DJP vs. LYTR.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iPath Bloomberg Commodity Index Total Return ETN (DJP) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE).

DJP and LYTR.DE 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. LYTR.DE is a passively managed fund by Amundi that tracks the performance of the Bloomberg Energy and Metals Equal-Weighted. It was launched on Feb 21, 2019. Both DJP and LYTR.DE 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. LYTR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Bloomberg Commodity Index Total Return ETN (DJP) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE). The values are adjusted to include any dividend payments, if applicable.

DJP vs. LYTR.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DJP iPath Bloomberg Commodity Index Total Return ETN	26.62%	17.20%	5.59%	-9.85%	17.46%	31.05%	-4.12%	7.63%	-13.07%	0.74%
LYTR.DE Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc	23.69%	32.78%	6.83%	-12.43%	20.05%	40.39%	-11.64%	11.96%	-10.60%	0.47%

Different Trading Currencies

DJP is traded in USD, while LYTR.DE is traded in EUR. To make them comparable, the LYTR.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DJP achieves a 26.62% return, which is significantly higher than LYTR.DE's 23.69% return. Over the past 10 years, DJP has underperformed LYTR.DE with an annualized return of 8.41%, while LYTR.DE has yielded a comparatively higher 10.12% annualized return.

DJP

• 1D: -1.08%
• 1M: 9.10%
• YTD: 26.62%
• 6M: 33.73%
• 1Y: 34.63%
• 3Y*: 14.66%
• 5Y*: 14.92%
• 10Y*: 8.41%

LYTR.DE

• 1D: -0.99%
• 1M: 9.59%
• YTD: 23.69%
• 6M: 42.06%
• 1Y: 53.16%
• 3Y*: 19.19%
• 5Y*: 18.37%
• 10Y*: 10.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DJP vs. LYTR.DE - Expense Ratio Comparison

DJP has a 0.70% expense ratio, which is higher than LYTR.DE's 0.30% expense ratio.

DJP

iPath Bloomberg Commodity Index Total Return ETN

LYTR.DE

Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc

Return for Risk

DJP vs. LYTR.DE — Risk / Return Rank

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

DJP

DJP Risk / Return Rank: 85
DJP Sharpe Ratio Rank: 86
DJP Sortino Ratio Rank: 85
DJP Omega Ratio Rank: 82
DJP Calmar Ratio Rank: 91
DJP Martin Ratio Rank: 79

LYTR.DE

LYTR.DE Risk / Return Rank: 86
LYTR.DE Sharpe Ratio Rank: 86
LYTR.DE Sortino Ratio Rank: 84
LYTR.DE Omega Ratio Rank: 82
LYTR.DE Calmar Ratio Rank: 93
LYTR.DE Martin Ratio Rank: 84

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. LYTR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Bloomberg Commodity Index Total Return ETN (DJP) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE). 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	LYTR.DE	Difference
Sharpe ratio Return per unit of total volatility	1.80	2.29	-0.49
Sortino ratio Return per unit of downside risk	2.36	2.78	-0.42
Omega ratio Gain probability vs. loss probability	1.33	1.41	-0.07
Calmar ratio Return relative to maximum drawdown	3.28	4.23	-0.95
Martin ratio Return relative to average drawdown	8.99	14.45	-5.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DJP vs. LYTR.DE - Sharpe Ratio Comparison

The current DJP Sharpe Ratio is 1.80, which is comparable to the LYTR.DE Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of DJP and LYTR.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DJP	LYTR.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	2.29	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.94	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.55	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.10	-0.10

Correlation

The correlation between DJP and LYTR.DE is 0.68, 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. LYTR.DE - Dividend Comparison

Neither DJP nor LYTR.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

DJP vs. LYTR.DE - Drawdown Comparison

The maximum DJP drawdown since its inception was -78.35%, roughly equal to the maximum LYTR.DE drawdown of -77.75%. Use the drawdown chart below to compare losses from any high point for DJP and LYTR.DE.

Drawdown Indicators

	DJP	LYTR.DE	Difference
Max Drawdown Largest peak-to-trough decline	-78.35%	-67.69%	-10.66%
Max Drawdown (1Y) Largest decline over 1 year	-10.64%	-13.43%	+2.79%
Max Drawdown (5Y) Largest decline over 5 years	-28.98%	-30.29%	+1.31%
Max Drawdown (10Y) Largest decline over 10 years	-38.36%	-44.60%	+6.24%
Current Drawdown Current decline from peak	-34.88%	-1.35%	-33.53%
Average Drawdown Average peak-to-trough decline	-51.02%	-31.54%	-19.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.88%	4.20%	-0.32%

Volatility

DJP vs. LYTR.DE - Volatility Comparison

iPath Bloomberg Commodity Index Total Return ETN (DJP) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) have volatilities of 8.27% and 8.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DJP	LYTR.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.27%	8.36%	-0.09%
Volatility (6M) Calculated over the trailing 6-month period	15.27%	18.96%	-3.69%
Volatility (1Y) Calculated over the trailing 1-year period	19.36%	23.18%	-3.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.78%	19.38%	-0.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.00%	18.18%	-1.18%