SUSB vs. DCMT

Last updated Jul 14, 2026

SUSB (iShares ESG 1-5 Year USD Corporate Bond ETF) and DCMT (DoubleLine Commodity Strategy ETF) are both exchange-traded funds - SUSB is a Corporate Bonds fund tracking the Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index, while DCMT is a Commodities fund actively managed by DoubleLine. SUSB is passively managed, while DCMT is actively managed. Over the past year, SUSB returned 3.68% vs 28.33% for DCMT. At a correlation of -0.18, they often move in opposite directions. SUSB charges 0.12%/yr vs 0.66%/yr for DCMT.

Performance

SUSB vs. DCMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) 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, SUSB achieves a 0.50% return, which is significantly lower than DCMT's 25.74% return.

SUSB

• 1D: -0.16%
• 1M: -0.21%
• 6M: 0.50%
• YTD: 0.50%
• 1Y: 3.68%
• 3Y*: 5.36%
• 5Y*: 2.20%
• 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)

SUSB vs. DCMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SUSB iShares ESG 1-5 Year USD Corporate Bond ETF	0.50%	6.81%	4.47%
DCMT DoubleLine Commodity Strategy ETF	25.74%	6.04%	3.65%

Correlation

The correlation between SUSB and DCMT is -0.33, 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	-0.33
Correlation (All Time) Calculated using the full available price history since Feb 1, 2024	-0.18

The correlation between SUSB and DCMT shifts across timeframes, from -0.33 (1 year) to -0.18 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SUSB vs. DCMT — Risk / Return Rank

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

SUSB

SUSB Risk / Return Rank: 73
SUSB Sharpe Ratio Rank: 74
SUSB Sortino Ratio Rank: 81
SUSB Omega Ratio Rank: 77
SUSB Calmar Ratio Rank: 63
SUSB Martin Ratio Rank: 69

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.

SUSB vs. DCMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) 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.

	SUSB	DCMT	Difference
Sharpe ratio: Return per unit of total volatility	1.88	1.52	+0.37
Sortino ratio: Return per unit of downside risk	2.88	2.11	+0.77
Omega ratio: Gain probability vs. loss probability	1.35	1.27	+0.09
Calmar ratio: Return relative to maximum drawdown	2.49	1.78	+0.70
Martin ratio: Return relative to average drawdown	9.95	6.45	+3.49

SUSB vs. DCMT - Sharpe Ratio Comparison

The current SUSB Sharpe Ratio is 1.88, which is comparable to the DCMT Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of SUSB 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

SUSB vs. DCMT - Drawdown Comparison

The maximum SUSB drawdown since its inception was -13.25%, smaller than the maximum DCMT drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for SUSB and DCMT.

Drawdown Indicators

	SUSB	DCMT	Difference
Max Drawdown Largest peak-to-trough decline	-13.25%	-15.96%	+2.71%
Max Drawdown (1Y) Largest decline over 1 year	-1.49%	-15.96%	+14.47%
Max Drawdown (3Y) Largest decline over 3 years	-1.49%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-9.57%	—	—
Current Drawdown Current decline from peak	-0.52%	-9.74%	+9.22%
Average Drawdown Average peak-to-trough decline	-1.56%	-3.51%	+1.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.37%	4.40%	-4.03%

Volatility

SUSB vs. DCMT - Volatility Comparison

The current volatility for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) is 0.70%, while DoubleLine Commodity Strategy ETF (DCMT) has a volatility of 6.10%. This indicates that SUSB experiences smaller price fluctuations and is considered to be less risky than DCMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SUSB	DCMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.70%	6.10%	-5.40%
Volatility (6M) Calculated over the trailing 6-month period	1.54%	16.86%	-15.32%
Volatility (1Y) Calculated over the trailing 1-year period	1.96%	18.80%	-16.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.98%	16.03%	-13.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.71%	16.03%	-12.32%

SUSB vs. DCMT - Expense Ratio Comparison

SUSB has a 0.12% expense ratio, which is lower than DCMT's 0.66% expense ratio.

Dividends

SUSB vs. DCMT - Dividend Comparison

SUSB's dividend yield for the trailing twelve months is around 4.52%, more than DCMT's 2.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DCMT DoubleLine Commodity Strategy ETF	2.92%	3.67%	1.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SUSB iShares ESG 1-5 Year USD Corporate Bond ETF	4.52%	4.40%	3.81%	2.81%	1.74%	1.30%	1.91%	2.83%	2.61%	0.96%

Frequently Asked Questions

Can I hold both SUSB and DCMT in my portfolio?

SUSB and DCMT have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SUSB or DCMT?

DCMT has higher volatility (6.10%) compared to SUSB (0.70%). In terms of maximum drawdown, SUSB dropped -13.25% vs DCMT's -15.96%.

Which ETF is better, SUSB or DCMT?

On 1-year performance, DCMT leads with 28.33% vs 3.68% for SUSB. On fees, SUSB is cheaper at 0.12% per year. On volatility, SUSB has been the lower-risk option at 0.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SUSB or DCMT?

Over the 1-year period, DCMT has performed better with a 28.33% return vs 3.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SUSB or DCMT?

SUSB is cheaper with a 0.12% expense ratio, compared with 0.66% for DCMT.

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

SUSB has the higher dividend yield at 4.52%, compared with 2.92% for DCMT.

What is the main difference between SUSB and DCMT?

SUSB is categorized as Corporate Bonds, while DCMT is Commodities. They also come from different issuers: iShares and DoubleLine. Their fees differ too: 0.12% for SUSB and 0.66% for DCMT.

Which has better risk-adjusted returns?

SUSB currently has the higher Sharpe Ratio (1.88 vs 1.52), 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.