DJP vs. BCD
Compare and contrast key facts about iPath Bloomberg Commodity Index Total Return ETN (DJP) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD).
DJP and BCD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJP is a passively managed fund by Barclays Capital that tracks the performance of the Bloomberg Commodity Index. It was launched on Jun 6, 2006. BCD is an actively managed fund by Aberdeen. It was launched on Mar 30, 2017.
Performance
DJP vs. BCD - Performance Comparison
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DJP vs. BCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DJP iPath Bloomberg Commodity Index Total Return ETN | 28.00% | 17.20% | 5.59% | -9.85% | 17.46% | 31.05% | -4.12% | 7.63% | -13.07% | 3.78% |
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 15.57% | 15.71% | 6.20% | -7.58% | 18.38% | 31.87% | 4.76% | 7.34% | -8.65% | 3.08% |
Returns By Period
In the year-to-date period, DJP achieves a 28.00% return, which is significantly higher than BCD's 15.57% return.
DJP
- 1D
- 0.08%
- 1M
- 12.77%
- YTD
- 28.00%
- 6M
- 35.84%
- 1Y
- 36.34%
- 3Y*
- 15.08%
- 5Y*
- 15.17%
- 10Y*
- 8.53%
BCD
- 1D
- -0.67%
- 1M
- 4.50%
- YTD
- 15.57%
- 6M
- 21.94%
- 1Y
- 22.76%
- 3Y*
- 11.07%
- 5Y*
- 13.81%
- 10Y*
- —
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DJP vs. BCD - Expense Ratio Comparison
DJP has a 0.70% expense ratio, which is higher than BCD's 0.29% expense ratio.
Return for Risk
DJP vs. BCD — Risk / Return Rank
DJP
BCD
DJP vs. BCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iPath Bloomberg Commodity Index Total Return ETN (DJP) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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 | BCD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 1.51 | +0.38 |
Sortino ratioReturn per unit of downside risk | 2.46 | 2.02 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.29 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.53 | 2.42 | +1.11 |
Martin ratioReturn relative to average drawdown | 9.67 | 7.58 | +2.10 |
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 | BCD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.51 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.90 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.65 | -0.65 |
Correlation
The correlation between DJP and BCD is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DJP vs. BCD - Dividend Comparison
DJP has not paid dividends to shareholders, while BCD's dividend yield for the trailing twelve months is around 14.89%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DJP iPath Bloomberg Commodity Index Total Return ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 14.89% | 17.21% | 3.60% | 4.51% | 5.21% | 8.30% | 1.29% | 1.55% | 1.59% | 0.07% |
Drawdowns
DJP vs. BCD - Drawdown Comparison
The maximum DJP drawdown since its inception was -78.35%, which is greater than BCD's maximum drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for DJP and BCD.
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Drawdown Indicators
| DJP | BCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.35% | -29.81% | -48.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -9.75% | -0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -28.98% | -23.03% | -5.95% |
Max Drawdown (10Y)Largest decline over 10 years | -38.36% | — | — |
Current DrawdownCurrent decline from peak | -34.17% | -2.53% | -31.64% |
Average DrawdownAverage peak-to-trough decline | -51.02% | -10.01% | -41.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 3.11% | +0.77% |
Volatility
DJP vs. BCD - Volatility Comparison
iPath Bloomberg Commodity Index Total Return ETN (DJP) has a higher volatility of 8.13% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 5.53%. This indicates that DJP's price experiences larger fluctuations and is considered to be riskier than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJP | BCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.13% | 5.53% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 11.60% | +3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 15.15% | +4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 15.42% | +3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 13.93% | +3.07% |