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BCI vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCI vs. COMB - 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 GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with BCI having a 15.26% return and COMB slightly lower at 14.97%.


BCI

1D
-1.23%
1M
-9.78%
YTD
15.26%
6M
13.54%
1Y
23.04%
3Y*
11.40%
5Y*
9.52%
10Y*

COMB

1D
-1.41%
1M
-9.91%
YTD
14.97%
6M
13.14%
1Y
22.62%
3Y*
11.57%
5Y*
9.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCI vs. COMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
15.26%15.07%5.47%-8.79%15.09%26.18%-2.77%7.06%-11.21%4.10%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
14.97%15.12%5.24%-7.75%14.56%26.34%-2.95%7.02%-11.41%4.98%

Correlation

The correlation between BCI and COMB is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since May 24, 2017

0.95

The correlation between BCI and COMB has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.

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Return for Risk

BCI vs. COMB — Risk / Return Rank

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

BCI
BCI Risk / Return Rank: 3939
Overall Rank
BCI Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 3737
Sortino Ratio Rank
BCI Omega Ratio Rank: 3939
Omega Ratio Rank
BCI Calmar Ratio Rank: 3636
Calmar Ratio Rank
BCI Martin Ratio Rank: 4444
Martin Ratio Rank

COMB
COMB Risk / Return Rank: 3838
Overall Rank
COMB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 3636
Sortino Ratio Rank
COMB Omega Ratio Rank: 3838
Omega Ratio Rank
COMB Calmar Ratio Rank: 3636
Calmar Ratio Rank
COMB Martin Ratio Rank: 4444
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. COMB - 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 GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BCICOMBDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

1.76

1.71

+0.05

Martin ratioReturn relative to average drawdown

6.95

6.79

+0.16

BCI vs. COMB - Sharpe Ratio Comparison

The current BCI Sharpe Ratio is 1.36, which is comparable to the COMB Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of BCI and COMB, 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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Drawdowns

BCI vs. COMB - Drawdown Comparison

The maximum BCI drawdown since its inception was -32.69%, roughly equal to the maximum COMB drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for BCI and COMB.


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Drawdown Indicators


BCICOMBDifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

-33.50%

+0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-13.28%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-13.12%

-13.28%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

-26.63%

+0.13%

Current Drawdown

Current decline from peak

-13.12%

-13.28%

+0.16%

Average Drawdown

Average peak-to-trough decline

-11.99%

-12.04%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.36%

-0.02%

Volatility

BCI vs. COMB - Volatility Comparison

abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) have volatilities of 3.55% and 3.69%, 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


BCICOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

3.69%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.98%

15.24%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.20%

17.34%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

16.69%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

15.14%

+0.51%

BCI vs. COMB - Expense Ratio Comparison

BCI has a 0.26% expense ratio, which is higher than COMB's 0.25% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BCI vs. COMB - Dividend Comparison

BCI's dividend yield for the trailing twelve months is around 14.30%, more than COMB's 7.87% yield.


PositionTTM202520242023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
14.30%16.49%3.29%3.93%19.98%19.43%0.68%1.47%1.13%5.02%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.87%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%

Frequently Asked Questions


With a correlation of 0.99, BCI and COMB 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.

COMB has higher volatility (3.69%) compared to BCI (3.55%). In terms of maximum drawdown, BCI dropped -32.69% vs COMB's -33.50%.

On 5-year performance, COMB leads with 9.61% vs 9.52% for BCI. On fees, COMB is cheaper at 0.25% per year. On volatility, BCI has been the lower-risk option at 3.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COMB has performed better with a 9.61% return vs 9.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMB is cheaper with a 0.25% expense ratio, compared with 0.26% for BCI.

BCI has the higher dividend yield at 14.30%, compared with 7.87% for COMB.

They also come from different issuers: Aberdeen and GraniteShares. Their fees differ too: 0.26% for BCI and 0.25% for COMB.

BCI currently has the higher Sharpe Ratio (1.36 vs 1.32), 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

Find the right allocation for BCI and COMB

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