DJP vs. BOIL
Compare and contrast key facts about iPath Bloomberg Commodity Index Total Return ETN (DJP) and ProShares Ultra Bloomberg Natural Gas (BOIL).
DJP and BOIL 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. BOIL is a passively managed fund by ProShares that tracks the performance of the Dow Jones-UBS Natural Gas Subindex (200%). It was launched on Oct 4, 2011. Both DJP and BOIL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DJP vs. BOIL - Performance Comparison
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DJP vs. BOIL - 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% | 0.74% |
BOIL ProShares Ultra Bloomberg Natural Gas | -29.61% | -58.98% | -60.75% | -92.00% | -31.85% | 23.84% | -74.74% | -67.70% | -20.55% | -65.72% |
Returns By Period
In the year-to-date period, DJP achieves a 28.00% return, which is significantly higher than BOIL's -29.61% return. Over the past 10 years, DJP has outperformed BOIL with an annualized return of 8.53%, while BOIL has yielded a comparatively lower -55.56% annualized 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%
BOIL
- 1D
- 0.75%
- 1M
- -1.95%
- YTD
- -29.61%
- 6M
- -46.25%
- 1Y
- -81.20%
- 3Y*
- -64.52%
- 5Y*
- -62.47%
- 10Y*
- -55.56%
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DJP vs. BOIL - Expense Ratio Comparison
DJP has a 0.70% expense ratio, which is lower than BOIL's 1.31% expense ratio.
Return for Risk
DJP vs. BOIL — Risk / Return Rank
DJP
BOIL
DJP vs. BOIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iPath Bloomberg Commodity Index Total Return ETN (DJP) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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 | BOIL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | -0.68 | +2.56 |
Sortino ratioReturn per unit of downside risk | 2.46 | -1.00 | +3.46 |
Omega ratioGain probability vs. loss probability | 1.35 | 0.88 | +0.47 |
Calmar ratioReturn relative to maximum drawdown | 3.53 | -0.99 | +4.51 |
Martin ratioReturn relative to average drawdown | 9.67 | -1.33 | +11.00 |
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 | BOIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | -0.68 | +2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | -0.53 | +1.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | -0.55 | +1.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | -0.61 | +0.61 |
Correlation
The correlation between DJP and BOIL is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DJP vs. BOIL - Dividend Comparison
Neither DJP nor BOIL has paid dividends to shareholders.
Drawdowns
DJP vs. BOIL - Drawdown Comparison
The maximum DJP drawdown since its inception was -78.35%, smaller than the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for DJP and BOIL.
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Drawdown Indicators
| DJP | BOIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.35% | -100.00% | +21.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -81.53% | +70.89% |
Max Drawdown (5Y)Largest decline over 5 years | -28.98% | -99.88% | +70.90% |
Max Drawdown (10Y)Largest decline over 10 years | -38.36% | -99.98% | +61.62% |
Current DrawdownCurrent decline from peak | -34.17% | -100.00% | +65.83% |
Average DrawdownAverage peak-to-trough decline | -51.02% | -93.51% | +42.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 60.91% | -57.03% |
Volatility
DJP vs. BOIL - Volatility Comparison
The current volatility for iPath Bloomberg Commodity Index Total Return ETN (DJP) is 8.13%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 29.44%. This indicates that DJP experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJP | BOIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.13% | 29.44% | -21.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 109.34% | -94.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 120.51% | -101.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 118.61% | -99.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 101.94% | -84.94% |