http://apiprod.etf.internal.com/private/fund/DJCI/fundreport
DJCI

DJCI

ETRACS Bloomberg Commodity Index Total Return ETN
C

48
  • Overview
  • Efficiency
  • Tradability
  • Fit

DJCI Fund Description

The E-TRACS Linked to the Bloomberg Commodity Index Total Return ETN tracks an index of 19 commodity futures contracts. It uses front-month futures contracts to maintain its exposure and caps each sector at 33%.

DJCI Factset Analytics Insight

DJCI tracks the DJ-UBS Commodity Index and uses caps to dial down its exposure to energy and produce a more balanced portfolio of commodities that bears little resemblance to our benchmark, the GSCI. It doesn't allow any sector to make up more than 33% of its portfolio or any single commodity to make up more than 15%. The GSCI, in contrast, allocates 72% of its portfolio to energy and 49% to Brent and WTI crude alone. Rallies in energy hurt DJCI, but it is well set up to outperform should agriculture or metals take off. It only holds front-month contracts, which subjects it to contango, but also makes it more sensitive to short-term spot price movements. DJCI comes at the lowest expense ratio in its segment, but its mediocre liquidity can raise round-trip costs.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:

DJCI Top 10 Contracts

DJCI Summary Data

UBS
ETRACS
10/28/09
Exchange-Traded Note
0.5%
$77.19M
$80.18K
0.38%

DJCI Portfolio Data

Futures
Extended Term
Annually
--

DJCI Index Data

Multi-Factor
Fixed
S&P GSCI

Related ETFs to DJCI

DJP, UCI, CMDT, UCIB, GSG
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

DJCI Portfolio Management

0.5%
-0.48%
0.66%
-1%

DJCI Tax Exposures

20% / 39.6%
--
No

DJCI Fund Structure

Exchange-Traded Note
No
N/A
UBS AG (Jersey Branch)
Low
Low
None
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS----
----
----
----
----
BIDS----
----
----
----
----
LAST 10 TRADES
TIMEPRICESHARES
------
------
------
------
------
------
------
------
------
------
Bats BZX Real-time Quote - 17:45:45
Daily Spread
Premium/Discount
Volume

DJCI Factset Analytics Block Liquidity

As of 10/23/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DJCI. DJCI is rated a 0 out of 5.

DJCI Tradability

5,115
$80.18K
1,950
$30.59K
0.38%
$0.06
0.1%
1.06% / -0.76%
Potential
100%
50,000
0.04
0.00%
--
--
$15.51
0

DJCI Sector Breakdown

DJCISegment Benchmark
72.35% 31.79%
11.42% 30.74%
7.06% 16.59%
2.74% 15.67%
6.43% 5.14%

DJCI Top 10 Targeted Commodity Weights

11.53%
9.45%
8.49%
7.51%
7.20%
6.51%
5.68%
4.14%
3.96%

DJCI Tenor Strategy

DJCI invests solely in front-month futures contracts. This means that the fund will be particularly sensitive to changes in spot prices, but may be priced higher or lower than spot, sometimes dramatically.

DJCI Performance Statistics

0.66
0.61
0.58
0.56
0%

DJCI Rolling Strategy

DJCI rolls contracts over a 5 day period each month according to a predetermined schedule.