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IBTQ vs. BCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTQ vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2035 Term Treasury ETF (IBTQ) 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, IBTQ achieves a -0.68% return, which is significantly lower than BCD's 19.57% return.


IBTQ

1D
-0.28%
1M
-0.05%
YTD
-0.68%
6M
-1.21%
1Y
4.35%
3Y*
5Y*
10Y*

BCD

1D
-0.72%
1M
-2.04%
YTD
19.57%
6M
19.32%
1Y
30.65%
3Y*
14.01%
5Y*
11.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTQ vs. BCD - Yearly Performance Comparison


Correlation

The correlation between IBTQ and BCD is -0.23, 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

-0.23

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

-0.21

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Return for Risk

IBTQ vs. BCD — Risk / Return Rank

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

IBTQ
IBTQ Risk / Return Rank: 2424
Overall Rank
IBTQ Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IBTQ Sortino Ratio Rank: 2525
Sortino Ratio Rank
IBTQ Omega Ratio Rank: 2323
Omega Ratio Rank
IBTQ Calmar Ratio Rank: 2323
Calmar Ratio Rank
IBTQ Martin Ratio Rank: 2424
Martin Ratio Rank

BCD
BCD Risk / Return Rank: 7070
Overall Rank
BCD Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 6464
Sortino Ratio Rank
BCD Omega Ratio Rank: 6969
Omega Ratio Rank
BCD Calmar Ratio Rank: 8282
Calmar Ratio Rank
BCD Martin Ratio Rank: 6666
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.

IBTQ vs. BCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2035 Term Treasury ETF (IBTQ) 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.


IBTQBCDDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.15

1.41

-0.26

Calmar ratioReturn relative to maximum drawdown

1.02

4.26

-3.24

Martin ratioReturn relative to average drawdown

3.06

12.04

-8.99

IBTQ vs. BCD - Sharpe Ratio Comparison

The current IBTQ Sharpe Ratio is 0.87, which is lower than the BCD Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of IBTQ 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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Sharpe Ratios by Period


IBTQBCDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

2.24

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.66

-0.01

Drawdowns

IBTQ vs. BCD - Drawdown Comparison

The maximum IBTQ drawdown since its inception was -4.27%, smaller than the maximum BCD drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for IBTQ and BCD.


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Drawdown Indicators


IBTQBCDDifference

Max Drawdown

Largest peak-to-trough decline

-4.27%

-29.81%

+25.54%

Max Drawdown (1Y)

Largest decline over 1 year

-4.27%

-7.22%

+2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-10.50%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

Current Drawdown

Current decline from peak

-2.92%

-4.30%

+1.38%

Average Drawdown

Average peak-to-trough decline

-1.40%

-9.85%

+8.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

2.55%

-1.12%

Volatility

IBTQ vs. BCD - Volatility Comparison

The current volatility for iShares iBonds Dec 2035 Term Treasury ETF (IBTQ) is 1.60%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 4.38%. This indicates that IBTQ 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


IBTQBCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

4.38%

-2.78%

Volatility (6M)

Calculated over the trailing 6-month period

3.47%

11.77%

-8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

5.02%

13.74%

-8.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.62%

15.40%

-9.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.62%

13.90%

-8.28%

IBTQ vs. BCD - Expense Ratio Comparison

IBTQ has a 0.07% expense ratio, which is lower than BCD's 0.29% expense ratio.


Dividends

IBTQ vs. BCD - Dividend Comparison

IBTQ's dividend yield for the trailing twelve months is around 3.72%, less than BCD's 14.40% yield.


PositionTTM202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
14.40%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%
IBTQ
iShares iBonds Dec 2035 Term Treasury ETF
3.72%2.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBTQ and BCD have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCD has higher volatility (4.38%) compared to IBTQ (1.60%). In terms of maximum drawdown, IBTQ dropped -4.27% vs BCD's -29.81%.

On 1-year performance, BCD leads with 30.65% vs 4.35% for IBTQ. On fees, IBTQ is cheaper at 0.07% per year. On volatility, IBTQ has been the lower-risk option at 1.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BCD has performed better with a 30.65% return vs 4.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTQ is cheaper with a 0.07% expense ratio, compared with 0.29% for BCD.

BCD has the higher dividend yield at 14.40%, compared with 3.72% for IBTQ.

IBTQ is categorized as Government Bonds, while BCD is Commodities. They also come from different issuers: iShares and Aberdeen. Their fees differ too: 0.07% for IBTQ and 0.29% for BCD.

BCD currently has the higher Sharpe Ratio (2.24 vs 0.87), 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.

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