PortfoliosLab logoPortfoliosLab logo
MMCA vs. BCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMCA vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay California Municipal Intermediate ETF (MMCA) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MMCA achieves a 1.27% return, which is significantly lower than BCD's 9.08% return.


MMCA

1D
0.11%
1M
1.36%
YTD
1.27%
6M
1.42%
1Y
6.17%
3Y*
4.13%
5Y*
10Y*

BCD

1D
-1.86%
1M
-9.61%
YTD
9.08%
6M
7.75%
1Y
18.75%
3Y*
9.92%
5Y*
10.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMCA vs. BCD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MMCA
IQ MacKay California Municipal Intermediate ETF
1.27%5.74%1.70%5.77%-12.15%-0.13%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
9.08%15.71%6.20%-7.58%18.38%3.33%

Correlation

The correlation between MMCA and BCD is -0.16, 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

-0.16

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2021

-0.02

The correlation between MMCA and BCD shifts across timeframes, from -0.16 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MMCA vs. BCD — Risk / Return Rank

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

MMCA
MMCA Risk / Return Rank: 7171
Overall Rank
MMCA Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MMCA Sortino Ratio Rank: 8989
Sortino Ratio Rank
MMCA Omega Ratio Rank: 9191
Omega Ratio Rank
MMCA Calmar Ratio Rank: 4646
Calmar Ratio Rank
MMCA Martin Ratio Rank: 4343
Martin Ratio Rank

BCD
BCD Risk / Return Rank: 4040
Overall Rank
BCD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 3939
Sortino Ratio Rank
BCD Omega Ratio Rank: 4141
Omega Ratio Rank
BCD Calmar Ratio Rank: 3232
Calmar Ratio Rank
BCD Martin Ratio Rank: 4444
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.

MMCA vs. BCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay California Municipal Intermediate ETF (MMCA) 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.


MMCABCDDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.52

1.25

+0.27

Calmar ratioReturn relative to maximum drawdown

2.06

1.48

+0.58

Martin ratioReturn relative to average drawdown

6.26

6.53

-0.26

MMCA vs. BCD - Sharpe Ratio Comparison

The current MMCA Sharpe Ratio is 2.43, which is higher than the BCD Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of MMCA 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.


Loading charts...

Drawdowns

MMCA vs. BCD - Drawdown Comparison

The maximum MMCA drawdown since its inception was -16.04%, smaller than the maximum BCD drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for MMCA and BCD.


Loading charts...

Drawdown Indicators


MMCABCDDifference

Max Drawdown

Largest peak-to-trough decline

-16.04%

-29.81%

+13.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-12.70%

+9.69%

Max Drawdown (3Y)

Largest decline over 3 years

-3.68%

-12.70%

+9.02%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

Current Drawdown

Current decline from peak

-0.94%

-12.70%

+11.76%

Average Drawdown

Average peak-to-trough decline

-7.03%

-9.84%

+2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.88%

-1.89%

Volatility

MMCA vs. BCD - Volatility Comparison

The current volatility for IQ MacKay California Municipal Intermediate ETF (MMCA) is 0.71%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 3.65%. This indicates that MMCA 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.


Loading charts...

Volatility by Period


MMCABCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

3.65%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

1.92%

12.16%

-10.24%

Volatility (1Y)

Calculated over the trailing 1-year period

2.55%

14.04%

-11.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.59%

15.41%

-11.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.59%

13.91%

-10.32%

MMCA vs. BCD - Expense Ratio Comparison

MMCA has a 0.36% expense ratio, which is higher than BCD's 0.29% expense ratio.


Dividends

MMCA vs. BCD - Dividend Comparison

MMCA's dividend yield for the trailing twelve months is around 3.27%, less than BCD's 15.78% yield.


PositionTTM202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
15.78%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%
MMCA
IQ MacKay California Municipal Intermediate ETF
3.27%3.39%3.66%3.57%2.90%0.05%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MMCA and BCD have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCD has higher volatility (3.65%) compared to MMCA (0.71%). In terms of maximum drawdown, MMCA dropped -16.04% vs BCD's -29.81%.

On 3-year performance, BCD leads with 9.92% vs 4.13% for MMCA. On fees, BCD is cheaper at 0.29% per year. On volatility, MMCA has been the lower-risk option at 0.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BCD has performed better with a 9.92% return vs 4.13%. 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 0.36% for MMCA.

BCD has the higher dividend yield at 15.78%, compared with 3.27% for MMCA.

MMCA is categorized as Municipal Bonds, while BCD is Commodities. They also come from different issuers: IndexIQ and Aberdeen. Their fees differ too: 0.36% for MMCA and 0.29% for BCD.

MMCA currently has the higher Sharpe Ratio (2.43 vs 1.36), 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 MMCA and BCD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer