MFVL vs. DJP

Last updated Aug 6, 2026

MFVL (Motley Fool Value Factor ETF) and DJP (iPath Bloomberg Commodity Index Total Return ETN) are both exchange-traded funds - MFVL is a Large Cap Value Equities fund actively managed by Motley Fool, while DJP is a Commodities fund tracking the Bloomberg Commodity Index Total Return. MFVL is actively managed, while DJP is passively managed. Their -0.19 correlation means they have often moved in opposite directions in the past. MFVL charges 0.50%/yr vs 0.70%/yr for DJP.

Performance

MFVL vs. DJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Value Factor ETF (MFVL) and iPath Bloomberg Commodity Index Total Return ETN (DJP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MFVL achieves a 8.29% return, which is significantly lower than DJP's 23.27% return.

MFVL

• 1D: -0.43%
• 1M: 6.95%
• 6M: 6.11%
• YTD: 8.29%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

DJP

• 1D: 1.00%
• 1M: 3.74%
• 6M: 12.01%
• YTD: 23.27%
• 1Y: 38.64%
• 3Y*: 12.80%
• 5Y*: 11.22%
• 10Y*: 7.23%
• ALL TIME*: -0.27%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DJP iPath Bloomberg Commodity Index Total Return ETN	$2.11M	$2.50M	$3.44M
MFVL Motley Fool Value Factor ETF	$67.79K	$50.95K	$88.95K

MFVL vs. DJP - Yearly Performance Comparison

	2026 (YTD)	2025
MFVL Motley Fool Value Factor ETF	8.29%	1.22%
DJP iPath Bloomberg Commodity Index Total Return ETN	23.27%	-0.37%

Correlation

The correlation between MFVL and DJP is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 9, 2025	-0.19

Return for Risk

MFVL vs. DJP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MFVL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DJP

DJP Risk / Return Rank: 66
DJP Sharpe Ratio Rank: 76
DJP Sortino Ratio Rank: 67
DJP Omega Ratio Rank: 72
DJP Calmar Ratio Rank: 58
DJP Martin Ratio Rank: 55

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MFVL vs. DJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Value Factor ETF (MFVL) and iPath Bloomberg Commodity Index Total Return ETN (DJP). 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.

	MFVL	DJP	Difference
Sharpe ratio: Return per unit of total volatility	—	1.95	—
Sortino ratio: Return per unit of downside risk	—	2.51	—
Omega ratio: Gain probability vs. loss probability	—	1.34	—
Calmar ratio: Return relative to maximum drawdown	—	2.36	—
Martin ratio: Return relative to average drawdown	—	7.38	—

Drawdowns

MFVL vs. DJP - Drawdown Comparison

The maximum MFVL drawdown since its inception was -7.03%, smaller than the maximum DJP drawdown of -78.35%. Use the drawdown chart below to compare losses from any high point for MFVL and DJP.

Drawdown Indicators

	MFVL	DJP	Difference
Max Drawdown Largest peak-to-trough decline	-7.03%	-78.35%	+71.32%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.42%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.42%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.98%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.36%	—
Current Drawdown Current decline from peak	-0.43%	-36.61%	+36.18%
Average Drawdown Average peak-to-trough decline	-2.49%	-50.73%	+48.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.25%	—

Volatility

Volatility by Period

	MFVL	DJP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.15%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.55%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.83%	19.87%	-6.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.83%	19.04%	-5.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.83%	17.10%	-3.27%

MFVL vs. DJP - Expense Ratio Comparison

MFVL has a 0.50% expense ratio, which is lower than DJP's 0.70% expense ratio.

Dividends

MFVL vs. DJP - Dividend Comparison

Neither MFVL nor DJP has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both MFVL and DJP in my portfolio?

MFVL and DJP have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MFVL or DJP?

On fees, MFVL is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MFVL or DJP?

MFVL is cheaper with a 0.50% expense ratio, compared with 0.70% for DJP.

Which ETF pays a higher dividend yield, MFVL or DJP?

MFVL and DJP have nearly identical dividend yields, around 0.00%.

What is the main difference between MFVL and DJP?

MFVL is categorized as Large Cap Value Equities, while DJP is Commodities. They also come from different issuers: Motley Fool and Barclays Bank PLC. Their fees differ too: 0.50% for MFVL and 0.70% for DJP.