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SBU vs. BCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBU vs. BCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long SBUX Daily ETF (SBU) 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, SBU achieves a 37.13% return, which is significantly higher than BCI's 22.53% return.


SBU

1D
0.00%
1M
-3.16%
6M
17.32%
YTD
37.13%
1Y
3Y*
5Y*
10Y*
ALL TIME*

BCI

1D
-0.21%
1M
7.31%
6M
10.17%
YTD
22.53%
1Y
35.51%
3Y*
11.89%
5Y*
10.01%
10Y*
ALL TIME*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$33.67M$55.32M$39.13M
$33.21K$56.12K$82.59K

SBU vs. BCI - Yearly Performance Comparison


Correlation

The correlation between SBU and BCI is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

-0.06

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Return for Risk

SBU vs. BCI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SBU

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


BCI
BCI Risk / Return Rank: 7676
Overall Rank
BCI Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BCI Sortino Ratio Rank: 8080
Sortino Ratio Rank
BCI Omega Ratio Rank: 8282
Omega Ratio Rank
BCI Calmar Ratio Rank: 6969
Calmar Ratio Rank
BCI Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SBU vs. BCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long SBUX Daily ETF (SBU) 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.


SBUBCIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.37

Martin ratioReturn relative to average drawdown

7.60

SBU vs. BCI - Sharpe Ratio Comparison


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Drawdowns

SBU vs. BCI - Drawdown Comparison

The maximum SBU drawdown since its inception was -28.10%, smaller than the maximum BCI drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SBU and BCI.


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Drawdown Indicators


SBUBCIDifference

Max Drawdown

Largest peak-to-trough decline

-28.10%

-32.69%

+4.59%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

Max Drawdown (3Y)

Largest decline over 3 years

-14.82%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

Current Drawdown

Current decline from peak

-9.87%

-7.64%

-2.23%

Average Drawdown

Average peak-to-trough decline

-7.34%

-11.96%

+4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

Volatility

SBU vs. BCI - Volatility Comparison


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Volatility by Period


SBUBCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

Volatility (6M)

Calculated over the trailing 6-month period

15.08%

Volatility (1Y)

Calculated over the trailing 1-year period

57.01%

17.55%

+39.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.01%

16.85%

+40.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.01%

15.68%

+41.33%

SBU vs. BCI - Expense Ratio Comparison

SBU has a 0.75% expense ratio, which is higher than BCI's 0.26% expense ratio.


Dividends

SBU vs. BCI - Dividend Comparison

SBU has not paid dividends to shareholders, while BCI's dividend yield for the trailing twelve months is around 13.46%.


PositionTTM202520242023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
13.46%16.49%3.29%3.93%19.98%19.43%0.68%1.47%1.13%5.02%
SBU
Leverage Shares 2X Long SBUX Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SBU 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.

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 0.75% for SBU.

BCI has the higher dividend yield at 13.46%, compared with 0.00% for SBU.

SBU is categorized as Leveraged Equities, while BCI is Commodities. They also come from different issuers: Leverage Shares and Aberdeen. Their fees differ too: 0.75% for SBU and 0.26% for BCI.

Portfolio Optimizer

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