DJP vs SPY
Comparison between iPath Bloomberg Commodity Index Total Return ETN (DJP, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed DJP, delivering a return of +13.3% compared to +12.8%
DJP vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
DJP
$974M
Winner
SPY
$652B
Expense Ratio
DJP
0.70%
Winner
SPY
0.09%
Max Drawdown
DJP
78.35%
Winner
SPY
56.47%
Sharpe Ratio
DJP
1.98
Winner
SPY
2.07
5Y Beta
Winner
DJP
0.18
SPY
1.00
P/E Ratio
DJP
N/A
SPY
28.24
Forward P/E
DJP
N/A
SPY
21.85
5Y Dividends CAGR
DJP
N/A
SPY
5.43%
5Y EPS CAGR
DJP
N/A
SPY
25.79%
Debt to Equity
DJP
N/A
SPY
22.35%
P/S Ratio
DJP
N/A
SPY
3.55
P/B Ratio
DJP
N/A
SPY
5.29
DJP vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
DJP
+5.40%
Winner
SPY
+9.11%
3M
Winner
DJP
+19.64%
SPY
+6.59%
6M
Winner
DJP
+34.88%
SPY
+10.56%
1Y
Winner
DJP
+46.71%
SPY
+32.04%
5Y(CAGR)
DJP
+12.76%
Winner
SPY
+13.35%
10Y(CAGR)
DJP
+8.21%
Winner
SPY
+15.49%
Max(CAGR)
DJP
+0.08%
Winner
SPY
+8.50%
DJP vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | DJP | SPY |
|---|---|---|
| 2026 | +30.98% | +8.27% |
| 2025 | +16.15% | +18.00% |
| 2024 | +6.33% | +25.59% |
| 2023 | -7.71% | +26.72% |
| 2022 | +16.89% | -18.64% |
| 2021 | +29.92% | +30.52% |
| 2020 | -4.33% | +17.28% |
| 2019 | +7.53% | +31.09% |
| 2018 | -13.67% | -5.24% |
| 2017 | +2.61% | +20.78% |
| 2016 | +13.81% | +13.59% |
| 2015 | -27.59% | +1.31% |
| 2014 | -18.30% | +14.56% |
| 2013 | -11.27% | +29.00% |
| 2012 | -4.42% | +14.17% |
| 2011 | -14.13% | +0.85% |
| 2010 | +13.97% | +13.14% |
| 2009 | +16.26% | +22.67% |
| 2008 | -39.03% | -36.25% |
| 2007 | +18.96% | +5.32% |
| 2006 | +0.80% | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
DJP vs SPY 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 SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current DJP drawdown is -32.53%.
| Rank | DJP | SPY |
|---|---|---|
| #1 | -78.35% Jul 2, 2008 - Apr 21, 2020 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -10.49% Mar 13, 2008 - May 21, 2008 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -10.48% Nov 30, 2006 - Feb 26, 2007 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -8.29% Jun 15, 2007 - Sep 18, 2007 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -6.22% Jan 14, 2008 - Feb 8, 2008 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -4.79% Feb 26, 2007 - Apr 10, 2007 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -4.53% Nov 6, 2007 - Dec 26, 2007 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -4.42% May 21, 2008 - Jun 6, 2008 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -4.18% Sep 27, 2007 - Oct 18, 2007 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -3.41% Mar 5, 2008 - Mar 13, 2008 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -3.38% Nov 9, 2006 - Nov 24, 2006 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -3.22% Jun 4, 2007 - Jun 15, 2007 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -2.67% May 21, 2007 - Jun 4, 2007 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -2.17% Jun 6, 2008 - Jun 11, 2008 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -2.08% Mar 3, 2008 - Mar 5, 2008 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between DJP and SPY is -0.29 which considered as a very weak or no correlation - the stocks move independently of each other.
-0.29
-101
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