Commodities Volatility: ETF Vs. Index Performance [CHART]

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Commodities Volatility: ETF Vs. Index Performance [CHART]

Commodities Volatility in One Table by Attain Capital

Here’s our monthly look at the various commodity ETFs and how they track a simple strategy of buying December futures and rolling them annually. Plus, a comparison to Ag Traders and an overall commodity index.

Some Notes:

  1. The BarclayHedge Ag Traders CTA Index is killing it {past performance is not necessarily indicative of future results}. Many ag programs have a combination of long meats and short grain exposure. Both have been good trends thus far in 2014. (See Trade commodities instead of “invest” in  them?)
  2. Grains continue their massive down trend.
  3. 75% of the commodities in this table are experiencing double digit moves on the year.

(Performance as of 9/30/14)

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Commodity ETF Over/Under Performance 2014

Commodity
Futures
ETF
Difference
Crude Oil $CL_F
-2.64%
$USO
-2.52%
0.12%
Brent Oil $NBZ_F
-10.35%
$BNO
-13.76%
-3.41%
Natural Gas $NG_F
-2.83%
$UNG
6.86%
9.69%
Cocoa $CC_F
21.68%
$NIB
21.93%
0.25%
Coffee $KC_F
60.99%
$JO
69.31%
8.32%
Corn $ZC_F
-28.80%
$CORN
-25.51%
3.29%
Cotton $CT_F
-21.75%
$BAL
-23.12%
-1.37%
Live Cattle $LE_F
24.01%
$CATL
18.86%
-5.15%
Lean Hogs $LH_F
18.90%
$HOGS
10.96%
-7.94%
Sugar $SB_F
-9.21%
$CANE
-6.94%
2.27%
Soybeans $ZS_F
-19.54%
$SOYB
-16.25%
3.29%
Wheat $ZW_F
-25.43%
$WEAT
-25.97%
-0.53%
Average 0.42% 1.15% 0.74%
Commodity Index $DBC -9.47%
Long/Short Ag Trader CTAs 17.64%
Showing 1 to 15 of 15 entries

(Disclaimer: past performance is not necessarily indicative of future results).
(Disclaimer: Sugar uses the October contract, Soybeans the November contract.)
Long/Short Ag Trader CTA = Barclayhedge Ag Traders Index

“The Managed Futures Blog is a compilation of thoughts, research, attempts at humor, and more from the team at Attain Capital Management (“Attain”). Attain pairs high net worth individuals, RIA’s, and institutional investors with alternative investments in commodities, managed futures, and global macro strategies through privately offered funds and managed accounts. Click here to sign up for their insight and analysis.”

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