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DJP vs. CAPE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DJP vs. CAPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Bloomberg Commodity Index Total Return ETN (DJP) and iPath Shiller CAPE ETN (CAPE). The values are adjusted to include any dividend payments, if applicable.

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DJP vs. CAPE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DJP
iPath Bloomberg Commodity Index Total Return ETN
28.00%17.20%5.59%-9.85%-9.82%
CAPE
iPath Shiller CAPE ETN
-4.29%9.10%14.40%27.65%-15.28%

Returns By Period

In the year-to-date period, DJP achieves a 28.00% return, which is significantly higher than CAPE's -4.29% 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%

CAPE

1D
2.22%
1M
-7.33%
YTD
-4.29%
6M
-4.53%
1Y
2.96%
3Y*
12.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DJP vs. CAPE - Expense Ratio Comparison

DJP has a 0.70% expense ratio, which is higher than CAPE's 0.45% expense ratio.


Return for Risk

DJP vs. CAPE — Risk / Return Rank

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

DJP
DJP Risk / Return Rank: 8989
Overall Rank
DJP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DJP Sortino Ratio Rank: 8989
Sortino Ratio Rank
DJP Omega Ratio Rank: 8787
Omega Ratio Rank
DJP Calmar Ratio Rank: 9393
Calmar Ratio Rank
DJP Martin Ratio Rank: 8686
Martin Ratio Rank

CAPE
CAPE Risk / Return Rank: 1919
Overall Rank
CAPE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CAPE Sortino Ratio Rank: 1717
Sortino Ratio Rank
CAPE Omega Ratio Rank: 1717
Omega Ratio Rank
CAPE Calmar Ratio Rank: 2121
Calmar Ratio Rank
CAPE Martin Ratio Rank: 2323
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.

DJP vs. CAPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Bloomberg Commodity Index Total Return ETN (DJP) and iPath Shiller CAPE ETN (CAPE). 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.


DJPCAPEDifference

Sharpe ratio

Return per unit of total volatility

1.89

0.20

+1.69

Sortino ratio

Return per unit of downside risk

2.46

0.40

+2.06

Omega ratio

Gain probability vs. loss probability

1.35

1.05

+0.30

Calmar ratio

Return relative to maximum drawdown

3.53

0.37

+3.15

Martin ratio

Return relative to average drawdown

9.67

1.50

+8.18

DJP vs. CAPE - Sharpe Ratio Comparison

The current DJP Sharpe Ratio is 1.89, which is higher than the CAPE Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of DJP and CAPE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DJPCAPEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

0.20

+1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

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

0.39

-0.39

Correlation

The correlation between DJP and CAPE is 0.19, 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.


Dividends

DJP vs. CAPE - Dividend Comparison

DJP has not paid dividends to shareholders, while CAPE's dividend yield for the trailing twelve months is around 1.46%.


TTM2025202420232022
DJP
iPath Bloomberg Commodity Index Total Return ETN
0.00%0.00%0.00%0.00%0.00%
CAPE
iPath Shiller CAPE ETN
1.46%1.39%1.23%1.01%0.80%

Drawdowns

DJP vs. CAPE - Drawdown Comparison

The maximum DJP drawdown since its inception was -78.35%, which is greater than CAPE's maximum drawdown of -22.07%. Use the drawdown chart below to compare losses from any high point for DJP and CAPE.


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Drawdown Indicators


DJPCAPEDifference

Max Drawdown

Largest peak-to-trough decline

-78.35%

-22.07%

-56.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-10.89%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-28.98%

Max Drawdown (10Y)

Largest decline over 10 years

-38.36%

Current Drawdown

Current decline from peak

-34.17%

-7.33%

-26.84%

Average Drawdown

Average peak-to-trough decline

-51.02%

-5.00%

-46.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

2.71%

+1.17%

Volatility

DJP vs. CAPE - Volatility Comparison

iPath Bloomberg Commodity Index Total Return ETN (DJP) has a higher volatility of 8.13% compared to iPath Shiller CAPE ETN (CAPE) at 5.09%. This indicates that DJP's price experiences larger fluctuations and is considered to be riskier than CAPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DJPCAPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.13%

5.09%

+3.04%

Volatility (6M)

Calculated over the trailing 6-month period

15.22%

8.01%

+7.21%

Volatility (1Y)

Calculated over the trailing 1-year period

19.33%

15.07%

+4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

17.14%

+1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

17.14%

-0.14%