DMXF vs DJP

Comparison between ISHARES ESG ADVANCED MSCI EAFE ETF (DMXF, ETF) and iPath Bloomberg Commodity Index Total Return ETN (DJP, ETF).

5-Year PerformanceDJP has outperformed DMXF, delivering a return of +14.2% compared to +7.7%

DMXF vs DJP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DMXF(ETF)	DJP(ETF)
Net Assets	$931M	$935M
Expense Ratio	0.12%	0.70%
Max Drawdown	36.29%	78.35%
Sharpe Ratio	0.96	1.96
5Y Beta	0.83	0.13
5Y Dividends CAGR	41.55%	N/A

Net Assets

DMXF

$931M

Winner

DJP

$935M

Expense Ratio

Winner

DMXF

0.12%

DJP

0.70%

Max Drawdown

Winner

DMXF

36.29%

DJP

78.35%

Sharpe Ratio

DMXF

0.96

Winner

DJP

1.96

5Y Beta

DMXF

0.83

Winner

DJP

0.13

5Y Dividends CAGR

DMXF

41.55%

DJP

N/A

DMXF vs DJP - Historical Returns

Returns include dividend reinvestment.

Period	DMXF	DJP
1 month	+3.85%	+5.68%
3 months	+6.12%	+1.57%
6 months	+7.49%	+20.84%
1 year	+21.73%	+49.54%
5 years(CAGR)	+7.69%	+14.25%
10 years(CAGR)	N/A	+7.93%
Max(CAGR)	+11.65%	+0.21%

DMXF

+3.85%

Winner

DJP

+5.68%

Winner

DMXF

+6.12%

DJP

+1.57%

DMXF

+7.49%

Winner

DJP

+20.84%

DMXF

+21.73%

Winner

DJP

+49.54%

5Y(CAGR)

DMXF

+7.69%

Winner

DJP

+14.25%

10Y(CAGR)

DMXF

N/A

DJP

+7.93%

Max(CAGR)

Winner

DMXF

+11.65%

DJP

+0.21%

DMXF vs DJP - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	DMXF	DJP
2026	+15.61%	+34.38%
2025	+22.82%	+16.15%
2024	+5.40%	+6.33%
2023	+19.48%	-7.71%
2022	-19.36%	+16.89%
2021	+10.50%	+29.92%
2020	+23.13%	-4.33%
2019	N/A	+7.53%
2018	N/A	-13.67%
2017	N/A	+2.61%
2016	N/A	+13.81%
2015	N/A	-27.59%
2014	N/A	-18.30%
2013	N/A	-11.27%
2012	N/A	-4.42%
2011	N/A	-14.13%
2010	N/A	+13.97%
2009	N/A	+16.26%
2008	N/A	-39.03%
2007	N/A	+18.96%
2006	N/A	+0.80%

DMXF vs DJP Drawdown Comparison

The maximum drawdown for DMXF was -34.49%, occurring on Oct 12, 2022. Recovery took 628 trading sessions.

The maximum drawdown for DJP was -78.35%, occurring on Apr 21, 2020. This drawdown has not yet recovered.

The current DMXF drawdown is -1.04%. The current DJP drawdown is -30.78%.

Rank	DMXF	DJP
#1	-34.49% Sep 7, 2021 - Mar 7, 2024	-78.35% Jul 2, 2008 - Apr 21, 2020
#2	-16.53% Sep 26, 2024 - May 13, 2025	-10.49% Mar 13, 2008 - May 21, 2008
#3	-11.84% Feb 25, 2026 - May 6, 2026	-10.48% Nov 30, 2006 - Feb 26, 2007
#4	-7.98% Jul 12, 2024 - Aug 23, 2024	-8.29% Jun 15, 2007 - Sep 18, 2007
#5	-6.89% Mar 7, 2024 - May 15, 2024	-6.22% Jan 14, 2008 - Feb 8, 2008
#6	-6.81% Oct 12, 2020 - Nov 5, 2020	-4.79% Feb 26, 2007 - Apr 10, 2007
#7	-6.77% Oct 27, 2025 - Dec 23, 2025	-4.53% Nov 6, 2007 - Dec 26, 2007
#8	-5.39% Feb 16, 2021 - Apr 5, 2021	-4.42% May 21, 2008 - Jun 6, 2008
#9	-5.23% Jul 23, 2025 - Aug 22, 2025	-4.18% Sep 27, 2007 - Oct 18, 2007
#10	-4.47% Jun 15, 2021 - Aug 4, 2021	-3.41% Mar 5, 2008 - Mar 13, 2008
#11	-4.23% Jan 14, 2021 - Feb 9, 2021	-3.38% Nov 9, 2006 - Nov 24, 2006
#12	-4.06% May 7, 2021 - May 24, 2021	-3.22% Jun 4, 2007 - Jun 15, 2007
#13	-3.92% Jun 22, 2026 - Aug 4, 2026	-2.67% May 21, 2007 - Jun 4, 2007
#14	-3.86% Aug 27, 2024 - Sep 19, 2024	-2.17% Jun 6, 2008 - Jun 11, 2008
#15	-3.83% Sep 2, 2020 - Oct 9, 2020	-2.08% Mar 3, 2008 - Mar 5, 2008