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COMB vs. BCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMB vs. BCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with COMB having a 26.77% return and BCI slightly higher at 26.83%.


COMB

1D
0.40%
1M
-1.83%
YTD
26.77%
6M
26.20%
1Y
38.87%
3Y*
16.29%
5Y*
11.51%
10Y*

BCI

1D
0.53%
1M
-1.78%
YTD
26.83%
6M
26.31%
1Y
38.98%
3Y*
16.01%
5Y*
11.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMB vs. BCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
26.77%15.12%5.24%-7.75%14.56%26.34%-2.95%7.02%-11.41%4.98%
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
26.83%15.07%5.47%-8.79%15.09%26.18%-2.77%7.06%-11.21%4.10%

Correlation

The correlation between COMB and BCI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.95

The correlation between COMB and BCI has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.

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Return for Risk

COMB vs. BCI — Risk / Return Rank

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

COMB
COMB Risk / Return Rank: 7272
Overall Rank
COMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMB Omega Ratio Rank: 6868
Omega Ratio Rank
COMB Calmar Ratio Rank: 8989
Calmar Ratio Rank
COMB Martin Ratio Rank: 7474
Martin Ratio Rank

BCI
BCI Risk / Return Rank: 7373
Overall Rank
BCI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 6262
Sortino Ratio Rank
BCI Omega Ratio Rank: 6969
Omega Ratio Rank
BCI Calmar Ratio Rank: 9090
Calmar Ratio Rank
BCI Martin Ratio Rank: 7474
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.

COMB vs. BCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) 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.


COMBBCIDifference

Sharpe ratio

Return per unit of total volatility

2.29

2.32

-0.02

Sortino ratio

Return per unit of downside risk

2.91

2.93

-0.02

Omega ratio

Gain probability vs. loss probability

1.41

1.42

0.00

Calmar ratio

Return relative to maximum drawdown

5.45

5.52

-0.06

Martin ratio

Return relative to average drawdown

14.31

14.29

+0.02

COMB vs. BCI - Sharpe Ratio Comparison

The current COMB Sharpe Ratio is 2.29, which is comparable to the BCI Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of COMB and BCI, 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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Sharpe Ratios by Period


COMBBCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

2.32

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.69

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.48

+0.04

Drawdowns

COMB vs. BCI - Drawdown Comparison

The maximum COMB drawdown since its inception was -33.50%, roughly equal to the maximum BCI drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for COMB and BCI.


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Drawdown Indicators


COMBBCIDifference

Max Drawdown

Largest peak-to-trough decline

-33.50%

-32.69%

-0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-7.69%

-7.61%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-11.35%

-11.38%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-26.50%

-0.13%

Current Drawdown

Current decline from peak

-4.38%

-4.40%

+0.02%

Average Drawdown

Average peak-to-trough decline

-12.06%

-12.01%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.94%

-0.01%

Volatility

COMB vs. BCI - Volatility Comparison

GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) have volatilities of 5.31% and 5.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMBBCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

5.33%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.99%

14.81%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

17.15%

17.04%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

16.83%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.14%

15.65%

-0.51%

COMB vs. BCI - Expense Ratio Comparison

Both COMB and BCI have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

COMB vs. BCI - Dividend Comparison

COMB's dividend yield for the trailing twelve months is around 7.14%, less than BCI's 13.00% yield.


PositionTTM202520242023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
13.00%16.49%3.29%3.93%19.98%19.43%0.68%1.47%1.13%5.02%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.14%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%

Frequently Asked Questions


With a correlation of 0.99, COMB and BCI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BCI has higher volatility (5.33%) compared to COMB (5.31%). In terms of maximum drawdown, COMB dropped -33.50% vs BCI's -32.69%.

On 5-year performance, COMB leads with 11.51% vs 11.47% for BCI. Both ETFs have the same 0.25% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COMB has performed better with a 11.51% return vs 11.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMB and BCI have the same expense ratio: 0.25% per year.

BCI has the higher dividend yield at 13.00%, compared with 7.14% for COMB.

They also come from different issuers: GraniteShares and Aberdeen.

BCI currently has the higher Sharpe Ratio (2.32 vs 2.29), 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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