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BCI vs. NUSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCI vs. NUSA - 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 Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA). 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 22.53% return, which is significantly higher than NUSA's 0.48% return.


BCI

1D
-0.21%
1M
7.31%
6M
10.17%
YTD
22.53%
1Y
35.51%
3Y*
11.89%
5Y*
10.01%
10Y*
ALL TIME*
7.06%

NUSA

1D
-0.09%
1M
-0.22%
6M
0.31%
YTD
0.48%
1Y
2.32%
3Y*
4.41%
5Y*
1.48%
10Y*
ALL TIME*
2.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$33.67M$55.32M$39.13M
$94.86K$115.11K$125.22K

BCI vs. NUSA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
22.53%15.07%5.47%-8.79%15.09%26.18%-2.77%7.06%-11.21%2.94%
NUSA
Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF
0.48%5.89%3.52%5.19%-5.91%-1.04%4.85%5.62%1.40%1.24%

Correlation

The correlation between BCI and NUSA is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.26

Correlation (3Y)
Balances recent behavior with more history.

-0.09

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.03

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

-0.02

Over the past year, the inverse relationship between BCI and NUSA has strengthened: their correlation has moved from -0.02 to -0.26, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BCI vs. NUSA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCI
BCI Risk / Return Rank: 7676
Overall Rank
BCI Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 8080
Sortino Ratio Rank
BCI Omega Ratio Rank: 8282
Omega Ratio Rank
BCI Calmar Ratio Rank: 6969
Calmar Ratio Rank
BCI Martin Ratio Rank: 6363
Martin Ratio Rank

NUSA
NUSA Risk / Return Rank: 6969
Overall Rank
NUSA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NUSA Sortino Ratio Rank: 7676
Sortino Ratio Rank
NUSA Omega Ratio Rank: 7474
Omega Ratio Rank
NUSA Calmar Ratio Rank: 6565
Calmar Ratio Rank
NUSA Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BCI vs. NUSA - 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 Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA). 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.


BCINUSADifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.35

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

2.37

2.27

+0.10

Martin ratioReturn relative to average drawdown

7.60

7.31

+0.30

BCI vs. NUSA - Sharpe Ratio Comparison

The current BCI Sharpe Ratio is 2.00, which is comparable to the NUSA Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of BCI and NUSA, 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. NUSA - Drawdown Comparison

The maximum BCI drawdown since its inception was -32.69%, which is greater than NUSA's maximum drawdown of -9.44%. Use the drawdown chart below to compare losses from any high point for BCI and NUSA.


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Drawdown Indicators


BCINUSADifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

-9.44%

-23.25%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-1.28%

-13.54%

Max Drawdown (3Y)

Largest decline over 3 years

-14.82%

-1.62%

-13.20%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

-9.43%

-17.07%

Current Drawdown

Current decline from peak

-7.64%

-0.46%

-7.18%

Average Drawdown

Average peak-to-trough decline

-11.96%

-1.63%

-10.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

0.40%

+4.21%

Volatility

BCI vs. NUSA - Volatility Comparison

abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a higher volatility of 5.02% compared to Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA) at 0.51%. This indicates that BCI's price experiences larger fluctuations and is considered to be riskier than NUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCINUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

0.51%

+4.51%

Volatility (6M)

Calculated over the trailing 6-month period

15.08%

1.48%

+13.60%

Volatility (1Y)

Calculated over the trailing 1-year period

17.55%

1.82%

+15.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

2.81%

+14.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

2.71%

+12.97%

BCI vs. NUSA - Expense Ratio Comparison

BCI has a 0.26% expense ratio, which is higher than NUSA's 0.15% 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. NUSA - Dividend Comparison

BCI's dividend yield for the trailing twelve months is around 13.46%, more than NUSA's 3.90% yield.


PositionTTM202520242023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
13.46%16.49%3.29%3.93%19.98%19.43%0.68%1.47%1.13%5.02%
NUSA
Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF
3.57%3.83%3.93%3.54%2.44%2.16%2.51%2.85%3.22%2.20%

Frequently Asked Questions


BCI and NUSA have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCI has higher volatility (5.02%) compared to NUSA (0.51%). In terms of maximum drawdown, BCI dropped -32.69% vs NUSA's -9.44%.

On 5-year performance, BCI leads with 10.01% vs 1.48% for NUSA. On fees, NUSA is cheaper at 0.15% per year. On volatility, NUSA has been the lower-risk option at 0.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BCI has performed better with a 10.01% return vs 1.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NUSA is cheaper with a 0.15% expense ratio, compared with 0.26% for BCI.

BCI has the higher dividend yield at 13.46%, compared with 3.57% for NUSA.

BCI is categorized as Commodities, while NUSA is Short-Term Bond. BCI tracks Bloomberg Commodity Index Total Return, while NUSA tracks ICE BofA Enhanced Yield US Broad Bond (1-5 Y). They also come from different issuers: Aberdeen and Nuveen. Their fees differ too: 0.26% for BCI and 0.15% for NUSA.

BCI currently has the higher Sharpe Ratio (2.00 vs 1.60), 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

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