DJCB vs. COM

Last updated Jun 4, 2026

DJCB (ETRACS Bloomberg Commodity Index Total Return ETN Series B) and COM (Direxion Auspice Broad Commodity Strategy ETF) are both Commodities funds - DJCB tracks the Bloomberg Commodity Index while COM tracks the Auspice Broad Commodity ER Index. Both are passively managed. A 0.50 correlation means they provide meaningful diversification when combined. DJCB charges 0.50%/yr vs 0.70%/yr for COM.

Performance

DJCB vs. COM - 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 Direxion Auspice Broad Commodity Strategy ETF (COM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DJCB

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COM

• 1D: -0.76%
• 1M: -2.14%
• YTD: 14.96%
• 6M: 14.36%
• 1Y: 22.41%
• 3Y*: 7.16%
• 5Y*: 8.28%
• 10Y*: —

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

DJCB vs. COM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
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%
COM Direxion Auspice Broad Commodity Strategy ETF	14.96%	7.72%	5.81%	-2.09%	9.17%	28.00%	6.63%	0.85%

Correlation

The correlation between DJCB and COM is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (All Time) Calculated using the full available price history since Oct 28, 2019	0.50

The correlation between DJCB and COM shifts across timeframes, from 0.31 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DJCB vs. COM — Risk / Return Rank

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

COM

COM Risk / Return Rank: 70
COM Sharpe Ratio Rank: 64
COM Sortino Ratio Rank: 60
COM Omega Ratio Rank: 67
COM Calmar Ratio Rank: 87
COM Martin Ratio Rank: 75

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. COM - 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 Direxion Auspice Broad Commodity Strategy ETF (COM). 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.

Sharpe Ratios by Period

	DJCB	COM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.16	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.72	—

Drawdowns

Drawdown Indicators

	DJCB	COM	Difference
Max Drawdown Largest peak-to-trough decline	—	-15.95%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-4.55%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-8.50%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-14.02%	—
Current Drawdown Current decline from peak	—	-4.55%	—
Average Drawdown Average peak-to-trough decline	—	-6.28%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.56%	—

Volatility

Volatility by Period

	DJCB	COM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	10.41%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	9.60%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	9.77%	—

DJCB vs. COM - Expense Ratio Comparison

DJCB has a 0.50% expense ratio, which is lower than COM's 0.70% expense ratio.

Dividends

DJCB vs. COM - Dividend Comparison

DJCB has not paid dividends to shareholders, while COM's dividend yield for the trailing twelve months is around 2.46%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
COM Direxion Auspice Broad Commodity Strategy ETF	2.46%	2.99%	3.88%	3.80%	8.59%	10.32%	0.13%	1.09%	2.36%	0.09%
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%

Frequently Asked Questions

Can I hold both DJCB and COM in my portfolio?

DJCB and COM have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DJCB or COM?

On fees, DJCB is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DJCB or COM?

DJCB is cheaper with a 0.50% expense ratio, compared with 0.70% for COM.

Which ETF pays a higher dividend yield, DJCB or COM?

COM has the higher dividend yield at 2.46%, compared with 0.00% for DJCB.

What is the main difference between DJCB and COM?

DJCB tracks Bloomberg Commodity Index, while COM tracks Auspice Broad Commodity ER Index. They also come from different issuers: UBS and Direxion. Their fees differ too: 0.50% for DJCB and 0.70% for COM.