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DCMT vs. RLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DCMT vs. RLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Commodity Strategy ETF (DCMT) and State Street Multi-Asset Real Return ETF (RLY). 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 26.14% return, which is significantly higher than RLY's 15.29% return.


DCMT

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

RLY

1D
-0.42%
1M
3.64%
6M
8.40%
YTD
15.29%
1Y
27.11%
3Y*
12.93%
5Y*
10.64%
10Y*
8.16%
ALL TIME*
4.75%
*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
$5.13M$7.99M$7.88M

DCMT vs. RLY - Yearly Performance Comparison


2026 (YTD)20252024
DCMT
DoubleLine Commodity Strategy ETF
26.14%6.04%3.65%
RLY
State Street Multi-Asset Real Return ETF
15.29%20.26%5.28%

Correlation

The correlation between DCMT and RLY is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.56

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

0.58

The correlation between DCMT and RLY has been stable across timeframes, ranging from 0.56 to 0.58 - a consistent structural relationship.

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Return for Risk

DCMT vs. RLY — 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

RLY
RLY Risk / Return Rank: 9090
Overall Rank
RLY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
RLY Sortino Ratio Rank: 9292
Sortino Ratio Rank
RLY Omega Ratio Rank: 9292
Omega Ratio Rank
RLY Calmar Ratio Rank: 8888
Calmar Ratio Rank
RLY Martin Ratio Rank: 8686
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.

DCMT vs. RLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Commodity Strategy ETF (DCMT) and State Street Multi-Asset Real Return ETF (RLY). 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.


DCMTRLYDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.28

1.47

-0.19

Calmar ratioReturn relative to maximum drawdown

1.93

3.61

-1.68

Martin ratioReturn relative to average drawdown

6.43

12.56

-6.13

DCMT vs. RLY - Sharpe Ratio Comparison

The current DCMT Sharpe Ratio is 1.62, which is lower than the RLY Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of DCMT and RLY, 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. RLY - Drawdown Comparison

The maximum DCMT drawdown since its inception was -15.96%, smaller than the maximum RLY drawdown of -37.75%. Use the drawdown chart below to compare losses from any high point for DCMT and RLY.


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Drawdown Indicators


DCMTRLYDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-37.75%

+21.79%

Max Drawdown (1Y)

Largest decline over 1 year

-15.96%

-7.54%

-8.42%

Max Drawdown (3Y)

Largest decline over 3 years

-10.08%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

Max Drawdown (10Y)

Largest decline over 10 years

-34.17%

Current Drawdown

Current decline from peak

-9.46%

-3.15%

-6.31%

Average Drawdown

Average peak-to-trough decline

-3.62%

-9.40%

+5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

2.16%

+2.62%

Volatility

DCMT vs. RLY - Volatility Comparison

DoubleLine Commodity Strategy ETF (DCMT) has a higher volatility of 5.66% compared to State Street Multi-Asset Real Return ETF (RLY) at 2.61%. This indicates that DCMT's price experiences larger fluctuations and is considered to be riskier than RLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DCMTRLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

2.61%

+3.05%

Volatility (6M)

Calculated over the trailing 6-month period

17.01%

8.06%

+8.95%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

10.61%

+8.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

13.46%

+2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

13.80%

+2.25%

DCMT vs. RLY - Expense Ratio Comparison

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


Dividends

DCMT vs. RLY - Dividend Comparison

DCMT's dividend yield for the trailing twelve months is around 2.91%, less than RLY's 3.07% yield.


PositionTTM20252024202320222021202020192018201720162015
DCMT
DoubleLine Commodity Strategy ETF
2.91%3.67%1.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RLY
State Street Multi-Asset Real Return ETF
3.07%3.24%3.31%3.71%5.66%12.15%2.16%3.45%2.76%1.85%2.07%1.80%

Frequently Asked Questions


DCMT and RLY have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DCMT has higher volatility (5.66%) compared to RLY (2.61%). In terms of maximum drawdown, DCMT dropped -15.96% vs RLY's -37.75%.

On 1-year performance, DCMT leads with 30.61% vs 27.11% for RLY. On fees, RLY is cheaper at 0.50% per year. On volatility, RLY has been the lower-risk option at 2.61%. 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 30.61% return vs 27.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

RLY has the higher dividend yield at 3.07%, compared with 2.91% for DCMT.

DCMT is categorized as Commodities, while RLY is Global Allocation. They also come from different issuers: DoubleLine and State Street. Their fees differ too: 0.66% for DCMT and 0.50% for RLY.

RLY currently has the higher Sharpe Ratio (2.57 vs 1.62), 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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