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KCE vs. BCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KCE vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Capital Markets ETF (KCE) 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, KCE achieves a 3.75% return, which is significantly lower than BCD's 12.69% return.


KCE

1D
-0.09%
1M
1.69%
YTD
3.75%
6M
1.86%
1Y
14.65%
3Y*
25.85%
5Y*
12.91%
10Y*
18.10%

BCD

1D
-0.37%
1M
-6.61%
YTD
12.69%
6M
12.67%
1Y
18.46%
3Y*
11.12%
5Y*
11.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KCE vs. BCD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KCE
SPDR S&P Capital Markets ETF
3.75%10.76%37.51%32.04%-22.14%40.05%30.82%27.13%-15.63%25.98%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
12.69%15.71%6.20%-7.58%18.38%31.87%4.76%7.34%-8.65%3.83%

Correlation

The correlation between KCE and BCD is -0.01, 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

-0.01

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

0.09

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

0.17

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2017

0.20

The correlation between KCE and BCD shifts across timeframes, from -0.01 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

KCE vs. BCD — Risk / Return Rank

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

KCE
KCE Risk / Return Rank: 2020
Overall Rank
KCE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
KCE Sortino Ratio Rank: 2020
Sortino Ratio Rank
KCE Omega Ratio Rank: 2020
Omega Ratio Rank
KCE Calmar Ratio Rank: 1919
Calmar Ratio Rank
KCE Martin Ratio Rank: 2020
Martin Ratio Rank

BCD
BCD Risk / Return Rank: 3939
Overall Rank
BCD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BCD Omega Ratio Rank: 3838
Omega Ratio Rank
BCD Calmar Ratio Rank: 3939
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.

KCE vs. BCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Capital Markets ETF (KCE) 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.


KCEBCDDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.14

1.24

-0.11

Calmar ratioReturn relative to maximum drawdown

0.84

1.89

-1.05

Martin ratioReturn relative to average drawdown

2.19

6.83

-4.64

KCE vs. BCD - Sharpe Ratio Comparison

The current KCE Sharpe Ratio is 0.74, which is lower than the BCD Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of KCE 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

KCE vs. BCD - Drawdown Comparison

The maximum KCE drawdown since its inception was -74.00%, which is greater than BCD's maximum drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for KCE and BCD.


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Drawdown Indicators


KCEBCDDifference

Max Drawdown

Largest peak-to-trough decline

-74.00%

-29.81%

-44.19%

Max Drawdown (1Y)

Largest decline over 1 year

-17.44%

-9.80%

-7.64%

Max Drawdown (3Y)

Largest decline over 3 years

-26.31%

-10.50%

-15.81%

Max Drawdown (5Y)

Largest decline over 5 years

-34.45%

-23.03%

-11.42%

Max Drawdown (10Y)

Largest decline over 10 years

-40.78%

Current Drawdown

Current decline from peak

-3.67%

-9.80%

+6.13%

Average Drawdown

Average peak-to-trough decline

-22.76%

-9.84%

-12.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.71%

3.00%

+3.71%

Volatility

KCE vs. BCD - Volatility Comparison

SPDR S&P Capital Markets ETF (KCE) has a higher volatility of 5.60% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 3.18%. This indicates that KCE's price experiences larger fluctuations and is considered to be riskier 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


KCEBCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

3.18%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

15.28%

11.93%

+3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

19.98%

13.95%

+6.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.05%

15.37%

+7.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.09%

13.90%

+9.19%

KCE vs. BCD - Expense Ratio Comparison

KCE has a 0.35% expense ratio, which is higher than BCD's 0.29% expense ratio.


Dividends

KCE vs. BCD - Dividend Comparison

KCE's dividend yield for the trailing twelve months is around 2.13%, less than BCD's 15.27% yield.


PositionTTM20252024202320222021202020192018201720162015
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
15.27%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%0.00%0.00%
KCE
SPDR S&P Capital Markets ETF
2.13%1.63%1.56%1.82%2.42%1.53%2.20%2.32%2.67%1.95%2.30%2.43%

Frequently Asked Questions


KCE and BCD have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KCE has higher volatility (5.60%) compared to BCD (3.18%). In terms of maximum drawdown, KCE dropped -74.00% vs BCD's -29.81%.

On 5-year performance, KCE leads with 12.91% vs 11.03% for BCD. On fees, BCD is cheaper at 0.29% per year. On volatility, BCD has been the lower-risk option at 3.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, KCE has performed better with a 12.91% return vs 11.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BCD is cheaper with a 0.29% expense ratio, compared with 0.35% for KCE.

BCD has the higher dividend yield at 15.27%, compared with 2.13% for KCE.

KCE is categorized as Financials Equities, while BCD is Commodities. They also come from different issuers: State Street and Aberdeen. Their fees differ too: 0.35% for KCE and 0.29% for BCD.

BCD currently has the higher Sharpe Ratio (1.33 vs 0.74), 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 KCE and BCD

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