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QIDX vs. BCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIDX vs. BCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Indexperts Quality Earnings Focused ETF (QIDX) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QIDX achieves a 6.98% return, which is significantly lower than BCI's 26.68% return.


QIDX

1D
-0.44%
1M
1.58%
YTD
6.98%
6M
6.58%
1Y
11.10%
3Y*
5Y*
10Y*

BCI

1D
-0.12%
1M
-3.06%
YTD
26.68%
6M
25.55%
1Y
38.68%
3Y*
15.96%
5Y*
11.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIDX vs. BCI - Yearly Performance Comparison


Correlation

The correlation between QIDX and BCI 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 (All Time)
Calculated using the full available price history since Jan 3, 2025

0.01

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Return for Risk

QIDX vs. BCI — Risk / Return Rank

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

QIDX
QIDX Risk / Return Rank: 3131
Overall Rank
QIDX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
QIDX Sortino Ratio Rank: 2828
Sortino Ratio Rank
QIDX Omega Ratio Rank: 2828
Omega Ratio Rank
QIDX Calmar Ratio Rank: 3333
Calmar Ratio Rank
QIDX Martin Ratio Rank: 3535
Martin Ratio Rank

BCI
BCI Risk / Return Rank: 7171
Overall Rank
BCI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 6161
Sortino Ratio Rank
BCI Omega Ratio Rank: 6767
Omega Ratio Rank
BCI Calmar Ratio Rank: 8787
Calmar Ratio Rank
BCI Martin Ratio Rank: 7070
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.

QIDX vs. BCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Indexperts Quality Earnings Focused ETF (QIDX) 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.


QIDXBCIDifference

Sharpe ratio

Return per unit of total volatility

1.02

2.30

-1.28

Sortino ratio

Return per unit of downside risk

1.52

2.92

-1.39

Omega ratio

Gain probability vs. loss probability

1.18

1.41

-0.23

Calmar ratio

Return relative to maximum drawdown

1.61

5.10

-3.49

Martin ratio

Return relative to average drawdown

5.31

13.14

-7.83

QIDX vs. BCI - Sharpe Ratio Comparison

The current QIDX Sharpe Ratio is 1.02, which is lower than the BCI Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of QIDX and BCI, 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


QIDXBCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

2.30

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.48

+0.27

Drawdowns

QIDX vs. BCI - Drawdown Comparison

The maximum QIDX drawdown since its inception was -14.99%, smaller than the maximum BCI drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for QIDX and BCI.


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Drawdown Indicators


QIDXBCIDifference

Max Drawdown

Largest peak-to-trough decline

-14.99%

-32.69%

+17.70%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-7.61%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-11.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

Current Drawdown

Current decline from peak

-0.44%

-4.52%

+4.08%

Average Drawdown

Average peak-to-trough decline

-2.30%

-12.00%

+9.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.95%

-0.85%

Volatility

QIDX vs. BCI - Volatility Comparison

The current volatility for Indexperts Quality Earnings Focused ETF (QIDX) is 2.87%, while abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a volatility of 5.16%. This indicates that QIDX experiences smaller price fluctuations and is considered to be less risky than BCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QIDXBCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

5.16%

-2.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

14.80%

-6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

10.98%

16.92%

-5.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.60%

16.82%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

15.65%

-1.05%

QIDX vs. BCI - Expense Ratio Comparison

QIDX has a 0.50% expense ratio, which is higher than BCI's 0.25% expense ratio.


Dividends

QIDX vs. BCI - Dividend Comparison

QIDX's dividend yield for the trailing twelve months is around 0.86%, less than BCI's 13.01% yield.


PositionTTM202520242023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
13.01%16.49%3.29%3.93%19.98%19.43%0.68%1.47%1.13%5.02%
QIDX
Indexperts Quality Earnings Focused ETF
0.86%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QIDX and BCI 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.

BCI has higher volatility (5.16%) compared to QIDX (2.87%). In terms of maximum drawdown, QIDX dropped -14.99% vs BCI's -32.69%.

On 1-year performance, BCI leads with 38.68% vs 11.10% for QIDX. On fees, BCI is cheaper at 0.25% per year. On volatility, QIDX has been the lower-risk option at 2.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BCI has performed better with a 38.68% return vs 11.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BCI is cheaper with a 0.25% expense ratio, compared with 0.50% for QIDX.

BCI has the higher dividend yield at 13.01%, compared with 0.86% for QIDX.

QIDX is categorized as Mid Cap Blend Equities, while BCI is Commodities. They also come from different issuers: Indexperts and Aberdeen. Their fees differ too: 0.50% for QIDX and 0.25% for BCI.

BCI currently has the higher Sharpe Ratio (2.30 vs 1.02), 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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