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

Correlation

The correlation between DBC and BCD is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

DBC vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Commodity Index Tracking Fund (DBC) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DBC:

16.06%

BCD:

11.87%

Max Drawdown

DBC:

-76.36%

BCD:

-0.67%

Current Drawdown

DBC:

-47.14%

BCD:

0.00%

Returns By Period


DBC

YTD

-1.22%

1M

0.91%

6M

-1.12%

1Y

-4.43%

5Y*

16.43%

10Y*

2.74%

BCD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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DBC vs. BCD - Expense Ratio Comparison

DBC has a 0.85% expense ratio, which is higher than BCD's 0.29% expense ratio.


Risk-Adjusted Performance

DBC vs. BCD — Risk-Adjusted Performance Rank

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

DBC
The Risk-Adjusted Performance Rank of DBC is 99
Overall Rank
The Sharpe Ratio Rank of DBC is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of DBC is 88
Sortino Ratio Rank
The Omega Ratio Rank of DBC is 99
Omega Ratio Rank
The Calmar Ratio Rank of DBC is 1313
Calmar Ratio Rank
The Martin Ratio Rank of DBC is 77
Martin Ratio Rank

BCD
The Risk-Adjusted Performance Rank of BCD is 4141
Overall Rank
The Sharpe Ratio Rank of BCD is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of BCD is 4343
Sortino Ratio Rank
The Omega Ratio Rank of BCD is 4040
Omega Ratio Rank
The Calmar Ratio Rank of BCD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of BCD is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DBC vs. BCD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Commodity Index Tracking Fund (DBC) 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.



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Dividends

DBC vs. BCD - Dividend Comparison

DBC's dividend yield for the trailing twelve months is around 5.28%, while BCD has not paid dividends to shareholders.


TTM2024202320222021202020192018
DBC
Invesco DB Commodity Index Tracking Fund
5.28%5.22%4.94%0.59%0.00%0.00%1.59%1.30%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DBC vs. BCD - Drawdown Comparison

The maximum DBC drawdown since its inception was -76.36%, which is greater than BCD's maximum drawdown of -0.67%. Use the drawdown chart below to compare losses from any high point for DBC and BCD. For additional features, visit the drawdowns tool.


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Volatility

DBC vs. BCD - Volatility Comparison


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