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IBTQ vs. BCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTQ vs. BCI - 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 Strategy K-1 Free ETF (BCI). 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 -0.52% return, which is significantly lower than BCI's 25.35% return.


IBTQ

1D
0.16%
1M
-0.07%
YTD
-0.52%
6M
-0.70%
1Y
3.71%
3Y*
5Y*
10Y*

BCI

1D
-1.05%
1M
-3.58%
YTD
25.35%
6M
24.07%
1Y
37.16%
3Y*
15.51%
5Y*
10.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTQ vs. BCI - Yearly Performance Comparison


Correlation

The correlation between IBTQ and BCI is -0.25, 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

-0.25

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

-0.23

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Return for Risk

IBTQ vs. BCI — Risk / Return Rank

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

IBTQ
IBTQ Risk / Return Rank: 2121
Overall Rank
IBTQ Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IBTQ Sortino Ratio Rank: 2222
Sortino Ratio Rank
IBTQ Omega Ratio Rank: 2020
Omega Ratio Rank
IBTQ Calmar Ratio Rank: 2121
Calmar Ratio Rank
IBTQ Martin Ratio Rank: 2222
Martin Ratio Rank

BCI
BCI Risk / Return Rank: 7070
Overall Rank
BCI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 6161
Sortino Ratio Rank
BCI Omega Ratio Rank: 6767
Omega Ratio Rank
BCI Calmar Ratio Rank: 8787
Calmar Ratio Rank
BCI Martin Ratio Rank: 6969
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. BCI - 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 Strategy K-1 Free ETF (BCI). 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.


IBTQBCIDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.13

1.40

-0.27

Calmar ratioReturn relative to maximum drawdown

0.87

4.90

-4.03

Martin ratioReturn relative to average drawdown

2.60

12.53

-9.94

IBTQ vs. BCI - Sharpe Ratio Comparison

The current IBTQ Sharpe Ratio is 0.75, which is lower than the BCI Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of IBTQ and BCI, 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


IBTQBCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

2.20

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.47

+0.21

Drawdowns

IBTQ vs. BCI - Drawdown Comparison

The maximum IBTQ drawdown since its inception was -4.27%, smaller than the maximum BCI drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for IBTQ and BCI.


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Drawdown Indicators


IBTQBCIDifference

Max Drawdown

Largest peak-to-trough decline

-4.27%

-32.69%

+28.42%

Max Drawdown (1Y)

Largest decline over 1 year

-4.27%

-7.61%

+3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-11.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

Current Drawdown

Current decline from peak

-2.76%

-5.52%

+2.76%

Average Drawdown

Average peak-to-trough decline

-1.41%

-12.00%

+10.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

2.97%

-1.53%

Volatility

IBTQ vs. BCI - Volatility Comparison

The current volatility for iShares iBonds Dec 2035 Term Treasury ETF (IBTQ) is 1.60%, while abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a volatility of 5.23%. This indicates that IBTQ experiences smaller price fluctuations and is considered to be less risky than BCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTQBCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

5.23%

-3.63%

Volatility (6M)

Calculated over the trailing 6-month period

3.47%

14.84%

-11.37%

Volatility (1Y)

Calculated over the trailing 1-year period

5.02%

16.96%

-11.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.61%

16.81%

-11.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.61%

15.65%

-10.04%

IBTQ vs. BCI - Expense Ratio Comparison

IBTQ has a 0.07% expense ratio, which is lower than BCI's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBTQ vs. BCI - Dividend Comparison

IBTQ's dividend yield for the trailing twelve months is around 3.72%, less than BCI's 13.15% yield.


PositionTTM202520242023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
13.15%16.49%3.29%3.93%19.98%19.43%0.68%1.47%1.13%5.02%
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 BCI have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCI has higher volatility (5.23%) compared to IBTQ (1.60%). In terms of maximum drawdown, IBTQ dropped -4.27% vs BCI's -32.69%.

On 1-year performance, BCI leads with 37.16% vs 3.71% 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, BCI has performed better with a 37.16% return vs 3.71%. 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 0.25% for BCI.

BCI has the higher dividend yield at 13.15%, compared with 3.72% for IBTQ.

IBTQ is categorized as Government Bonds, while BCI is Commodities. They also come from different issuers: iShares and Aberdeen. Their fees differ too: 0.07% for IBTQ and 0.25% for BCI.

BCI currently has the higher Sharpe Ratio (2.20 vs 0.75), 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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