DJP vs JCPI
Comparison between iPath Bloomberg Commodity Index Total Return ETN (DJP, ETF) and JPMORGAN INFLATION MANAGED BOND ETF (JCPI, ETF).
DJP vs JCPI - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
DJP
$850M
JCPI
$847M
Expense Ratio
DJP
0.70%
Winner
JCPI
0.25%
Max Drawdown
DJP
78.35%
Winner
JCPI
10.91%
Sharpe Ratio
Winner
DJP
1.47
JCPI
-0.18
5Y Beta
DJP
0.17
Winner
JCPI
0.03
DJP vs JCPI - Historical Returns
Returns include dividend reinvestment.
1M
Winner
DJP
+7.11%
JCPI
+0.18%
3M
Winner
DJP
+0.23%
JCPI
-0.47%
6M
Winner
DJP
+17.55%
JCPI
+1.13%
1Y
Winner
DJP
+36.58%
JCPI
+3.07%
5Y(CAGR)
Winner
DJP
+11.89%
JCPI
+2.78%
10Y(CAGR)
DJP
+7.41%
JCPI
N/A
Max(CAGR)
DJP
-0.07%
Winner
JCPI
+2.78%
DJP vs JCPI - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | DJP | JCPI |
|---|---|---|
| 2026 | +27.16% | +1.11% |
| 2025 | +16.15% | +7.53% |
| 2024 | +6.33% | +4.86% |
| 2023 | -7.71% | +4.54% |
| 2022 | +16.89% | -5.52% |
| 2021 | +29.92% | N/A |
| 2020 | -4.33% | N/A |
| 2019 | +7.53% | N/A |
| 2018 | -13.67% | N/A |
| 2017 | +2.61% | N/A |
| 2016 | +13.81% | N/A |
| 2015 | -27.59% | N/A |
| 2014 | -18.30% | N/A |
| 2013 | -11.27% | N/A |
| 2012 | -4.42% | N/A |
| 2011 | -14.13% | N/A |
| 2010 | +13.97% | N/A |
| 2009 | +16.26% | N/A |
| 2008 | -39.03% | N/A |
| 2007 | +18.96% | N/A |
| 2006 | +0.80% | N/A |
DJP vs JCPI Drawdown Comparison
The maximum drawdown for DJP was -78.35%, occurring on Apr 21, 2020. This drawdown has not yet recovered.
The maximum drawdown for JCPI was -7.85%, occurring on Sep 30, 2022. Recovery took 450 trading sessions.
The current DJP drawdown is -34.50%. The current JCPI drawdown is -1.03%.
| Rank | DJP | JCPI |
|---|---|---|
| #1 | -78.35% Jul 2, 2008 - Apr 21, 2020 | -7.85% Aug 1, 2022 - May 15, 2024 |
| #2 | -10.49% Mar 13, 2008 - May 21, 2008 | -3.11% May 27, 2022 - Jul 29, 2022 |
| #3 | -10.48% Nov 30, 2006 - Feb 26, 2007 | -2.77% Apr 3, 2025 - Jun 27, 2025 |
| #4 | -8.29% Jun 15, 2007 - Sep 18, 2007 | -2.41% Sep 24, 2024 - Feb 20, 2025 |
| #5 | -6.22% Jan 14, 2008 - Feb 8, 2008 | -2.04% Apr 11, 2022 - May 27, 2022 |
| #6 | -4.79% Feb 26, 2007 - Apr 10, 2007 | -1.60% Feb 27, 2026 - Apr 14, 2026 |
| #7 | -4.53% Nov 6, 2007 - Dec 26, 2007 | -1.35% May 1, 2026 - Jun 23, 2026 |
| #8 | -4.42% May 21, 2008 - Jun 6, 2008 | -1.00% Jun 5, 2024 - Jun 20, 2024 |
| #9 | -4.18% Sep 27, 2007 - Oct 18, 2007 | -0.90% Oct 22, 2025 - Feb 10, 2026 |
| #10 | -3.41% Mar 5, 2008 - Mar 13, 2008 | -0.83% Mar 3, 2025 - Mar 28, 2025 |
| #11 | -3.38% Nov 9, 2006 - Nov 24, 2006 | -0.76% May 16, 2024 - Jun 3, 2024 |
| #12 | -3.22% Jun 4, 2007 - Jun 15, 2007 | -0.61% Aug 5, 2024 - Aug 21, 2024 |
| #13 | -2.67% May 21, 2007 - Jun 4, 2007 | -0.57% Sep 11, 2025 - Oct 14, 2025 |
| #14 | -2.17% Jun 6, 2008 - Jun 11, 2008 | -0.51% Jul 16, 2024 - Jul 31, 2024 |
| #15 | -2.08% Mar 3, 2008 - Mar 5, 2008 | -0.48% Aug 28, 2024 - Sep 6, 2024 |
Correlation
Correlation between DJP and JCPI is 0.65 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.65
-101
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