DJCB

ETRACS Bloomberg Commodity Index Total Return ETN Series B
*Unless otherwise stated, data provided by FactSet.

DJCB Fund Description

DJCB tracks a broad basket of commodity contracts with varying roll schedules. Contract maturity can range from one to five months.

DJCB Factset Analytics Insight

DJCB is a broad basket commodity ETN that tracks an index with varying contract lengths and roll schedules. There are 24 different commodity contracts eligible for inclusion. Commodity sectors include energy, precious metals, industrial metals, grains, softs and livestock. The index uses both liquidity- and US dollar-weighted production data to determine the relative quantities of included commodities. Additionally, the index attempts to embody four main principles in its construction: economic significance, diversification, continuity, and liquidity. Using these metrics, the index attempts to create a fair representation of each commodity’s importance to the world economy and to filter out unwarranted weightings for commodities. In addition to these factors, the index adds a 33% cap to commodity sectors and a 15% cap to individual commodities. The index is rebalanced annually.

PERFORMANCE [as of 09/17/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DJCB 3.92% 5.98% 27.94% 38.89% -- -- --
DJCB (NAV) 4.00% 8.72% 26.57% 37.16% -- -- --
Bloomberg Commodity Index 3.79% 8.28% 25.01% 34.83% 7.03% 4.38% -4.10%
S&P GSCI 4.82% 5.70% 33.59% 50.35% -1.01% 3.89% -6.10%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DJCB Summary Data

UBS
ETRACS
10/24/19
Exchange-Traded Note
0.50%
$115.88M
0.46%

DJCB Portfolio Data

--
N/A

DJCB Index Data

Bloomberg Commodity Index
Multi-Factor
Fixed
S&P GSCI

DJCB Fund Structure

Yes
--
-- / --
UBS AG (London Branch)
Low
Medium
N/A
N/A

DJCB Tax Exposures

20.00% / 39.60%
--
No

DJCB Factset Analytics Block Liquidity

As of 09/20/21
5
4
3
2
1

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

DJCB Tradability

992
$17.75K
295
$4.25K
0.46%
$0.08
-0.01%
0.69% / -0.47%
Potential
100.00%
50,000
0.01
0.00%
--
0
$18.48
5