(DJP) iPath Bloomberg Commodity - Overview
Etf: Commodities, Futures, Treasury, Interest, Rebalancing
| Risk 5d forecast | |
|---|---|
| Volatility | 29.3% |
| Relative Tail Risk | 0.91% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.88 |
| Alpha | 12.30 |
| Character TTM | |
|---|---|
| Beta | 0.299 |
| Beta Downside | 0.389 |
| Drawdowns 3y | |
|---|---|
| Max DD | 13.41% |
| CAGR/Max DD | 0.60 |
Description: DJP iPath Bloomberg Commodity December 26, 2025
The iPath® Bloomberg Commodity Index Total Return (NYSE ARCA:DJP) tracks the Dow Jones-UBS Commodity Index Total Return. It measures the performance of an unleveraged, cash-collateralized investment in the futures contracts of the physical commodities that compose the index, plus the yield earned on Treasury Bill collateral. The index is a rolling construct that rebalances once per year.
Key market drivers to watch include: (1) the weightings of energy (≈ 55 % of the index) and industrial metals (≈ 30 %), which make the fund highly sensitive to oil price shocks and global manufacturing activity; (2) the term structure of Treasury yields, since the cash-collateral return directly impacts total return; and (3) rolling futures contango versus backwardation, which can erode or enhance returns depending on the shape of the commodity curve. Recent data (as of Q3 2024) show a 12-month rolling return of roughly +4 % and a net expense ratio of 0.85 %.
For a deeper, data-driven look at how these drivers affect DJP’s risk-adjusted performance, you might explore the analytics section on ValueRay.
What is the price of DJP shares?
Over the past week, the price has changed by -3.44%, over one month by +5.53%, over three months by +12.42% and over the past year by +19.57%.
Is DJP a buy, sell or hold?
What are the forecasts/targets for the DJP price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 43.5 | 6.1% |
DJP Fundamental Data Overview February 04, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 760.9m USD (760.9m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 760.9m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 760.9m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.02% (E(760.9m)/V(760.9m) * Re(7.02%) + (debt-free company))
Discount Rate = 7.02% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)