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CACG vs. BCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CACG and BCD is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

CACG vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge All Cap Growth ESG ETF (CACG) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
143.37%
60.91%
CACG
BCD

Key characteristics

Returns By Period


CACG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BCD

YTD

0.95%

1M

-4.34%

6M

-5.29%

1Y

0.49%

5Y*

9.06%

10Y*

N/A

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CACG vs. BCD - Expense Ratio Comparison

CACG has a 0.53% expense ratio, which is higher than BCD's 0.29% expense ratio.


CACG
ClearBridge All Cap Growth ESG ETF
Expense ratio chart for CACG: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%
Expense ratio chart for BCD: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

CACG vs. BCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge All Cap Growth ESG ETF (CACG) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.


Sharpe ratio
The chart of Sharpe ratio for CACG, currently valued at 1.43, compared to the broader market0.002.004.001.430.06
The chart of Sortino ratio for CACG, currently valued at 2.20, compared to the broader market-2.000.002.004.006.008.0010.002.200.16
The chart of Omega ratio for CACG, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.02
The chart of Calmar ratio for CACG, currently valued at 2.05, compared to the broader market0.005.0010.0015.002.050.03
The chart of Martin ratio for CACG, currently valued at 9.20, compared to the broader market0.0020.0040.0060.0080.00100.009.200.14
CACG
BCD


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.43
0.06
CACG
BCD

Dividends

CACG vs. BCD - Dividend Comparison

Neither CACG nor BCD has paid dividends to shareholders.


TTM2023202220212020201920182017
CACG
ClearBridge All Cap Growth ESG ETF
0.34%0.34%0.34%2.92%0.47%0.64%0.68%0.24%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
0.00%4.51%5.21%8.30%1.29%1.56%1.59%0.07%

Drawdowns

CACG vs. BCD - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-19.64%
CACG
BCD

Volatility

CACG vs. BCD - Volatility Comparison

The current volatility for ClearBridge All Cap Growth ESG ETF (CACG) is 0.00%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 4.89%. This indicates that CACG experiences smaller price fluctuations and is considered to be less risky than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember0
4.89%
CACG
BCD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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