DJCB vs. BWET
Compare and contrast key facts about ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB) and Breakwave Tanker Shipping ETF (BWET).
DJCB and BWET are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJCB is a passively managed fund by UBS that tracks the performance of the Bloomberg Commodity Index. It was launched on Oct 24, 2019. BWET is a passively managed fund by Amplify that tracks the performance of the Breakwave Wet Freight Futures Index. It was launched on May 3, 2023. Both DJCB and BWET are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DJCB vs. BWET - Performance Comparison
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DJCB vs. BWET - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DJCB ETRACS Bloomberg Commodity Index Total Return ETN Series B | 0.00% | 0.00% | 3.39% | 0.45% |
BWET Breakwave Tanker Shipping ETF | 503.80% | 96.22% | -39.21% | 15.94% |
Returns By Period
DJCB
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BWET
- 1D
- 18.09%
- 1M
- 58.86%
- YTD
- 503.80%
- 6M
- 756.55%
- 1Y
- 976.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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DJCB vs. BWET - Expense Ratio Comparison
DJCB has a 0.50% expense ratio, which is lower than BWET's 3.50% expense ratio.
Return for Risk
DJCB vs. BWET — Risk / Return Rank
DJCB
BWET
DJCB vs. BWET - 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 Breakwave Tanker Shipping ETF (BWET). 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.
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Sharpe Ratios by Period
| DJCB | BWET | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 11.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 1.66 | — |
Correlation
The correlation between DJCB and BWET is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DJCB vs. BWET - Dividend Comparison
Neither DJCB nor BWET has paid dividends to shareholders.
Drawdowns
DJCB vs. BWET - Drawdown Comparison
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Drawdown Indicators
| DJCB | BWET | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.90% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -28.84% | — |
Current DrawdownCurrent decline from peak | — | -4.91% | — |
Average DrawdownAverage peak-to-trough decline | — | -24.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 10.20% | — |
Volatility
DJCB vs. BWET - Volatility Comparison
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Volatility by Period
| DJCB | BWET | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 51.29% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 74.48% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 84.73% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 65.29% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 65.29% | — |