PortfoliosLab logoPortfoliosLab logo
DJP vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJP vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Bloomberg Commodity Index Total Return ETN (DJP) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DJP achieves a 18.90% return, which is significantly higher than SPY's 9.74% return. Over the past 10 years, DJP has underperformed SPY with an annualized return of 6.40%, while SPY has yielded a comparatively higher 15.70% annualized return.


DJP

1D
-0.64%
1M
-9.66%
YTD
18.90%
6M
18.62%
1Y
24.89%
3Y*
13.17%
5Y*
11.12%
10Y*
6.40%

SPY

1D
-0.31%
1M
0.09%
YTD
9.74%
6M
9.27%
1Y
26.65%
3Y*
21.27%
5Y*
13.51%
10Y*
15.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJP vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DJP
iPath Bloomberg Commodity Index Total Return ETN
18.90%17.20%5.59%-9.85%17.46%31.05%-4.12%7.63%-13.07%0.74%
SPY
State Street SPDR S&P 500 ETF
9.74%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between DJP and SPY is -0.07, 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

-0.07

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

0.09

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

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2006

0.31

The correlation between DJP and SPY shifts across timeframes, from -0.07 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DJP vs. SPY — Risk / Return Rank

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

DJP
DJP Risk / Return Rank: 3838
Overall Rank
DJP Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DJP Sortino Ratio Rank: 3434
Sortino Ratio Rank
DJP Omega Ratio Rank: 3737
Omega Ratio Rank
DJP Calmar Ratio Rank: 3838
Calmar Ratio Rank
DJP Martin Ratio Rank: 4343
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6868
Overall Rank
SPY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPY Omega Ratio Rank: 6868
Omega Ratio Rank
SPY Calmar Ratio Rank: 6363
Calmar Ratio Rank
SPY Martin Ratio Rank: 7474
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Bloomberg Commodity Index Total Return ETN (DJP) and State Street SPDR S&P 500 ETF (SPY). 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.


DJPSPYDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

1.24

1.39

-0.15

Calmar ratioReturn relative to maximum drawdown

1.87

3.01

-1.15

Martin ratioReturn relative to average drawdown

6.85

13.54

-6.68

DJP vs. SPY - Sharpe Ratio Comparison

The current DJP Sharpe Ratio is 1.30, which is lower than the SPY Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of DJP and SPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DJP vs. SPY - Drawdown Comparison

The maximum DJP drawdown since its inception was -78.35%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DJP and SPY.


Loading charts...

Drawdown Indicators


DJPSPYDifference

Max Drawdown

Largest peak-to-trough decline

-78.35%

-55.19%

-23.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-8.88%

-4.52%

Max Drawdown (3Y)

Largest decline over 3 years

-13.41%

-18.76%

+5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-28.98%

-24.50%

-4.48%

Max Drawdown (10Y)

Largest decline over 10 years

-38.36%

-33.72%

-4.64%

Current Drawdown

Current decline from peak

-38.85%

-1.75%

-37.10%

Average Drawdown

Average peak-to-trough decline

-50.82%

-9.04%

-41.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

1.97%

+2.03%

Volatility

DJP vs. SPY - Volatility Comparison

The current volatility for iPath Bloomberg Commodity Index Total Return ETN (DJP) is 4.14%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 4.64%. This indicates that DJP experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DJPSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

4.64%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

16.84%

9.75%

+7.09%

Volatility (1Y)

Calculated over the trailing 1-year period

19.22%

12.43%

+6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.94%

17.14%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

17.99%

-0.93%

DJP vs. SPY - Expense Ratio Comparison

DJP has a 0.70% expense ratio, which is higher than SPY's 0.09% expense ratio.


Dividends

DJP vs. SPY - Dividend Comparison

DJP has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.01%.


PositionTTM20252024202320222021202020192018201720162015
DJP
iPath Bloomberg Commodity Index Total Return ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.01%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions


DJP and SPY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPY has higher volatility (4.64%) compared to DJP (4.14%). In terms of maximum drawdown, DJP dropped -78.35% vs SPY's -55.19%.

On 10-year performance, SPY leads with 15.70% vs 6.40% for DJP. On fees, SPY is cheaper at 0.09% per year. On volatility, DJP has been the lower-risk option at 4.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPY has performed better with a 15.70% return vs 6.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPY is cheaper with a 0.09% expense ratio, compared with 0.70% for DJP.

SPY has the higher dividend yield at 1.01%, compared with 0.00% for DJP.

DJP is categorized as Commodities, while SPY is S&P 500. DJP tracks Bloomberg Commodity Index, while SPY tracks S&P 500 Index. They also come from different issuers: Barclays Capital and State Street. Their fees differ too: 0.70% for DJP and 0.09% for SPY.

SPY currently has the higher Sharpe Ratio (2.16 vs 1.30), 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 SPY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer