DJCI

ETRACS Bloomberg Commodity Index Total Return ETN
D

38
*Unless otherwise stated, data provided by FactSet.

DJCI Fund Description

DJCI tracks a broad index of more than 20 different commodity contracts with varying roll schedules. Contract maturity can range from one to five months.

DJCI Factset Analytics Insight

DJCI is a broad basket commodity ETN that tracks an index with varying contract lenghts and roll schedules. 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 commodities significance in the global economy in addition to filtering out unwarranted weightings for some commodities. However, the index does apply a cap of 33% to commodity sectors and 15% to individual commodities. Althought our benchmark is also a borad-basket commodity index, do not expect similar exposures or return patterns as the benchmark index construction varies significantly from DJCI. For broad market commodity exposure, DJCI charges a low fee.

DJCI Charts And Performance

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/12/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DJCI 1.28% 1.77% 3.24% -4.29% -1.50% -8.33% --
DJCI (NAV) 2.58% 2.51% 3.98% -4.43% -1.29% -8.19% --
Bloomberg Commodity Index 2.44% 2.47% 4.08% -3.67% -0.70% -7.42% --
S&P GSCI 1.78% 1.98% 8.55% -13.63% 2.19% -12.11% -5.24%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DJCI Summary Data

UBS
ETRACS
10/28/09
Exchange-Traded Note
0.50%
$27.54M
$73.61K
0.33%

DJCI Portfolio Data

Futures
Extended Term
Annually
0

DJCI Index Data

Bloomberg Commodity Index
Multi-Factor
Fixed
S&P GSCI

DJCI Portfolio Management

0.50%
-0.85%
-0.16%
-1.24%

DJCI Tax Exposures

20.00% / 39.60%
--
No

DJCI Fund Structure

Exchange-Traded Note
No
N/A
UBS AG (Jersey Branch)
Low
High
None
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

DJCI Factset Analytics Block Liquidity

As of 09/13/19
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 5 out of 5.

DJCI Tradability

4,640
$73.61K
1,865
$30.64K
0.33%
$0.05
-0.02%
3.28% / -2.13%
Potential
100.00%
50,000
0.04
0.00%
--
0
$14.66
5

DJCI Sector Breakdown


DJCI
Segment Benchmark
35.06%
20.70%
21.93%
55.12%
18.27%
5.14%
17.27%
9.42%
7.47%
9.61%

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 Rolling Strategy

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

DJCI Performance Statistics

0.72
0.55
0.58
0.56
0.00%