DJP vs. ATMP
DJP (iPath Bloomberg Commodity Index Total Return ETN) and ATMP (Barclays ETN+ Select MLP ETN) are both exchange-traded funds - DJP is a Commodities fund tracking the Bloomberg Commodity Index, while ATMP is a MLPs fund tracking the CIBC Atlas Select MLP VWAP. Both are passively managed. Over the past 10 years, DJP returned 7.36%/yr vs 4.90%/yr for ATMP. At a 0.42 correlation, their price movements are largely independent. DJP charges 0.70%/yr vs 0.95%/yr for ATMP.
Performance
DJP vs. ATMP - Performance Comparison
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Returns By Period
In the year-to-date period, DJP achieves a 30.63% return, which is significantly higher than ATMP's 20.02% return. Over the past 10 years, DJP has outperformed ATMP with an annualized return of 7.36%, while ATMP has yielded a comparatively lower 4.90% annualized return.
DJP
- 1D
- 0.02%
- 1M
- -3.31%
- YTD
- 30.63%
- 6M
- 29.34%
- 1Y
- 44.52%
- 3Y*
- 17.94%
- 5Y*
- 12.46%
- 10Y*
- 7.36%
ATMP
- 1D
- 0.07%
- 1M
- -2.32%
- YTD
- 20.02%
- 6M
- 19.57%
- 1Y
- 18.01%
- 3Y*
- 21.17%
- 5Y*
- 15.87%
- 10Y*
- 4.90%
DJP vs. ATMP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DJP iPath Bloomberg Commodity Index Total Return ETN | 30.63% | 17.20% | 5.59% | -9.85% | 17.46% | 31.05% | -4.12% | 7.63% | -13.07% | 0.74% |
ATMP Barclays ETN+ Select MLP ETN | 20.02% | 1.73% | 31.66% | 14.51% | 20.71% | 33.06% | -34.39% | 0.39% | -14.55% | -11.89% |
Correlation
The correlation between DJP and ATMP is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2013 | 0.42 |
The correlation between DJP and ATMP shifts across timeframes, from 0.31 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DJP vs. ATMP — Risk / Return Rank
DJP
ATMP
DJP vs. ATMP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iPath Bloomberg Commodity Index Total Return ETN (DJP) and Barclays ETN+ Select MLP ETN (ATMP). 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.
| DJP | ATMP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.23 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 5.20 | 2.51 | +2.69 |
| Martin ratioReturn relative to average drawdown | 13.30 | 6.16 | +7.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DJP | ATMP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 1.31 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.72 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.18 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.09 | -0.09 |
Drawdowns
DJP vs. ATMP - Drawdown Comparison
The maximum DJP drawdown since its inception was -78.35%, roughly equal to the maximum ATMP drawdown of -80.86%. Use the drawdown chart below to compare losses from any high point for DJP and ATMP.
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Drawdown Indicators
| DJP | ATMP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.35% | -80.86% | +2.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.61% | -7.26% | -1.35% |
Max Drawdown (3Y)Largest decline over 3 years | -13.41% | -16.48% | +3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -28.98% | -22.98% | -6.00% |
Max Drawdown (10Y)Largest decline over 10 years | -38.36% | -75.66% | +37.30% |
Current DrawdownCurrent decline from peak | -32.82% | -6.07% | -26.75% |
Average DrawdownAverage peak-to-trough decline | -50.86% | -31.15% | -19.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 2.95% | +0.41% |
Volatility
DJP vs. ATMP - Volatility Comparison
iPath Bloomberg Commodity Index Total Return ETN (DJP) and Barclays ETN+ Select MLP ETN (ATMP) have volatilities of 5.85% and 5.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJP | ATMP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 5.61% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | 10.72% | +5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.92% | 14.00% | +4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 22.23% | -3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 27.68% | -10.62% |
DJP vs. ATMP - Expense Ratio Comparison
DJP has a 0.70% expense ratio, which is lower than ATMP's 0.95% expense ratio.
Dividends
DJP vs. ATMP - Dividend Comparison
Neither DJP nor ATMP has paid dividends to shareholders.
Frequently Asked Questions
DJP and ATMP have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DJP has higher volatility (5.85%) compared to ATMP (5.61%). In terms of maximum drawdown, DJP dropped -78.35% vs ATMP's -80.86%.
On 10-year performance, DJP leads with 7.36% vs 4.90% for ATMP. On fees, DJP is cheaper at 0.70% per year. On volatility, ATMP has been the lower-risk option at 5.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DJP has performed better with a 7.36% return vs 4.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DJP is cheaper with a 0.70% expense ratio, compared with 0.95% for ATMP.
DJP and ATMP have nearly identical dividend yields, around 0.00%.
DJP is categorized as Commodities, while ATMP is MLPs. DJP tracks Bloomberg Commodity Index, while ATMP tracks CIBC Atlas Select MLP VWAP. Their fees differ too: 0.70% for DJP and 0.95% for ATMP.
DJP currently has the higher Sharpe Ratio (2.36 vs 1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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