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BCI vs. GLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCI vs. GLTR - 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 Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCI achieves a 26.68% return, which is significantly higher than GLTR's 1.47% return.


BCI

1D
-0.12%
1M
-3.06%
YTD
26.68%
6M
25.55%
1Y
38.68%
3Y*
15.96%
5Y*
11.07%
10Y*

GLTR

1D
-1.81%
1M
-1.45%
YTD
1.47%
6M
10.73%
1Y
53.06%
3Y*
32.36%
5Y*
15.32%
10Y*
13.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCI vs. GLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
1.47%87.25%20.63%2.01%-0.25%-9.60%29.52%20.96%-2.85%2.22%

Correlation

The correlation between BCI and GLTR is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.50

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

0.48

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

0.44

The correlation between BCI and GLTR shifts across timeframes, from 0.38 (1 year) to 0.50 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BCI vs. GLTR — Risk / Return Rank

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

BCI
BCI Risk / Return Rank: 7171
Overall Rank
BCI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 6161
Sortino Ratio Rank
BCI Omega Ratio Rank: 6767
Omega Ratio Rank
BCI Calmar Ratio Rank: 8787
Calmar Ratio Rank
BCI Martin Ratio Rank: 7070
Martin Ratio Rank

GLTR
GLTR Risk / Return Rank: 3636
Overall Rank
GLTR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GLTR Sortino Ratio Rank: 3131
Sortino Ratio Rank
GLTR Omega Ratio Rank: 4444
Omega Ratio Rank
GLTR Calmar Ratio Rank: 3636
Calmar Ratio Rank
GLTR Martin Ratio Rank: 2828
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. GLTR - 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 Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR). 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.


BCIGLTRDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.41

1.29

+0.13

Calmar ratioReturn relative to maximum drawdown

5.10

1.80

+3.31

Martin ratioReturn relative to average drawdown

13.14

4.13

+9.00

BCI vs. GLTR - Sharpe Ratio Comparison

The current BCI Sharpe Ratio is 2.30, which is higher than the GLTR Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of BCI and GLTR, 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


BCIGLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

1.42

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.65

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.32

+0.16

Drawdowns

BCI vs. GLTR - Drawdown Comparison

The maximum BCI drawdown since its inception was -32.69%, smaller than the maximum GLTR drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for BCI and GLTR.


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Drawdown Indicators


BCIGLTRDifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

-55.70%

+23.01%

Max Drawdown (1Y)

Largest decline over 1 year

-7.61%

-29.70%

+22.09%

Max Drawdown (3Y)

Largest decline over 3 years

-11.38%

-29.70%

+18.32%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

-29.70%

+3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-29.70%

Current Drawdown

Current decline from peak

-4.52%

-26.86%

+22.34%

Average Drawdown

Average peak-to-trough decline

-12.00%

-28.83%

+16.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

12.88%

-9.93%

Volatility

BCI vs. GLTR - Volatility Comparison

The current volatility for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) is 5.16%, while Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a volatility of 9.13%. This indicates that BCI experiences smaller price fluctuations and is considered to be less risky than GLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCIGLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

9.13%

-3.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.80%

35.41%

-20.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

37.58%

-20.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

23.63%

-6.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

20.50%

-4.85%

BCI vs. GLTR - Expense Ratio Comparison

BCI has a 0.25% expense ratio, which is lower than GLTR's 0.60% expense ratio.


Dividends

BCI vs. GLTR - Dividend Comparison

BCI's dividend yield for the trailing twelve months is around 13.01%, while GLTR has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BCI and GLTR have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLTR has higher volatility (9.13%) compared to BCI (5.16%). In terms of maximum drawdown, BCI dropped -32.69% vs GLTR's -55.70%.

On 5-year performance, GLTR leads with 15.32% vs 11.07% for BCI. On fees, BCI is cheaper at 0.25% per year. On volatility, BCI has been the lower-risk option at 5.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GLTR has performed better with a 15.32% 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 0.60% for GLTR.

BCI has the higher dividend yield at 13.01%, compared with 0.00% for GLTR.

BCI is categorized as Commodities, while GLTR is Precious Metals. Their fees differ too: 0.25% for BCI and 0.60% for GLTR.

BCI currently has the higher Sharpe Ratio (2.30 vs 1.42), 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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