STNC vs. DCMT

Last updated Jul 14, 2026

STNC (Stance Equity ESG Large Cap Core ETF) and DCMT (DoubleLine Commodity Strategy ETF) are both exchange-traded funds - STNC is a Large Cap Growth Equities fund actively managed by Red Gate Advisers LLC, while DCMT is a Commodities fund actively managed by DoubleLine. Both are actively managed. Over the past year, STNC returned 20.18% vs 28.33% for DCMT. At a correlation of -0.04, they often move in opposite directions. STNC charges 0.85%/yr vs 0.66%/yr for DCMT.

Performance

STNC vs. DCMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stance Equity ESG Large Cap Core ETF (STNC) and DoubleLine Commodity Strategy ETF (DCMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STNC achieves a 11.83% return, which is significantly lower than DCMT's 25.74% return.

STNC

• 1D: -0.61%
• 1M: -1.16%
• 6M: 9.10%
• YTD: 11.83%
• 1Y: 20.18%
• 3Y*: 11.69%
• 5Y*: 7.43%
• 10Y*: —

DCMT

• 1D: 2.59%
• 1M: -0.52%
• 6M: 21.60%
• YTD: 25.74%
• 1Y: 28.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STNC vs. DCMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
STNC Stance Equity ESG Large Cap Core ETF	11.83%	10.33%	8.94%
DCMT DoubleLine Commodity Strategy ETF	25.74%	6.04%	3.65%

Correlation

The correlation between STNC and DCMT is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.14
Correlation (All Time) Calculated using the full available price history since Feb 1, 2024	-0.04

The correlation between STNC and DCMT shifts across timeframes, from -0.14 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

Return for Risk

STNC vs. DCMT — Risk / Return Rank

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

STNC

STNC Risk / Return Rank: 54
STNC Sharpe Ratio Rank: 51
STNC Sortino Ratio Rank: 53
STNC Omega Ratio Rank: 46
STNC Calmar Ratio Rank: 63
STNC Martin Ratio Rank: 59

DCMT

DCMT Risk / Return Rank: 51
DCMT Sharpe Ratio Rank: 57
DCMT Sortino Ratio Rank: 55
DCMT Omega Ratio Rank: 53
DCMT Calmar Ratio Rank: 44
DCMT Martin Ratio Rank: 49

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.

STNC vs. DCMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stance Equity ESG Large Cap Core ETF (STNC) and DoubleLine Commodity Strategy ETF (DCMT). 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.

	STNC	DCMT	Difference
Sharpe ratio: Return per unit of total volatility	1.39	1.52	-0.13
Sortino ratio: Return per unit of downside risk	2.06	2.11	-0.05
Omega ratio: Gain probability vs. loss probability	1.24	1.27	-0.03
Calmar ratio: Return relative to maximum drawdown	2.51	1.78	+0.72
Martin ratio: Return relative to average drawdown	8.30	6.45	+1.84

STNC vs. DCMT - Sharpe Ratio Comparison

The current STNC Sharpe Ratio is 1.39, which is comparable to the DCMT Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of STNC and DCMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STNC vs. DCMT - Drawdown Comparison

The maximum STNC drawdown since its inception was -22.33%, which is greater than DCMT's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for STNC and DCMT.

Drawdown Indicators

	STNC	DCMT	Difference
Max Drawdown Largest peak-to-trough decline	-22.33%	-15.96%	-6.37%
Max Drawdown (1Y) Largest decline over 1 year	-8.09%	-15.96%	+7.87%
Max Drawdown (3Y) Largest decline over 3 years	-17.90%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.33%	—	—
Current Drawdown Current decline from peak	-3.77%	-9.74%	+5.97%
Average Drawdown Average peak-to-trough decline	-5.83%	-3.51%	-2.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	4.40%	-1.96%

Volatility

STNC vs. DCMT - Volatility Comparison

Stance Equity ESG Large Cap Core ETF (STNC) and DoubleLine Commodity Strategy ETF (DCMT) have volatilities of 6.05% and 6.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STNC	DCMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.05%	6.10%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	11.94%	16.86%	-4.92%
Volatility (1Y) Calculated over the trailing 1-year period	14.61%	18.80%	-4.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.74%	16.03%	-0.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.50%	16.03%	-0.53%

STNC vs. DCMT - Expense Ratio Comparison

STNC has a 0.85% expense ratio, which is higher than DCMT's 0.66% expense ratio.

Dividends

STNC vs. DCMT - Dividend Comparison

STNC's dividend yield for the trailing twelve months is around 0.91%, less than DCMT's 2.92% yield.

Position	TTM	2025	2024	2023	2022	2021
DCMT DoubleLine Commodity Strategy ETF	2.92%	3.67%	1.59%	0.00%	0.00%	0.00%
STNC Stance Equity ESG Large Cap Core ETF	0.91%	1.02%	0.96%	0.08%	0.58%	0.41%

Frequently Asked Questions

Can I hold both STNC and DCMT in my portfolio?

STNC and DCMT have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STNC or DCMT?

DCMT has higher volatility (6.10%) compared to STNC (6.05%). In terms of maximum drawdown, STNC dropped -22.33% vs DCMT's -15.96%.

Which ETF is better, STNC or DCMT?

On 1-year performance, DCMT leads with 28.33% vs 20.18% for STNC. On fees, DCMT is cheaper at 0.66% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STNC or DCMT?

Over the 1-year period, DCMT has performed better with a 28.33% return vs 20.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STNC or DCMT?

DCMT is cheaper with a 0.66% expense ratio, compared with 0.85% for STNC.

Which ETF pays a higher dividend yield, STNC or DCMT?

DCMT has the higher dividend yield at 2.92%, compared with 0.91% for STNC.

What is the main difference between STNC and DCMT?

STNC is categorized as Large Cap Growth Equities, while DCMT is Commodities. They also come from different issuers: Red Gate Advisers LLC and DoubleLine. Their fees differ too: 0.85% for STNC and 0.66% for DCMT.

Which has better risk-adjusted returns?

DCMT currently has the higher Sharpe Ratio (1.52 vs 1.39), 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.