DJP vs. COMT

In the year-to-date period, DJP achieves a 2.62% return, which is significantly higher than COMT's -3.08% return. Over the past 10 years, DJP has underperformed COMT with an annualized return of 1.38%, while COMT has yielded a comparatively higher 2.66% annualized return.

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DJP has a 0.70% expense ratio, which is higher than COMT's 0.48% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iPath Bloomberg Commodity Index Total Return ETN (DJP) and iShares Commodities Select Strategy ETF (COMT). 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.

The current DJP Sharpe Ratio is 0.17, which is higher than the COMT Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of DJP and COMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DJP has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.06%.

The maximum DJP drawdown since its inception was -78.35%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for DJP and COMT. For additional features, visit the drawdowns tool.

The current volatility for iPath Bloomberg Commodity Index Total Return ETN (DJP) is NaN%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of NaN%. This indicates that DJP experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.