DJP vs. CCOM
DJP (iPath Bloomberg Commodity Index Total Return ETN) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. DJP is passively managed, while CCOM is actively managed. At a 0.26 correlation, their price movements are largely independent. DJP charges 0.70%/yr vs 0.99%/yr for CCOM.
Performance
DJP vs. CCOM - Performance Comparison
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Returns By Period
DJP
- 1D
- 2.11%
- 1M
- 0.13%
- 6M
- 17.35%
- YTD
- 22.44%
- 1Y
- 32.25%
- 3Y*
- 13.28%
- 5Y*
- 11.16%
- 10Y*
- 6.74%
CCOM
- 1D
- 0.00%
- 1M
- 0.37%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DJP vs. CCOM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DJP iPath Bloomberg Commodity Index Total Return ETN | 9.38% |
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | -3.69% |
Correlation
The correlation between DJP and CCOM is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026 | 0.26 |
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Return for Risk
DJP vs. CCOM — Risk / Return Rank
DJP
CCOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DJP vs. CCOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iPath Bloomberg Commodity Index Total Return ETN (DJP) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DJP | CCOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | — | — |
| Martin ratioReturn relative to average drawdown | 6.55 | — | — |
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Drawdowns
DJP vs. CCOM - Drawdown Comparison
The maximum DJP drawdown since its inception was -78.35%, which is greater than CCOM's maximum drawdown of -6.38%. Use the drawdown chart below to compare losses from any high point for DJP and CCOM.
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Drawdown Indicators
| DJP | CCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.35% | -6.38% | -71.97% |
Max Drawdown (1Y)Largest decline over 1 year | -16.42% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.42% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.98% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.36% | — | — |
Current DrawdownCurrent decline from peak | -37.03% | -5.65% | -31.38% |
Average DrawdownAverage peak-to-trough decline | -50.79% | -2.92% | -47.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.93% | — | — |
Volatility
DJP vs. CCOM - Volatility Comparison
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Volatility by Period
| DJP | CCOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 16.90% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.44% | 12.78% | +6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.01% | 12.78% | +6.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 12.78% | +4.27% |
DJP vs. CCOM - Expense Ratio Comparison
DJP has a 0.70% expense ratio, which is lower than CCOM's 0.99% expense ratio.
Dividends
DJP vs. CCOM - Dividend Comparison
DJP has not paid dividends to shareholders, while CCOM's dividend yield for the trailing twelve months is around 1.26%.
| Position | TTM |
|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | 1.26% |
DJP iPath Bloomberg Commodity Index Total Return ETN | 0.00% |
Frequently Asked Questions
DJP and CCOM have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DJP is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DJP is cheaper with a 0.70% expense ratio, compared with 0.99% for CCOM.
CCOM has the higher dividend yield at 1.26%, compared with 0.00% for DJP.
They also come from different issuers: Barclays Capital and Simplify. Their fees differ too: 0.70% for DJP and 0.99% for CCOM.
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