PortfoliosLab logoPortfoliosLab logo
OEFA vs. BCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OEFA vs. BCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS O'Shares International Developed Quality Dividend ETF (OEFA) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, OEFA achieves a 3.09% return, which is significantly lower than BCI's 16.69% return.


OEFA

1D
-0.66%
1M
1.57%
YTD
3.09%
6M
3.35%
1Y
3Y*
5Y*
10Y*

BCI

1D
-0.65%
1M
-8.66%
YTD
16.69%
6M
16.52%
1Y
22.05%
3Y*
11.86%
5Y*
9.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OEFA vs. BCI - Yearly Performance Comparison


Correlation

The correlation between OEFA and BCI is -0.09, 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 (All Time)
Calculated using the full available price history since Oct 1, 2025

-0.09

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

OEFA vs. BCI — Risk / Return Rank

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

OEFA

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


BCI
BCI Risk / Return Rank: 3838
Overall Rank
BCI Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 3434
Sortino Ratio Rank
BCI Omega Ratio Rank: 3737
Omega Ratio Rank
BCI Calmar Ratio Rank: 3838
Calmar Ratio Rank
BCI 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.

OEFA vs. BCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS O'Shares International Developed Quality Dividend ETF (OEFA) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). 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.


OEFABCIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.84

Martin ratioReturn relative to average drawdown

6.82

OEFA vs. BCI - Sharpe Ratio Comparison


Loading charts...

Drawdowns

OEFA vs. BCI - Drawdown Comparison

The maximum OEFA drawdown since its inception was -13.54%, smaller than the maximum BCI drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for OEFA and BCI.


Loading charts...

Drawdown Indicators


OEFABCIDifference

Max Drawdown

Largest peak-to-trough decline

-13.54%

-32.69%

+19.15%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

Max Drawdown (3Y)

Largest decline over 3 years

-12.04%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

Current Drawdown

Current decline from peak

-3.16%

-12.04%

+8.88%

Average Drawdown

Average peak-to-trough decline

-3.71%

-11.98%

+8.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

Volatility

OEFA vs. BCI - Volatility Comparison


Loading charts...

Volatility by Period


OEFABCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

Volatility (1Y)

Calculated over the trailing 1-year period

17.73%

17.18%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

16.79%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.73%

15.65%

+2.08%

OEFA vs. BCI - Expense Ratio Comparison

OEFA has a 0.48% expense ratio, which is higher than BCI's 0.26% expense ratio.


Dividends

OEFA vs. BCI - Dividend Comparison

OEFA's dividend yield for the trailing twelve months is around 1.44%, less than BCI's 14.13% yield.


PositionTTM202520242023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
14.13%16.49%3.29%3.93%19.98%19.43%0.68%1.47%1.13%5.02%
OEFA
ALPS O'Shares International Developed Quality Dividend ETF
1.44%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OEFA and BCI have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BCI is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BCI is cheaper with a 0.26% expense ratio, compared with 0.48% for OEFA.

BCI has the higher dividend yield at 14.13%, compared with 1.44% for OEFA.

OEFA is categorized as International Equity, while BCI is Commodities. OEFA tracks O’Shares International Developed Quality Dividend Index, while BCI tracks Bloomberg Commodity Index Total Return. They also come from different issuers: ALPS and Aberdeen. Their fees differ too: 0.48% for OEFA and 0.26% for BCI.

Portfolio Optimizer

Find the right allocation for OEFA and BCI

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