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BCI vs. SOXQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCI vs. SOXQ - 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 Invesco PHLX Semiconductor ETF (SOXQ). 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 16.69% return, which is significantly lower than SOXQ's 106.78% return.


BCI

1D
-0.65%
1M
-8.66%
YTD
16.69%
6M
16.52%
1Y
22.05%
3Y*
11.86%
5Y*
9.82%
10Y*

SOXQ

1D
2.14%
1M
19.93%
YTD
106.78%
6M
105.09%
1Y
181.98%
3Y*
61.94%
5Y*
36.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCI vs. SOXQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
16.69%15.07%5.47%-8.79%15.09%4.51%
SOXQ
Invesco PHLX Semiconductor ETF
106.78%43.11%20.16%66.74%-35.59%25.19%

Correlation

The correlation between BCI and SOXQ is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.12

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

0.16

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2021

0.16

The correlation between BCI and SOXQ shifts across timeframes, from 0.01 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BCI vs. SOXQ — Risk / Return Rank

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

BCI
BCI Risk / Return Rank: 3838
Overall Rank
BCI Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 3434
Sortino Ratio Rank
BCI Omega Ratio Rank: 3737
Omega Ratio Rank
BCI Calmar Ratio Rank: 3838
Calmar Ratio Rank
BCI Martin Ratio Rank: 4343
Martin Ratio Rank

SOXQ
SOXQ Risk / Return Rank: 9696
Overall Rank
SOXQ Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SOXQ Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXQ Omega Ratio Rank: 9494
Omega Ratio Rank
SOXQ Calmar Ratio Rank: 9898
Calmar Ratio Rank
SOXQ Martin Ratio Rank: 9797
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. SOXQ - 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 Invesco PHLX Semiconductor ETF (SOXQ). 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.


BCISOXQDifference
Sharpe ratioReturn per unit of total volatility

-3.54

Sortino ratioReturn per unit of downside risk

-2.81

Omega ratioGain probability vs. loss probability

1.24

1.65

-0.42

Calmar ratioReturn relative to maximum drawdown

1.84

11.75

-9.91

Martin ratioReturn relative to average drawdown

6.82

42.46

-35.64

BCI vs. SOXQ - Sharpe Ratio Comparison

The current BCI Sharpe Ratio is 1.29, which is lower than the SOXQ Sharpe Ratio of 4.83. The chart below compares the historical Sharpe Ratios of BCI and SOXQ, 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. SOXQ - Drawdown Comparison

The maximum BCI drawdown since its inception was -32.69%, smaller than the maximum SOXQ drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for BCI and SOXQ.


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Drawdown Indicators


BCISOXQDifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

-46.01%

+13.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

-15.59%

+3.55%

Max Drawdown (3Y)

Largest decline over 3 years

-12.04%

-39.36%

+27.32%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

-46.01%

+19.51%

Current Drawdown

Current decline from peak

-12.04%

0.00%

-12.04%

Average Drawdown

Average peak-to-trough decline

-11.98%

-12.87%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

4.31%

-0.75%

Volatility

BCI vs. SOXQ - Volatility Comparison

The current volatility for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) is 3.49%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 20.05%. This indicates that BCI experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCISOXQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

20.05%

-16.56%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

31.34%

-16.40%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

37.96%

-20.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

37.17%

-20.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

37.08%

-21.43%

BCI vs. SOXQ - Expense Ratio Comparison

BCI has a 0.26% expense ratio, which is higher than SOXQ's 0.19% 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. SOXQ - Dividend Comparison

BCI's dividend yield for the trailing twelve months is around 14.13%, more than SOXQ's 0.31% yield.


PositionTTM202520242023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
14.13%16.49%3.29%3.93%19.98%19.43%0.68%1.47%1.13%5.02%
SOXQ
Invesco PHLX Semiconductor ETF
0.31%0.50%0.68%0.87%1.36%0.72%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BCI and SOXQ have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXQ has higher volatility (20.05%) compared to BCI (3.49%). In terms of maximum drawdown, BCI dropped -32.69% vs SOXQ's -46.01%.

On 5-year performance, SOXQ leads with 36.75% vs 9.82% for BCI. On fees, SOXQ is cheaper at 0.19% per year. On volatility, BCI has been the lower-risk option at 3.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SOXQ has performed better with a 36.75% return vs 9.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOXQ is cheaper with a 0.19% expense ratio, compared with 0.26% for BCI.

BCI has the higher dividend yield at 14.13%, compared with 0.31% for SOXQ.

BCI is categorized as Commodities, while SOXQ is Semiconductors. BCI tracks Bloomberg Commodity Index Total Return, while SOXQ tracks PHLX Semiconductor Sector Index. They also come from different issuers: Aberdeen and Invesco. Their fees differ too: 0.26% for BCI and 0.19% for SOXQ.

SOXQ currently has the higher Sharpe Ratio (4.83 vs 1.29), 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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