COM vs. BCI
Compare and contrast key facts about Direxion Auspice Broad Commodity Strategy ETF (COM) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI).
COM and BCI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COM is a passively managed fund by Direxion that tracks the performance of the Auspice Broad Commodity ER Index. It was launched on Mar 30, 2017. BCI is an actively managed fund by Abrdn Plc. It was launched on Mar 30, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COM or BCI.
Performance
COM vs. BCI - Performance Comparison
Returns By Period
In the year-to-date period, COM achieves a 6.93% return, which is significantly higher than BCI's 3.62% return.
COM
6.93%
-0.69%
-2.88%
4.43%
9.71%
N/A
BCI
3.62%
-0.35%
-6.44%
0.82%
6.74%
N/A
Key characteristics
| COM | BCI | |
|---|---|---|
| Sharpe Ratio | 0.69 | 0.09 |
| Sortino Ratio | 1.03 | 0.21 |
| Omega Ratio | 1.13 | 1.03 |
| Calmar Ratio | 0.36 | 0.05 |
| Martin Ratio | 1.60 | 0.22 |
| Ulcer Index | 3.14% | 5.37% |
| Daily Std Dev | 7.30% | 12.67% |
| Max Drawdown | -15.95% | -32.69% |
| Current Drawdown | -6.87% | -21.02% |
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COM vs. BCI - Expense Ratio Comparison
COM has a 0.70% expense ratio, which is higher than BCI's 0.25% expense ratio.
Correlation
The correlation between COM and BCI is 0.63, 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.
Risk-Adjusted Performance
COM vs. BCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Auspice Broad Commodity Strategy ETF (COM) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). 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.
Dividends
COM vs. BCI - Dividend Comparison
COM's dividend yield for the trailing twelve months is around 3.94%, more than BCI's 3.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 3.94% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 3.79% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% |
Drawdowns
COM vs. BCI - Drawdown Comparison
The maximum COM drawdown since its inception was -15.95%, smaller than the maximum BCI drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for COM and BCI. For additional features, visit the drawdowns tool.
Volatility
COM vs. BCI - Volatility Comparison
The current volatility for Direxion Auspice Broad Commodity Strategy ETF (COM) is 1.68%, while abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a volatility of 3.99%. This indicates that COM experiences smaller price fluctuations and is considered to be less risky than BCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.