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

Performance

BCI vs. XLU - 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 State Street Utilities Select Sector SPDR ETF (XLU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BCI achieves a 16.69% return, which is significantly higher than XLU's 6.16% return.


BCI

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

XLU

1D
0.55%
1M
-0.76%
YTD
6.16%
6M
6.71%
1Y
14.60%
3Y*
14.60%
5Y*
10.41%
10Y*
9.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCI vs. XLU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
16.69%15.07%5.47%-8.79%15.09%26.18%-2.77%7.06%-11.21%3.81%
XLU
State Street Utilities Select Sector SPDR ETF
6.16%16.03%23.31%-7.18%1.44%17.70%0.51%25.93%3.94%5.68%

Correlation

The correlation between BCI and XLU is -0.02, 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

-0.02

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

0.09

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

0.13

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2017

0.10

The correlation between BCI and XLU shifts across timeframes, from -0.02 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

BCI vs. XLU — 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

XLU
XLU Risk / Return Rank: 2828
Overall Rank
XLU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 2626
Sortino Ratio Rank
XLU Omega Ratio Rank: 2626
Omega Ratio Rank
XLU Calmar Ratio Rank: 3333
Calmar Ratio Rank
XLU Martin Ratio Rank: 2626
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. XLU - 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 State Street Utilities Select Sector SPDR ETF (XLU). 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.


BCIXLUDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.24

1.18

+0.06

Calmar ratioReturn relative to maximum drawdown

1.84

1.60

+0.24

Martin ratioReturn relative to average drawdown

6.82

3.39

+3.43

BCI vs. XLU - Sharpe Ratio Comparison

The current BCI Sharpe Ratio is 1.29, which is comparable to the XLU Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of BCI and XLU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BCI vs. XLU - Drawdown Comparison

The maximum BCI drawdown since its inception was -32.69%, smaller than the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for BCI and XLU.


Loading charts...

Drawdown Indicators


BCIXLUDifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

-51.98%

+19.29%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

-9.18%

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-12.04%

-17.26%

+5.22%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

-25.26%

-1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

Current Drawdown

Current decline from peak

-12.04%

-5.05%

-6.99%

Average Drawdown

Average peak-to-trough decline

-11.98%

-10.22%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

4.31%

-0.75%

Volatility

BCI vs. XLU - Volatility Comparison

The current volatility for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) is 3.49%, while State Street Utilities Select Sector SPDR ETF (XLU) has a volatility of 5.26%. This indicates that BCI experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BCIXLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

5.26%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

11.72%

+3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

14.70%

+2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

17.31%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

19.28%

-3.63%

BCI vs. XLU - Expense Ratio Comparison

BCI has a 0.26% expense ratio, which is higher than XLU's 0.08% 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. XLU - Dividend Comparison

BCI's dividend yield for the trailing twelve months is around 14.13%, more than XLU's 3.30% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
XLU
State Street Utilities Select Sector SPDR ETF
3.30%2.71%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%

Frequently Asked Questions


BCI and XLU have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLU has higher volatility (5.26%) compared to BCI (3.49%). In terms of maximum drawdown, BCI dropped -32.69% vs XLU's -51.98%.

On 5-year performance, XLU leads with 10.41% vs 9.82% for BCI. On fees, XLU is cheaper at 0.08% 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, XLU has performed better with a 10.41% return vs 9.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLU is cheaper with a 0.08% expense ratio, compared with 0.26% for BCI.

BCI has the higher dividend yield at 14.13%, compared with 3.30% for XLU.

BCI is categorized as Commodities, while XLU is Utilities Equities. BCI tracks Bloomberg Commodity Index Total Return, while XLU tracks Utilities Select Sector Index. They also come from different issuers: Aberdeen and State Street. Their fees differ too: 0.26% for BCI and 0.08% for XLU.

BCI currently has the higher Sharpe Ratio (1.29 vs 1.00), 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 XLU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer