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DJCB vs. FSTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period


DJCB

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FSTA

1D
-0.27%
1M
-4.65%
YTD
5.16%
6M
3.92%
1Y
0.25%
3Y*
7.13%
5Y*
5.90%
10Y*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJCB vs. FSTA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%
FSTA
Fidelity MSCI Consumer Staples Index ETF
5.16%1.82%13.31%2.29%-1.72%17.44%10.96%4.01%

Correlation

The correlation between DJCB and FSTA is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2019

0.13

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Return for Risk

DJCB vs. FSTA — Risk / Return Rank

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

DJCB

FSTA
FSTA Risk / Return Rank: 99
Overall Rank
FSTA Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FSTA Sortino Ratio Rank: 88
Sortino Ratio Rank
FSTA Omega Ratio Rank: 88
Omega Ratio Rank
FSTA Calmar Ratio Rank: 99
Calmar Ratio Rank
FSTA Martin Ratio Rank: 99
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. FSTA - 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 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DJCB vs. FSTA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DJCBFSTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

Drawdowns

DJCB vs. FSTA - Drawdown Comparison


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Drawdown Indicators


DJCBFSTADifference

Max Drawdown

Largest peak-to-trough decline

-25.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

Max Drawdown (3Y)

Largest decline over 3 years

-11.76%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

Max Drawdown (10Y)

Largest decline over 10 years

-25.13%

Current Drawdown

Current decline from peak

-9.10%

Average Drawdown

Average peak-to-trough decline

-3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

Volatility

DJCB vs. FSTA - Volatility Comparison


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Volatility by Period


DJCBFSTADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.56%

DJCB vs. FSTA - Expense Ratio Comparison

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


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 2.26%.


PositionTTM20252024202320222021202020192018201720162015
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
2.26%2.34%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%

Frequently Asked Questions


DJCB and FSTA have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FSTA is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FSTA is cheaper with a 0.08% expense ratio, compared with 0.50% for DJCB.

FSTA has the higher dividend yield at 2.26%, compared with 0.00% for DJCB.

DJCB is categorized as Commodities, while FSTA is Consumer Staples Equities. DJCB tracks Bloomberg Commodity Index, while FSTA tracks MSCI USA IMI Consumer Staples Index. They also come from different issuers: UBS and Fidelity. Their fees differ too: 0.50% for DJCB and 0.08% for FSTA.

Portfolio Optimizer

Find the right allocation for DJCB and FSTA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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