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DJCB vs. BWET
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DJCB vs. BWET - 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 Breakwave Tanker Shipping ETF (BWET). The values are adjusted to include any dividend payments, if applicable.

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DJCB vs. BWET - Yearly Performance Comparison


2026 (YTD)202520242023
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

DJCB

BWET
BWET Risk / Return Rank: 9999
Overall Rank
BWET Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BWET Sortino Ratio Rank: 9999
Sortino Ratio Rank
BWET Omega Ratio Rank: 9898
Omega Ratio Rank
BWET Calmar Ratio Rank: 9999
Calmar Ratio Rank
BWET Martin Ratio Rank: 9999
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. 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.

DJCB vs. BWET - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DJCBBWETDifference

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.


Tickers have no history of dividend payments

Drawdowns

DJCB vs. BWET - Drawdown Comparison


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Drawdown Indicators


DJCBBWETDifference

Max Drawdown

Largest peak-to-trough decline

-56.90%

Max Drawdown (1Y)

Largest decline over 1 year

-28.84%

Current Drawdown

Current decline from peak

-4.91%

Average Drawdown

Average peak-to-trough decline

-24.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.20%

Volatility

DJCB vs. BWET - Volatility Comparison


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Volatility by Period


DJCBBWETDifference

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%