PortfoliosLab logoPortfoliosLab logo
DJCB vs. BCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DJCB vs. BCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DJCB vs. BCI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DJCB
ETRACS Bloomberg Commodity Index Total Return ETN Series B
0.00%0.00%3.39%-8.96%16.39%28.75%-3.90%2.27%
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
24.37%15.07%5.47%-8.79%15.09%26.18%-2.77%1.89%

Returns By Period


DJCB

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

BCI

1D
0.04%
1M
11.37%
YTD
24.37%
6M
31.23%
1Y
31.71%
3Y*
13.50%
5Y*
13.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DJCB vs. BCI - Expense Ratio Comparison

DJCB has a 0.50% expense ratio, which is higher than BCI's 0.25% expense ratio.


Return for Risk

DJCB vs. BCI — Risk / Return Rank

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

DJCB

BCI
BCI Risk / Return Rank: 8989
Overall Rank
BCI Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 8989
Sortino Ratio Rank
BCI Omega Ratio Rank: 8787
Omega Ratio Rank
BCI Calmar Ratio Rank: 9494
Calmar Ratio Rank
BCI Martin Ratio Rank: 8686
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.

DJCB vs. BCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB) 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.


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

DJCB vs. BCI - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


DJCBBCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

Correlation

The correlation between DJCB and BCI is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DJCB vs. BCI - Dividend Comparison

DJCB has not paid dividends to shareholders, while BCI's dividend yield for the trailing twelve months is around 13.26%.


TTM202520242023202220212020201920182017
DJCB
ETRACS Bloomberg Commodity Index Total Return ETN Series B
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
13.26%16.49%3.29%3.93%19.98%19.43%0.68%1.47%1.13%5.02%

Drawdowns

DJCB vs. BCI - Drawdown Comparison


Loading graphics...

Drawdown Indicators


DJCBBCIDifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-12.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

Volatility

DJCB vs. BCI - Volatility Comparison


Loading graphics...

Volatility by Period


DJCBBCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.57%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.57%