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NBCM vs. BCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NBCM vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Commodity Strategy ETF (NBCM) 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, NBCM achieves a 28.62% return, which is significantly higher than BCD's 19.57% return.


NBCM

1D
-0.95%
1M
-2.98%
YTD
28.62%
6M
28.05%
1Y
43.15%
3Y*
18.06%
5Y*
10Y*

BCD

1D
-0.72%
1M
-2.04%
YTD
19.57%
6M
19.32%
1Y
30.65%
3Y*
14.01%
5Y*
11.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NBCM vs. BCD - Yearly Performance Comparison


2026 (YTD)2025202420232022
NBCM
Neuberger Berman Commodity Strategy ETF
28.62%17.45%6.55%-6.41%5.23%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
19.57%15.71%6.20%-7.58%3.85%

Correlation

The correlation between NBCM and BCD is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2022

0.94

The correlation between NBCM and BCD has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

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Return for Risk

NBCM vs. BCD — Risk / Return Rank

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

NBCM
NBCM Risk / Return Rank: 7777
Overall Rank
NBCM Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NBCM Sortino Ratio Rank: 6868
Sortino Ratio Rank
NBCM Omega Ratio Rank: 7676
Omega Ratio Rank
NBCM Calmar Ratio Rank: 8484
Calmar Ratio Rank
NBCM Martin Ratio Rank: 8181
Martin Ratio Rank

BCD
BCD Risk / Return Rank: 7070
Overall Rank
BCD Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 6464
Sortino Ratio Rank
BCD Omega Ratio Rank: 6969
Omega Ratio Rank
BCD Calmar Ratio Rank: 8282
Calmar Ratio Rank
BCD Martin Ratio Rank: 6666
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.

NBCM vs. BCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Commodity Strategy ETF (NBCM) 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.


NBCMBCDDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.44

1.41

+0.03

Calmar ratioReturn relative to maximum drawdown

4.47

4.26

+0.21

Martin ratioReturn relative to average drawdown

15.96

12.04

+3.92

NBCM vs. BCD - Sharpe Ratio Comparison

The current NBCM Sharpe Ratio is 2.49, which is comparable to the BCD Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of NBCM 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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Sharpe Ratios by Period


NBCMBCDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.24

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.66

+0.25

Drawdowns

NBCM vs. BCD - Drawdown Comparison

The maximum NBCM drawdown since its inception was -12.84%, smaller than the maximum BCD drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for NBCM and BCD.


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Drawdown Indicators


NBCMBCDDifference

Max Drawdown

Largest peak-to-trough decline

-12.84%

-29.81%

+16.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.70%

-7.22%

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-11.47%

-10.50%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

Current Drawdown

Current decline from peak

-5.39%

-4.30%

-1.09%

Average Drawdown

Average peak-to-trough decline

-4.18%

-9.85%

+5.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.55%

+0.16%

Volatility

NBCM vs. BCD - Volatility Comparison

Neuberger Berman Commodity Strategy ETF (NBCM) has a higher volatility of 5.03% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 4.38%. This indicates that NBCM'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


NBCMBCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

4.38%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

15.49%

11.77%

+3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

13.74%

+3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

15.40%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.94%

13.90%

+1.04%

NBCM vs. BCD - Expense Ratio Comparison

NBCM has a 0.66% expense ratio, which is higher than BCD's 0.29% expense ratio.


Dividends

NBCM vs. BCD - Dividend Comparison

NBCM's dividend yield for the trailing twelve months is around 6.57%, less than BCD's 14.40% yield.


PositionTTM202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
14.40%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%
NBCM
Neuberger Berman Commodity Strategy ETF
6.57%8.46%5.22%4.37%0.80%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, NBCM and BCD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

NBCM has higher volatility (5.03%) compared to BCD (4.38%). In terms of maximum drawdown, NBCM dropped -12.84% vs BCD's -29.81%.

On 3-year performance, NBCM leads with 18.06% vs 14.01% for BCD. On fees, BCD is cheaper at 0.29% per year. On volatility, BCD has been the lower-risk option at 4.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, NBCM has performed better with a 18.06% return vs 14.01%. 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 0.66% for NBCM.

BCD has the higher dividend yield at 14.40%, compared with 6.57% for NBCM.

They also come from different issuers: Neuberger Berman and Aberdeen. Their fees differ too: 0.66% for NBCM and 0.29% for BCD.

NBCM currently has the higher Sharpe Ratio (2.49 vs 2.24), 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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