DCMT vs. DSCO
DCMT (DoubleLine Commodity Strategy ETF) and DSCO (DoubleLine Securitized Credit ETF) are both exchange-traded funds - DCMT is a Commodities fund actively managed by DoubleLine, while DSCO is a Mortgage Backed Securities fund actively managed by DoubleLine. Both are actively managed. Their -0.18 correlation means they have often moved in opposite directions in the past. DCMT charges 0.66%/yr vs 0.50%/yr for DSCO.
Performance
DCMT vs. DSCO - Performance Comparison
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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*
- —
Liquidity Comparison
| Position | Avg. 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
| 2026 (YTD) | |
|---|---|
DCMT DoubleLine Commodity Strategy ETF | 16.15% |
DSCO DoubleLine Securitized Credit ETF | 1.33% |
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
DCMT
DSCO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
| DCMT | DSCO | Difference | |
|---|---|---|---|
| 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 | — | — |
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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
| DCMT | DSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.96% | -1.64% | -14.32% |
Max Drawdown (1Y)Largest decline over 1 year | -15.96% | — | — |
Current DrawdownCurrent decline from peak | -9.46% | -0.24% | -9.22% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -0.55% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | — | — |
Volatility
DCMT vs. DSCO - Volatility Comparison
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Volatility by Period
| DCMT | DSCO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
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.
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