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

Correlation

The correlation between DJCB and FSTA is 0.16, 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.


-0.50.00.51.00.2

Performance

DJCB vs. FSTA - 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 Fidelity MSCI Consumer Staples Index ETF (FSTA). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.13%
3.70%
DJCB
FSTA

Key characteristics

Returns By Period


DJCB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FSTA

YTD

4.65%

1M

5.66%

6M

4.46%

1Y

16.54%

5Y*

8.76%

10Y*

8.35%

*Annualized

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DJCB vs. FSTA - Expense Ratio Comparison

DJCB has a 0.50% expense ratio, which is higher than FSTA's 0.08% expense ratio.


DJCB
ETRACS Bloomberg Commodity Index Total Return ETN Series B
Expense ratio chart for DJCB: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for FSTA: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

DJCB vs. FSTA — 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

FSTA
The Risk-Adjusted Performance Rank of FSTA is 6969
Overall Rank
The Sharpe Ratio Rank of FSTA is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTA is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FSTA is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FSTA is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FSTA is 6363
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. FSTA - 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 Fidelity MSCI Consumer Staples Index ETF (FSTA). 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.


Sharpe ratio
The chart of Sharpe ratio for DJCB, currently valued at 0.22, compared to the broader market0.002.004.000.221.76
The chart of Sortino ratio for DJCB, currently valued at 0.53, compared to the broader market0.005.0010.000.532.59
The chart of Omega ratio for DJCB, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.31
The chart of Calmar ratio for DJCB, currently valued at 0.23, compared to the broader market0.005.0010.0015.0020.000.232.45
The chart of Martin ratio for DJCB, currently valued at 0.91, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.917.47
DJCB
FSTA


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.22
1.76
DJCB
FSTA

Dividends

DJCB vs. FSTA - Dividend Comparison

DJCB has not paid dividends to shareholders, while FSTA's dividend yield for the trailing twelve months is around 2.15%.


TTM20242023202220212020201920182017201620152014
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%0.00%0.00%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.15%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%2.24%

Drawdowns

DJCB vs. FSTA - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-21.97%
-1.09%
DJCB
FSTA

Volatility

DJCB vs. FSTA - Volatility Comparison

The current volatility for ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB) is 0.00%, while Fidelity MSCI Consumer Staples Index ETF (FSTA) has a volatility of 3.98%. This indicates that DJCB experiences smaller price fluctuations and is considered to be less risky than FSTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February0
3.98%
DJCB
FSTA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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