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DCMT vs. BEMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DCMT vs. BEMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Commodity Strategy ETF (DCMT) and Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DCMT achieves a 19.96% return, which is significantly higher than BEMB's 1.56% return.


DCMT

1D
-1.04%
1M
-11.03%
YTD
19.96%
6M
18.79%
1Y
22.10%
3Y*
5Y*
10Y*

BEMB

1D
-0.11%
1M
1.20%
YTD
1.56%
6M
1.82%
1Y
8.89%
3Y*
8.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DCMT vs. BEMB - Yearly Performance Comparison


Correlation

The correlation between DCMT and BEMB is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.35

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

-0.12

Over the past year, the inverse relationship between DCMT and BEMB has strengthened: their correlation has moved from -0.12 to -0.35, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

DCMT vs. BEMB — Risk / Return Rank

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

DCMT
DCMT Risk / Return Rank: 3737
Overall Rank
DCMT Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DCMT Sortino Ratio Rank: 3535
Sortino Ratio Rank
DCMT Omega Ratio Rank: 3434
Omega Ratio Rank
DCMT Calmar Ratio Rank: 3434
Calmar Ratio Rank
DCMT Martin Ratio Rank: 4747
Martin Ratio Rank

BEMB
BEMB Risk / Return Rank: 6565
Overall Rank
BEMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BEMB Sortino Ratio Rank: 7373
Sortino Ratio Rank
BEMB Omega Ratio Rank: 7272
Omega Ratio Rank
BEMB Calmar Ratio Rank: 5353
Calmar Ratio Rank
BEMB Martin Ratio Rank: 6262
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.

DCMT vs. BEMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Commodity Strategy ETF (DCMT) and Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB). 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.


DCMTBEMBDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

1.22

1.39

-0.18

Calmar ratioReturn relative to maximum drawdown

1.60

2.43

-0.84

Martin ratioReturn relative to average drawdown

7.23

10.44

-3.20

DCMT vs. BEMB - Sharpe Ratio Comparison

The current DCMT Sharpe Ratio is 1.21, which is lower than the BEMB Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of DCMT and BEMB, 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

DCMT vs. BEMB - Drawdown Comparison

The maximum DCMT drawdown since its inception was -13.89%, which is greater than BEMB's maximum drawdown of -6.17%. Use the drawdown chart below to compare losses from any high point for DCMT and BEMB.


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Drawdown Indicators


DCMTBEMBDifference

Max Drawdown

Largest peak-to-trough decline

-13.89%

-6.17%

-7.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-3.67%

-10.22%

Max Drawdown (3Y)

Largest decline over 3 years

-6.17%

Current Drawdown

Current decline from peak

-13.89%

-0.45%

-13.44%

Average Drawdown

Average peak-to-trough decline

-3.29%

-0.93%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

0.85%

+2.25%

Volatility

DCMT vs. BEMB - Volatility Comparison

DoubleLine Commodity Strategy ETF (DCMT) has a higher volatility of 4.62% compared to Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) at 1.35%. This indicates that DCMT's price experiences larger fluctuations and is considered to be riskier than BEMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DCMTBEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

1.35%

+3.27%

Volatility (6M)

Calculated over the trailing 6-month period

16.30%

3.57%

+12.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

4.35%

+14.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

5.87%

+9.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

5.87%

+9.98%

DCMT vs. BEMB - Expense Ratio Comparison

DCMT has a 0.66% expense ratio, which is higher than BEMB's 0.18% expense ratio.


Dividends

DCMT vs. BEMB - Dividend Comparison

DCMT's dividend yield for the trailing twelve months is around 3.06%, less than BEMB's 6.86% yield.


PositionTTM202520242023
BEMB
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF
6.86%6.88%6.31%5.46%
DCMT
DoubleLine Commodity Strategy ETF
3.06%3.67%1.59%0.00%

Frequently Asked Questions


DCMT and BEMB have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DCMT has higher volatility (4.62%) compared to BEMB (1.35%). In terms of maximum drawdown, DCMT dropped -13.89% vs BEMB's -6.17%.

On 1-year performance, DCMT leads with 22.10% vs 8.89% for BEMB. On fees, BEMB is cheaper at 0.18% per year. On volatility, BEMB has been the lower-risk option at 1.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DCMT has performed better with a 22.10% return vs 8.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BEMB is cheaper with a 0.18% expense ratio, compared with 0.66% for DCMT.

BEMB has the higher dividend yield at 6.86%, compared with 3.06% for DCMT.

DCMT is categorized as Commodities, while BEMB is Emerging Markets Bonds. They also come from different issuers: DoubleLine and iShares. Their fees differ too: 0.66% for DCMT and 0.18% for BEMB.

BEMB currently has the higher Sharpe Ratio (2.06 vs 1.21), 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

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