PortfoliosLab logoPortfoliosLab logo
BCI vs. GNR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCI vs. GNR - 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 SPDR S&P Global Natural Resources ETF (GNR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BCI vs. GNR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
24.37%15.07%5.47%-8.79%15.09%26.18%-2.77%7.06%-11.21%2.94%
GNR
SPDR S&P Global Natural Resources ETF
20.16%28.68%-8.27%2.95%10.20%24.73%-0.03%16.49%-13.19%18.52%

Returns By Period

In the year-to-date period, BCI achieves a 24.37% return, which is significantly higher than GNR's 20.16% return.


BCI

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

GNR

1D
2.19%
1M
-1.16%
YTD
20.16%
6M
28.10%
1Y
44.49%
3Y*
13.40%
5Y*
12.05%
10Y*
11.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BCI vs. GNR - Expense Ratio Comparison

BCI has a 0.25% expense ratio, which is lower than GNR's 0.40% expense ratio.


Return for Risk

BCI vs. GNR — 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

GNR
GNR Risk / Return Rank: 9393
Overall Rank
GNR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GNR Sortino Ratio Rank: 9393
Sortino Ratio Rank
GNR Omega Ratio Rank: 9393
Omega Ratio Rank
GNR Calmar Ratio Rank: 9090
Calmar Ratio Rank
GNR Martin Ratio Rank: 9595
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. GNR - 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 SPDR S&P Global Natural Resources ETF (GNR). 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.


BCIGNRDifference

Sharpe ratio

Return per unit of total volatility

1.87

2.16

-0.29

Sortino ratio

Return per unit of downside risk

2.46

2.75

-0.29

Omega ratio

Gain probability vs. loss probability

1.35

1.42

-0.08

Calmar ratio

Return relative to maximum drawdown

3.52

2.98

+0.54

Martin ratio

Return relative to average drawdown

9.71

15.63

-5.92

BCI vs. GNR - Sharpe Ratio Comparison

The current BCI Sharpe Ratio is 1.87, which is comparable to the GNR Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of BCI and GNR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BCIGNRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.16

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.60

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.26

+0.21

Correlation

The correlation between BCI and GNR is 0.57, 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.


Dividends

BCI vs. GNR - Dividend Comparison

BCI's dividend yield for the trailing twelve months is around 13.26%, more than GNR's 2.30% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
GNR
SPDR S&P Global Natural Resources ETF
2.30%2.76%4.73%3.37%4.37%3.44%2.78%3.84%3.51%2.40%2.06%4.59%

Drawdowns

BCI vs. GNR - Drawdown Comparison

The maximum BCI drawdown since its inception was -32.69%, smaller than the maximum GNR drawdown of -51.37%. Use the drawdown chart below to compare losses from any high point for BCI and GNR.


Loading graphics...

Drawdown Indicators


BCIGNRDifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

-51.37%

+18.68%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-14.80%

+5.52%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

-25.66%

-0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-48.59%

Current Drawdown

Current decline from peak

0.00%

-1.59%

+1.59%

Average Drawdown

Average peak-to-trough decline

-12.19%

-15.10%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.83%

+0.54%

Volatility

BCI vs. GNR - Volatility Comparison

abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a higher volatility of 7.07% compared to SPDR S&P Global Natural Resources ETF (GNR) at 6.47%. This indicates that BCI's price experiences larger fluctuations and is considered to be riskier than GNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BCIGNRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

6.47%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

13.57%

13.76%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

20.70%

-3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

20.36%

-3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%

22.01%

-6.44%