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DJP vs. GRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJP vs. GRN - 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 Series B Carbon ETN (GRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DJP achieves a 30.63% return, which is significantly higher than GRN's -8.60% return.


DJP

1D
0.02%
1M
-3.31%
YTD
30.63%
6M
29.34%
1Y
44.52%
3Y*
17.94%
5Y*
12.46%
10Y*
7.36%

GRN

1D
-0.42%
1M
8.55%
YTD
-8.60%
6M
-4.48%
1Y
9.03%
3Y*
0.39%
5Y*
9.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJP vs. GRN - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DJP
iPath Bloomberg Commodity Index Total Return ETN
30.63%17.20%5.59%-9.85%17.46%31.05%-4.12%3.44%
GRN
iPath Series B Carbon ETN
-8.60%20.33%-7.34%-2.99%-0.07%147.21%30.47%-8.41%

Correlation

The correlation between DJP and GRN is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2019

0.13

The correlation between DJP and GRN shifts across timeframes, from 0.00 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DJP vs. GRN — Risk / Return Rank

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

DJP
DJP Risk / Return Rank: 7272
Overall Rank
DJP Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DJP Sortino Ratio Rank: 6262
Sortino Ratio Rank
DJP Omega Ratio Rank: 6969
Omega Ratio Rank
DJP Calmar Ratio Rank: 8888
Calmar Ratio Rank
DJP Martin Ratio Rank: 7171
Martin Ratio Rank

GRN
GRN Risk / Return Rank: 1313
Overall Rank
GRN Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GRN Sortino Ratio Rank: 1313
Sortino Ratio Rank
GRN Omega Ratio Rank: 1414
Omega Ratio Rank
GRN Calmar Ratio Rank: 1212
Calmar Ratio Rank
GRN Martin Ratio Rank: 1313
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. GRN - 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 Series B Carbon ETN (GRN). 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.


DJPGRNDifference
Sharpe ratioReturn per unit of total volatility

+2.04

Sortino ratioReturn per unit of downside risk

+2.34

Omega ratioGain probability vs. loss probability

1.42

1.08

+0.34

Calmar ratioReturn relative to maximum drawdown

5.20

0.30

+4.90

Martin ratioReturn relative to average drawdown

13.30

0.77

+12.53

DJP vs. GRN - Sharpe Ratio Comparison

The current DJP Sharpe Ratio is 2.36, which is higher than the GRN Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of DJP and GRN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DJPGRNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

0.33

+2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.24

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.42

-0.41

Drawdowns

DJP vs. GRN - Drawdown Comparison

The maximum DJP drawdown since its inception was -78.35%, which is greater than GRN's maximum drawdown of -47.96%. Use the drawdown chart below to compare losses from any high point for DJP and GRN.


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Drawdown Indicators


DJPGRNDifference

Max Drawdown

Largest peak-to-trough decline

-78.35%

-47.96%

-30.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-30.39%

+21.78%

Max Drawdown (3Y)

Largest decline over 3 years

-13.41%

-45.30%

+31.89%

Max Drawdown (5Y)

Largest decline over 5 years

-28.98%

-47.96%

+18.98%

Max Drawdown (10Y)

Largest decline over 10 years

-38.36%

Current Drawdown

Current decline from peak

-32.82%

-19.73%

-13.09%

Average Drawdown

Average peak-to-trough decline

-50.86%

-17.54%

-33.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

11.83%

-8.47%

Volatility

DJP vs. GRN - Volatility Comparison

The current volatility for iPath Bloomberg Commodity Index Total Return ETN (DJP) is 5.85%, while iPath Series B Carbon ETN (GRN) has a volatility of 6.65%. This indicates that DJP experiences smaller price fluctuations and is considered to be less risky than GRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DJPGRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

6.65%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

16.64%

24.47%

-7.83%

Volatility (1Y)

Calculated over the trailing 1-year period

18.92%

27.74%

-8.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

39.82%

-20.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

41.95%

-24.89%

DJP vs. GRN - Expense Ratio Comparison

DJP has a 0.70% expense ratio, which is lower than GRN's 0.75% expense ratio.


Dividends

DJP vs. GRN - Dividend Comparison

Neither DJP nor GRN has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DJP and GRN have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GRN has higher volatility (6.65%) compared to DJP (5.85%). In terms of maximum drawdown, DJP dropped -78.35% vs GRN's -47.96%.

On 5-year performance, DJP leads with 12.46% vs 9.52% for GRN. On fees, DJP is cheaper at 0.70% per year. On volatility, DJP has been the lower-risk option at 5.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DJP has performed better with a 12.46% return vs 9.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DJP is cheaper with a 0.70% expense ratio, compared with 0.75% for GRN.

DJP and GRN have nearly identical dividend yields, around 0.00%.

DJP tracks Bloomberg Commodity Index, while GRN tracks Barclays Global Carbon II Index. Their fees differ too: 0.70% for DJP and 0.75% for GRN.

DJP currently has the higher Sharpe Ratio (2.36 vs 0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DJP and GRN

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