VT vs. BCI
VT (Vanguard Total World Stock ETF) and BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF) are both exchange-traded funds - VT is a Global Equities fund tracking the FTSE Global All Cap Index, while BCI is a Commodities fund tracking the Bloomberg Commodity Index Total Return. Both are passively managed. Over the past 5 years, VT returned 11.13%/yr vs 9.82%/yr for BCI. At a 0.30 correlation, their price movements are largely independent. VT charges 0.06%/yr vs 0.26%/yr for BCI.
Performance
VT vs. BCI - Performance Comparison
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Returns By Period
In the year-to-date period, VT achieves a 12.36% return, which is significantly lower than BCI's 16.69% return.
VT
- 1D
- -0.06%
- 1M
- 1.64%
- YTD
- 12.36%
- 6M
- 12.14%
- 1Y
- 29.57%
- 3Y*
- 20.75%
- 5Y*
- 11.13%
- 10Y*
- 13.20%
BCI
- 1D
- -0.65%
- 1M
- -8.66%
- YTD
- 16.69%
- 6M
- 16.52%
- 1Y
- 22.05%
- 3Y*
- 11.86%
- 5Y*
- 9.82%
- 10Y*
- —
VT vs. BCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 12.36% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 15.71% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 16.69% | 15.07% | 5.47% | -8.79% | 15.09% | 26.18% | -2.77% | 7.06% | -11.21% | 3.81% |
Correlation
The correlation between VT and BCI is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2017 | 0.30 |
The correlation between VT and BCI shifts across timeframes, from -0.03 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VT vs. BCI — Risk / Return Rank
VT
BCI
VT vs. BCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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.
| VT | BCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.24 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 1.84 | +1.23 |
| Martin ratioReturn relative to average drawdown | 13.35 | 6.82 | +6.53 |
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Drawdowns
VT vs. BCI - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, which is greater than BCI's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for VT and BCI.
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Drawdown Indicators
| VT | BCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -32.69% | -17.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -12.04% | +2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -12.04% | -4.47% |
Max Drawdown (5Y)Largest decline over 5 years | -26.38% | -26.50% | +0.12% |
Max Drawdown (10Y)Largest decline over 10 years | -34.24% | — | — |
Current DrawdownCurrent decline from peak | -0.77% | -12.04% | +11.27% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -11.98% | +4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 3.56% | -1.34% |
Volatility
VT vs. BCI - Volatility Comparison
Vanguard Total World Stock ETF (VT) has a higher volatility of 5.23% compared to abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) at 3.49%. This indicates that VT's price experiences larger fluctuations and is considered to be riskier 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
| VT | BCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 3.49% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.12% | 14.94% | -3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 17.18% | -3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 16.79% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 15.65% | +1.62% |
VT vs. BCI - Expense Ratio Comparison
VT has a 0.06% expense ratio, which is lower than BCI's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VT vs. BCI - Dividend Comparison
VT's dividend yield for the trailing twelve months is around 1.58%, less than BCI's 14.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 14.13% | 16.49% | 3.29% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.58% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
VT and BCI have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VT has higher volatility (5.23%) compared to BCI (3.49%). In terms of maximum drawdown, VT dropped -50.27% vs BCI's -32.69%.
On 5-year performance, VT leads with 11.13% vs 9.82% for BCI. On fees, VT is cheaper at 0.06% per year. On volatility, BCI has been the lower-risk option at 3.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VT has performed better with a 11.13% return vs 9.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VT is cheaper with a 0.06% expense ratio, compared with 0.26% for BCI.
BCI has the higher dividend yield at 14.13%, compared with 1.58% for VT.
VT is categorized as Global Equities, while BCI is Commodities. VT tracks FTSE Global All Cap Index, while BCI tracks Bloomberg Commodity Index Total Return. They also come from different issuers: Vanguard and Aberdeen. Their fees differ too: 0.06% for VT and 0.26% for BCI.
VT currently has the higher Sharpe Ratio (2.21 vs 1.29), 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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