LOGO vs. DCMT

Last updated Jun 25, 2026

LOGO (Alpha Brands Consumption Leaders ETF) and DCMT (DoubleLine Commodity Strategy ETF) are both exchange-traded funds - LOGO is a Mid Cap Blend Equities fund actively managed by Alpha Brands, while DCMT is a Commodities fund actively managed by DoubleLine. Both are actively managed. Over the past year, LOGO returned -1.07% vs 22.18% for DCMT. At a correlation of -0.17, they often move in opposite directions. LOGO charges 0.69%/yr vs 0.66%/yr for DCMT.

Performance

LOGO vs. DCMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Brands Consumption Leaders ETF (LOGO) and DoubleLine Commodity Strategy ETF (DCMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LOGO achieves a -4.41% return, which is significantly lower than DCMT's 17.08% return.

LOGO

• 1D: 0.00%
• 1M: -3.87%
• YTD: -4.41%
• 6M: -5.79%
• 1Y: -1.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DCMT

• 1D: -2.40%
• 1M: -13.17%
• YTD: 17.08%
• 6M: 15.87%
• 1Y: 22.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LOGO vs. DCMT - Yearly Performance Comparison

	2026 (YTD)	2025
LOGO Alpha Brands Consumption Leaders ETF	-4.41%	4.84%
DCMT DoubleLine Commodity Strategy ETF	17.08%	5.67%

Correlation

The correlation between LOGO and DCMT is -0.15, 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	-0.15
Correlation (All Time) Calculated using the full available price history since May 28, 2025	-0.17

Return for Risk

LOGO vs. DCMT — Risk / Return Rank

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

LOGO

LOGO Risk / Return Rank: 8
LOGO Sharpe Ratio Rank: 9
LOGO Sortino Ratio Rank: 8
LOGO Omega Ratio Rank: 8
LOGO Calmar Ratio Rank: 9
LOGO Martin Ratio Rank: 8

DCMT

DCMT Risk / Return Rank: 37
DCMT Sharpe Ratio Rank: 38
DCMT Sortino Ratio Rank: 36
DCMT Omega Ratio Rank: 36
DCMT Calmar Ratio Rank: 31
DCMT Martin Ratio Rank: 46

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.

LOGO vs. DCMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Brands Consumption Leaders ETF (LOGO) and DoubleLine Commodity Strategy ETF (DCMT). 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.

	LOGO	DCMT	Difference
Sharpe ratio: Return per unit of total volatility	-0.07	1.22	-1.28
Sortino ratio: Return per unit of downside risk	0.02	1.73	-1.71
Omega ratio: Gain probability vs. loss probability	1.00	1.22	-0.22
Calmar ratio: Return relative to maximum drawdown	-0.06	1.40	-1.45
Martin ratio: Return relative to average drawdown	-0.14	6.90	-7.04

LOGO vs. DCMT - Sharpe Ratio Comparison

The current LOGO Sharpe Ratio is -0.07, which is lower than the DCMT Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of LOGO and DCMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LOGO vs. DCMT - Drawdown Comparison

The maximum LOGO drawdown since its inception was -18.34%, which is greater than DCMT's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for LOGO and DCMT.

Drawdown Indicators

	LOGO	DCMT	Difference
Max Drawdown Largest peak-to-trough decline	-18.34%	-15.96%	-2.38%
Max Drawdown (1Y) Largest decline over 1 year	-18.34%	-15.96%	-2.38%
Current Drawdown Current decline from peak	-10.90%	-15.96%	+5.06%
Average Drawdown Average peak-to-trough decline	-5.89%	-3.31%	-2.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.64%	3.22%	+4.42%

Volatility

LOGO vs. DCMT - Volatility Comparison

Alpha Brands Consumption Leaders ETF (LOGO) has a higher volatility of 8.75% compared to DoubleLine Commodity Strategy ETF (DCMT) at 4.97%. This indicates that LOGO's price experiences larger fluctuations and is considered to be riskier than DCMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOGO	DCMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.75%	4.97%	+3.78%
Volatility (6M) Calculated over the trailing 6-month period	13.28%	16.50%	-3.22%
Volatility (1Y) Calculated over the trailing 1-year period	16.04%	18.49%	-2.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.75%	15.91%	-0.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.75%	15.91%	-0.16%

LOGO vs. DCMT - Expense Ratio Comparison

LOGO has a 0.69% expense ratio, which is higher than DCMT's 0.66% expense ratio.

Dividends

LOGO vs. DCMT - Dividend Comparison

LOGO has not paid dividends to shareholders, while DCMT's dividend yield for the trailing twelve months is around 3.14%.

Position	TTM	2025	2024
DCMT DoubleLine Commodity Strategy ETF	3.14%	3.67%	1.59%
LOGO Alpha Brands Consumption Leaders ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LOGO and DCMT in my portfolio?

LOGO and DCMT have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOGO or DCMT?

LOGO has higher volatility (8.75%) compared to DCMT (4.97%). In terms of maximum drawdown, LOGO dropped -18.34% vs DCMT's -15.96%.

Which ETF is better, LOGO or DCMT?

On 1-year performance, DCMT leads with 22.18% vs -1.07% for LOGO. On fees, DCMT is cheaper at 0.66% per year. On volatility, DCMT has been the lower-risk option at 4.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LOGO or DCMT?

Over the 1-year period, DCMT has performed better with a 22.18% return vs -1.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LOGO or DCMT?

DCMT is cheaper with a 0.66% expense ratio, compared with 0.69% for LOGO.

Which ETF pays a higher dividend yield, LOGO or DCMT?

DCMT has the higher dividend yield at 3.14%, compared with 0.00% for LOGO.

What is the main difference between LOGO and DCMT?

LOGO is categorized as Mid Cap Blend Equities, while DCMT is Commodities. They also come from different issuers: Alpha Brands and DoubleLine. Their fees differ too: 0.69% for LOGO and 0.66% for DCMT.

Which has better risk-adjusted returns?

DCMT currently has the higher Sharpe Ratio (1.22 vs -0.07), 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.