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DCMT vs. DSCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DCMT vs. DSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Commodity Strategy ETF (DCMT) and DoubleLine Securitized Credit ETF (DSCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DCMT

1D
-1.24%
1M
7.21%
6M
20.26%
YTD
26.14%
1Y
30.61%
3Y*
5Y*
10Y*
ALL TIME*
13.94%

DSCO

1D
-0.03%
1M
-0.05%
6M
1.31%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$312.97K$269.09K$196.68K
$705.34K$2.23M$1.53M

DCMT vs. DSCO - Yearly Performance Comparison


Correlation

The correlation between DCMT and DSCO is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 2, 2026

-0.18

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Return for Risk

DCMT vs. DSCO — Risk / Return Rank

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

DCMT
DCMT Risk / Return Rank: 5858
Overall Rank
DCMT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DCMT Sortino Ratio Rank: 6363
Sortino Ratio Rank
DCMT Omega Ratio Rank: 6161
Omega Ratio Rank
DCMT Calmar Ratio Rank: 5151
Calmar Ratio Rank
DCMT Martin Ratio Rank: 5252
Martin Ratio Rank

DSCO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DCMT vs. DSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Commodity Strategy ETF (DCMT) and DoubleLine Securitized Credit ETF (DSCO). 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.


DCMTDSCODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

1.93

Martin ratioReturn relative to average drawdown

6.43

DCMT vs. DSCO - Sharpe Ratio Comparison


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Drawdowns

DCMT vs. DSCO - Drawdown Comparison

The maximum DCMT drawdown since its inception was -15.96%, which is greater than DSCO's maximum drawdown of -1.64%. Use the drawdown chart below to compare losses from any high point for DCMT and DSCO.


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Drawdown Indicators


DCMTDSCODifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-1.64%

-14.32%

Max Drawdown (1Y)

Largest decline over 1 year

-15.96%

Current Drawdown

Current decline from peak

-9.46%

-0.24%

-9.22%

Average Drawdown

Average peak-to-trough decline

-3.62%

-0.55%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

Volatility

DCMT vs. DSCO - Volatility Comparison


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Volatility by Period


DCMTDSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

Volatility (6M)

Calculated over the trailing 6-month period

17.01%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

2.42%

+16.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

2.42%

+13.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

2.42%

+13.63%

DCMT vs. DSCO - Expense Ratio Comparison

DCMT has a 0.66% expense ratio, which is higher than DSCO's 0.50% expense ratio.


Dividends

DCMT vs. DSCO - Dividend Comparison

DCMT's dividend yield for the trailing twelve months is around 2.91%, more than DSCO's 2.72% yield.


PositionTTM20252024
DCMT
DoubleLine Commodity Strategy ETF
2.91%3.67%1.59%
DSCO
DoubleLine Securitized Credit ETF
2.72%0.00%0.00%

Frequently Asked Questions


DCMT and DSCO have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DSCO is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DSCO is cheaper with a 0.50% expense ratio, compared with 0.66% for DCMT.

DCMT has the higher dividend yield at 2.91%, compared with 2.72% for DSCO.

DCMT is categorized as Commodities, while DSCO is Mortgage Backed Securities. Their fees differ too: 0.66% for DCMT and 0.50% for DSCO.

Portfolio Optimizer

Find the right allocation for DCMT and DSCO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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