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DBC vs. BCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, DBC achieves a 31.71% return, which is significantly higher than BCD's 16.41% return.


DBC

1D
0.44%
1M
10.84%
6M
20.55%
YTD
31.71%
1Y
37.81%
3Y*
11.07%
5Y*
11.66%
10Y*
9.54%
ALL TIME*
2.04%

BCD

1D
-0.06%
1M
5.50%
6M
7.33%
YTD
16.41%
1Y
28.51%
3Y*
10.83%
5Y*
10.65%
10Y*
ALL TIME*
8.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.39M$1.55M$2.26M
$27.92M$29.19M$34.33M

DBC vs. BCD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBC
Invesco DB Commodity Index Tracking Fund
31.71%8.10%2.18%-6.19%19.34%41.36%-7.84%11.84%-11.63%9.42%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
16.41%15.71%6.20%-7.58%18.38%31.87%4.76%7.34%-8.65%3.83%

Correlation

The correlation between DBC and BCD is 0.88, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.88

Correlation (3Y)
Balances recent behavior with more history.

0.86

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.87

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

0.80

The correlation between DBC and BCD has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.

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Return for Risk

DBC vs. BCD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DBC
DBC Risk / Return Rank: 7171
Overall Rank
DBC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DBC Sortino Ratio Rank: 7676
Sortino Ratio Rank
DBC Omega Ratio Rank: 7474
Omega Ratio Rank
DBC Calmar Ratio Rank: 6262
Calmar Ratio Rank
DBC Martin Ratio Rank: 6161
Martin Ratio Rank

BCD
BCD Risk / Return Rank: 7575
Overall Rank
BCD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 8181
Sortino Ratio Rank
BCD Omega Ratio Rank: 8383
Omega Ratio Rank
BCD Calmar Ratio Rank: 6464
Calmar Ratio Rank
BCD Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DBC vs. BCD - Risk-Adjusted Trends 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.

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.


DBCBCDDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.31

1.35

-0.04

Calmar ratioReturn relative to maximum drawdown

2.16

2.22

-0.06

Martin ratioReturn relative to average drawdown

7.20

7.25

-0.06

DBC vs. BCD - Sharpe Ratio Comparison

The current DBC Sharpe Ratio is 1.83, which is comparable to the BCD Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of DBC and BCD, 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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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 -29.81%. Use the drawdown chart below to compare losses from any high point for DBC and BCD.


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Drawdown Indicators


DBCBCDDifference

Max Drawdown

Largest peak-to-trough decline

-76.36%

-29.81%

-46.55%

Max Drawdown (1Y)

Largest decline over 1 year

-16.54%

-12.70%

-3.84%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-12.70%

-3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-23.03%

-4.31%

Max Drawdown (10Y)

Largest decline over 10 years

-41.71%

Current Drawdown

Current decline from peak

-23.81%

-6.83%

-16.98%

Average Drawdown

Average peak-to-trough decline

-46.07%

-9.83%

-36.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

3.88%

+1.12%

Volatility

DBC vs. BCD - Volatility Comparison

Invesco DB Commodity Index Tracking Fund (DBC) has a higher volatility of 7.01% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 3.93%. This indicates that DBC's price experiences larger fluctuations and is considered to be riskier than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBCBCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

3.93%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

17.35%

11.95%

+5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

19.58%

14.22%

+5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.31%

15.36%

+3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

13.91%

+3.96%

DBC vs. BCD - Expense Ratio Comparison

DBC has a 0.85% expense ratio, which is higher than BCD's 0.30% expense ratio.


Dividends

DBC vs. BCD - Dividend Comparison

DBC's dividend yield for the trailing twelve months is around 2.53%, less than BCD's 14.79% yield.


PositionTTM202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
14.79%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%
DBC
Invesco DB Commodity Index Tracking Fund
2.53%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%0.00%

Frequently Asked Questions


DBC and BCD have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBC has higher volatility (7.01%) compared to BCD (3.93%). In terms of maximum drawdown, DBC dropped -76.36% vs BCD's -29.81%.

On 5-year performance, DBC leads with 11.66% vs 10.65% for BCD. On fees, BCD is cheaper at 0.30% per year. On volatility, BCD has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBC has performed better with a 11.66% return vs 10.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BCD is cheaper with a 0.30% expense ratio, compared with 0.85% for DBC.

BCD has the higher dividend yield at 14.79%, compared with 2.53% for DBC.

DBC tracks DBIQ Optimum Yield Diversified Commodity Index Excess Return, while BCD tracks Bloomberg Commodity Index 3 Month Forward Total Return. They also come from different issuers: Invesco and Aberdeen. Their fees differ too: 0.85% for DBC and 0.30% for BCD.

BCD currently has the higher Sharpe Ratio (1.98 vs 1.83), 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 DBC and BCD

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