PSCJ vs. DJP
PSCJ (Pacer Swan SOS Conservative (July) ETF) and DJP (iPath Bloomberg Commodity Index Total Return ETN) are both exchange-traded funds - PSCJ is a Defined Outcome fund tracking the SPDR S&P 500 ETF Trust, while DJP is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 5 years, PSCJ returned 9.12%/yr vs 10.88%/yr for DJP. At a 0.19 correlation, their price movements are largely independent. PSCJ charges 0.61%/yr vs 0.70%/yr for DJP.
Performance
PSCJ vs. DJP - Performance Comparison
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Returns By Period
In the year-to-date period, PSCJ achieves a 5.83% return, which is significantly lower than DJP's 19.91% return.
PSCJ
- 1D
- 0.20%
- 1M
- 0.95%
- 6M
- 5.15%
- YTD
- 5.83%
- 1Y
- 11.82%
- 3Y*
- 13.10%
- 5Y*
- 9.12%
- 10Y*
- —
DJP
- 1D
- -0.35%
- 1M
- -1.94%
- 6M
- 16.75%
- YTD
- 19.91%
- 1Y
- 29.52%
- 3Y*
- 13.06%
- 5Y*
- 10.88%
- 10Y*
- 6.43%
PSCJ vs. DJP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PSCJ Pacer Swan SOS Conservative (July) ETF | 5.83% | 12.80% | 14.74% | 18.48% | -7.48% | 3.29% |
DJP iPath Bloomberg Commodity Index Total Return ETN | 19.91% | 17.20% | 5.59% | -9.85% | 17.46% | 5.51% |
Correlation
The correlation between PSCJ and DJP is -0.06, 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 (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2021 | 0.19 |
The correlation between PSCJ and DJP shifts across timeframes, from -0.06 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PSCJ vs. DJP — Risk / Return Rank
PSCJ
DJP
PSCJ vs. DJP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (July) ETF (PSCJ) 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.
| PSCJ | DJP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.29 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 1.88 | +0.93 |
| Martin ratioReturn relative to average drawdown | 15.82 | 6.29 | +9.53 |
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Drawdowns
PSCJ vs. DJP - Drawdown Comparison
The maximum PSCJ drawdown since its inception was -11.87%, smaller than the maximum DJP drawdown of -78.35%. Use the drawdown chart below to compare losses from any high point for PSCJ and DJP.
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Drawdown Indicators
| PSCJ | DJP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.87% | -78.35% | +66.48% |
Max Drawdown (1Y)Largest decline over 1 year | -4.16% | -16.42% | +12.26% |
Max Drawdown (3Y)Largest decline over 3 years | -11.87% | -16.42% | +4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -11.87% | -28.98% | +17.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.36% | — |
Current DrawdownCurrent decline from peak | 0.00% | -38.33% | +38.33% |
Average DrawdownAverage peak-to-trough decline | -2.15% | -50.79% | +48.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 4.89% | -4.15% |
Volatility
PSCJ vs. DJP - Volatility Comparison
The current volatility for Pacer Swan SOS Conservative (July) ETF (PSCJ) is 0.91%, while iPath Bloomberg Commodity Index Total Return ETN (DJP) has a volatility of 4.94%. This indicates that PSCJ experiences smaller price fluctuations and is considered to be less risky than DJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSCJ | DJP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.91% | 4.94% | -4.03% |
Volatility (6M)Calculated over the trailing 6-month period | 4.05% | 16.79% | -12.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.06% | 19.32% | -14.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.66% | 18.98% | -10.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.64% | 17.04% | -8.40% |
PSCJ vs. DJP - Expense Ratio Comparison
PSCJ has a 0.61% expense ratio, which is lower than DJP's 0.70% expense ratio.
Dividends
PSCJ vs. DJP - Dividend Comparison
Neither PSCJ nor DJP has paid dividends to shareholders.
Frequently Asked Questions
PSCJ and DJP have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DJP has higher volatility (4.94%) compared to PSCJ (0.91%). In terms of maximum drawdown, PSCJ dropped -11.87% vs DJP's -78.35%.
On 5-year performance, DJP leads with 10.88% vs 9.12% for PSCJ. On fees, PSCJ is cheaper at 0.61% per year. On volatility, PSCJ has been the lower-risk option at 0.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DJP has performed better with a 10.88% return vs 9.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PSCJ is cheaper with a 0.61% expense ratio, compared with 0.70% for DJP.
PSCJ and DJP have nearly identical dividend yields, around 0.00%.
PSCJ is categorized as Defined Outcome, while DJP is Commodities. PSCJ tracks SPDR S&P 500 ETF Trust, while DJP tracks Bloomberg Commodity Index. They also come from different issuers: Pacer and Barclays Capital. Their fees differ too: 0.61% for PSCJ and 0.70% for DJP.
PSCJ currently has the higher Sharpe Ratio (2.31 vs 1.59), 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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