Today
+0.23%
3 Month
+2.52%
YTD
+25.46%
1 Year
+37.58%
Price Chart
251 trading days · Use "Compare" tab to overlay other ETFs + regimesPrice History
Compare — add ETFs, toggle regime overlay
Technical Analysis
Technical Signals
Daily closes · 1-year dataETF Structural Score
ETF Score evaluates fund wrapper quality, historical performance, and macro regime fit. Not financial advice.
Key Statistics
AUM
—
Expense Ratio
0.75%
Trailing Yield
—
Equity
—
Fixed Income
—
Issuer
iPath
vs S&P 500 (SPY) — 1 Year
Beta
-0.17
DJP moves 117% less than the S&P 500. Lower market sensitivity — more defensive.
Correlation to SPY
-0.11
Low correlation — moves more independently. Adding this alongside SPY reduces portfolio volatility.
Annualised Volatility
19.3%
Standard deviation of daily returns annualised. S&P 500 long-run avg ≈ 15%.
Relative Performance — DJP vs SPY (base 100)
About DJP
Diversified commodity index — energy, metals, and agriculture.
Macro Regime Alignment
Historical analysis of which macro regimes have favoured DJP. Based on the regime's characteristic interest rate environment, growth conditions, and sector rotation patterns.
Inflationary Boom
Growth ↑ · Inflation ↑
The economy is growing but prices are running hot. Real assets and commodities shine. Growth stocks suffer as discount rates rise. The Fed is typically tightening.
Stagflation
Growth ↓ · Inflation ↑
The most damaging regime: slowing growth while prices keep rising. The Fed faces a cruel dilemma. Gold and short bonds are the few safe havens.
Liquidity Boom
QE · ZIRP · Fed BS ↑
The Fed is printing money and rates are near zero. Every asset inflates as cheap liquidity floods markets. The 'don't fight the Fed' regime — risk assets outperform.
Disclaimer: All data sourced from Yahoo Finance and is for informational purposes only. Holdings, sector weights, and AUM update daily but may lag official fund disclosures. Performance figures are price-based and do not include dividends. Regime alignment reflects historical observations and does not guarantee future returns. Nothing on this page constitutes investment advice. Always consult a qualified financial adviser before making investment decisions.
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