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FEIG vs. BCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEIG vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEIG achieves a 0.68% return, which is significantly lower than BCD's 11.14% return.


FEIG

1D
0.16%
1M
0.73%
YTD
0.68%
6M
0.82%
1Y
4.85%
3Y*
4.96%
5Y*
10Y*

BCD

1D
-1.38%
1M
-7.90%
YTD
11.14%
6M
9.67%
1Y
18.61%
3Y*
10.61%
5Y*
10.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEIG vs. BCD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
0.68%7.31%1.75%8.57%-15.91%-1.54%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
11.14%15.71%6.20%-7.58%18.38%6.13%

Correlation

The correlation between FEIG and BCD is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.22

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2021

0.01

The correlation between FEIG and BCD shifts across timeframes, from -0.22 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FEIG vs. BCD — Risk / Return Rank

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

FEIG
FEIG Risk / Return Rank: 3434
Overall Rank
FEIG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FEIG Sortino Ratio Rank: 3333
Sortino Ratio Rank
FEIG Omega Ratio Rank: 3030
Omega Ratio Rank
FEIG Calmar Ratio Rank: 3737
Calmar Ratio Rank
FEIG Martin Ratio Rank: 3636
Martin Ratio Rank

BCD
BCD Risk / Return Rank: 3939
Overall Rank
BCD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 3737
Sortino Ratio Rank
BCD Omega Ratio Rank: 3939
Omega Ratio Rank
BCD Calmar Ratio Rank: 3535
Calmar Ratio Rank
BCD Martin Ratio Rank: 4343
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.

FEIG vs. BCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.


FEIGBCDDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratioReturn relative to maximum drawdown

1.74

1.69

+0.04

Martin ratioReturn relative to average drawdown

5.15

6.74

-1.59

FEIG vs. BCD - Sharpe Ratio Comparison

The current FEIG Sharpe Ratio is 1.11, which is comparable to the BCD Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FEIG and BCD, 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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Drawdowns

FEIG vs. BCD - Drawdown Comparison

The maximum FEIG drawdown since its inception was -22.26%, smaller than the maximum BCD drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for FEIG and BCD.


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Drawdown Indicators


FEIGBCDDifference

Max Drawdown

Largest peak-to-trough decline

-22.26%

-29.81%

+7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-11.04%

+8.23%

Max Drawdown (3Y)

Largest decline over 3 years

-6.67%

-11.04%

+4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

Current Drawdown

Current decline from peak

-1.36%

-11.04%

+9.68%

Average Drawdown

Average peak-to-trough decline

-9.42%

-9.84%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

2.80%

-1.86%

Volatility

FEIG vs. BCD - Volatility Comparison

The current volatility for FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) is 1.20%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 3.34%. This indicates that FEIG experiences smaller price fluctuations and is considered to be less risky than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEIGBCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

3.34%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

12.01%

-8.66%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

13.99%

-9.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.37%

15.38%

-8.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.37%

13.90%

-6.53%

FEIG vs. BCD - Expense Ratio Comparison

FEIG has a 0.12% expense ratio, which is lower than BCD's 0.29% expense ratio.


Dividends

FEIG vs. BCD - Dividend Comparison

FEIG's dividend yield for the trailing twelve months is around 4.74%, less than BCD's 15.49% yield.


PositionTTM202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
15.49%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
4.74%4.84%4.65%4.21%2.99%0.55%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FEIG and BCD have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCD has higher volatility (3.34%) compared to FEIG (1.20%). In terms of maximum drawdown, FEIG dropped -22.26% vs BCD's -29.81%.

On 3-year performance, BCD leads with 10.61% vs 4.96% for FEIG. On fees, FEIG is cheaper at 0.12% per year. On volatility, FEIG has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BCD has performed better with a 10.61% return vs 4.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FEIG is cheaper with a 0.12% expense ratio, compared with 0.29% for BCD.

BCD has the higher dividend yield at 15.49%, compared with 4.74% for FEIG.

FEIG is categorized as Corporate Bonds, while BCD is Commodities. They also come from different issuers: FlexShares and Aberdeen. Their fees differ too: 0.12% for FEIG and 0.29% for BCD.

BCD currently has the higher Sharpe Ratio (1.34 vs 1.11), 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

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