DGCB vs. BCI
DGCB (Dimensional Global Credit ETF) and BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF) are both exchange-traded funds - DGCB is a Global Bonds fund actively managed by Dimensional, while BCI is a Commodities fund tracking the Bloomberg Commodity Index Total Return. DGCB is actively managed, while BCI is passively managed. Over the past year, DGCB returned 5.59% vs 23.00% for BCI. At a correlation of -0.08, they often move in opposite directions. DGCB charges 0.20%/yr vs 0.26%/yr for BCI.
Performance
DGCB vs. BCI - Performance Comparison
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Returns By Period
In the year-to-date period, DGCB achieves a 2.02% return, which is significantly lower than BCI's 13.01% return.
DGCB
- 1D
- 0.39%
- 1M
- 1.33%
- YTD
- 2.02%
- 6M
- 1.89%
- 1Y
- 5.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BCI
- 1D
- -1.95%
- 1M
- -11.54%
- YTD
- 13.01%
- 6M
- 11.32%
- 1Y
- 23.00%
- 3Y*
- 10.67%
- 5Y*
- 9.05%
- 10Y*
- —
DGCB vs. BCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DGCB Dimensional Global Credit ETF | 2.02% | 6.68% | 3.80% | 6.14% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 13.01% | 15.07% | 5.47% | -3.73% |
Correlation
The correlation between DGCB and BCI is -0.24, 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 | -0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2023 | -0.08 |
The correlation between DGCB and BCI shifts across timeframes, from -0.24 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DGCB vs. BCI — Risk / Return Rank
DGCB
BCI
DGCB vs. BCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Credit ETF (DGCB) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). 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.
| DGCB | BCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.56 | +0.26 |
| Martin ratioReturn relative to average drawdown | 6.36 | 6.68 | -0.32 |
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Drawdowns
DGCB vs. BCI - Drawdown Comparison
The maximum DGCB drawdown since its inception was -3.50%, smaller than the maximum BCI drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for DGCB and BCI.
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Drawdown Indicators
| DGCB | BCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.50% | -32.69% | +29.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -14.82% | +11.74% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.50% | — |
Current DrawdownCurrent decline from peak | 0.00% | -14.82% | +14.82% |
Average DrawdownAverage peak-to-trough decline | -0.79% | -11.99% | +11.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 3.45% | -2.57% |
Volatility
DGCB vs. BCI - Volatility Comparison
The current volatility for Dimensional Global Credit ETF (DGCB) is 1.25%, while abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a volatility of 3.84%. This indicates that DGCB experiences smaller price fluctuations and is considered to be less risky than BCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGCB | BCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 3.84% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 3.32% | 15.11% | -11.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.99% | 17.19% | -13.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.81% | 16.82% | -12.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.81% | 15.66% | -10.85% |
DGCB vs. BCI - Expense Ratio Comparison
DGCB has a 0.20% expense ratio, which is lower than BCI's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DGCB vs. BCI - Dividend Comparison
DGCB's dividend yield for the trailing twelve months is around 3.97%, less than BCI's 14.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 14.59% | 16.49% | 3.29% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% |
DGCB Dimensional Global Credit ETF | 3.97% | 3.43% | 4.72% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DGCB and BCI have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCI has higher volatility (3.84%) compared to DGCB (1.25%). In terms of maximum drawdown, DGCB dropped -3.50% vs BCI's -32.69%.
On 1-year performance, BCI leads with 23.00% vs 5.59% for DGCB. On fees, DGCB is cheaper at 0.20% per year. On volatility, DGCB has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BCI has performed better with a 23.00% return vs 5.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGCB is cheaper with a 0.20% expense ratio, compared with 0.26% for BCI.
BCI has the higher dividend yield at 14.59%, compared with 3.97% for DGCB.
DGCB is categorized as Global Bonds, while BCI is Commodities. They also come from different issuers: Dimensional and Aberdeen. Their fees differ too: 0.20% for DGCB and 0.26% for BCI.
DGCB currently has the higher Sharpe Ratio (1.41 vs 1.35), 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.
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