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DJCB vs. CMDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

DJCB vs. CMDY

Last updated May 11, 2025

Compare and contrast key facts about ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY).

DJCB and CMDY 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. CMDY is a passively managed fund by iShares that tracks the performance of the Bloomberg Roll Select Commodity Total Return Index. It was launched on Apr 3, 2018. Both DJCB and CMDY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DJCB or CMDY.

Correlation

The correlation between DJCB and CMDY is 0.24, 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.

Performance

DJCB vs. CMDY - 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 iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

DJCB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

CMDY

YTD

5.73%

1M

3.56%

6M

6.57%

1Y

5.19%

5Y*

12.63%

10Y*

N/A

*Annualized

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DJCB vs. CMDY - Expense Ratio Comparison

DJCB has a 0.50% expense ratio, which is higher than CMDY's 0.28% expense ratio.

DJCB
ETRACS Bloomberg Commodity Index Total Return ETN Series B
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF

Risk-Adjusted Performance

DJCB vs. CMDY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DJCB
The Risk-Adjusted Performance Rank of DJCB is 1919
Overall Rank
The Sharpe Ratio Rank of DJCB is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DJCB is 1818
Sortino Ratio Rank
The Omega Ratio Rank of DJCB is 2020
Omega Ratio Rank
The Calmar Ratio Rank of DJCB is 2020
Calmar Ratio Rank
The Martin Ratio Rank of DJCB is 1919
Martin Ratio Rank
CMDY
The Risk-Adjusted Performance Rank of CMDY is 4545
Overall Rank
The Sharpe Ratio Rank of CMDY is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of CMDY is 4949
Sortino Ratio Rank
The Omega Ratio Rank of CMDY is 4444
Omega Ratio Rank
The Calmar Ratio Rank of CMDY is 3838
Calmar Ratio Rank
The Martin Ratio Rank of CMDY is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DJCB vs. CMDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). 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.

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Dividends

DJCB vs. CMDY - Dividend Comparison

DJCB has not paid dividends to shareholders, while CMDY's dividend yield for the trailing twelve months is around 4.00%.

TTM2024202320222021202020192018
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%
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF		4.00%4.23%5.10%3.98%16.09%0.15%2.21%1.73%

Drawdowns

DJCB vs. CMDY - Drawdown Comparison

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Volatility

DJCB vs. CMDY - Volatility Comparison

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