatility Comparison
abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a higher volatility of 3.79% compared to Direxion Auspice Broad Commodity Strategy ETF (COM) at 1.66%. This indicates that BCI'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.