ETF Managers Group Commodity Trust I

10-Year Study

BWET.US · · US · ETF

Executive Summary: ETF Managers Group Commodity Trust I has compounded at 108.5% annually over the last 10 years, with a maximum drawdown of 53.0% and an annualized volatility of 568.6%.

1Y CAGR
+1354.7%
3Y CAGR
+108.5%
5Y CAGR
+108.5%
10Y CAGR
+108.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
53.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.92
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
8.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
85.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +550.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -39.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202690.656.171.927.2————————550.3%
202521.1-9.81.84.8-5.9-1.03.814.316.722.127.8-16.296.2%
20245.63.55.6-1.6-3.0-5.6-9.8-0.7-1.9-13.5-11.8-12.8-39.2%
2023—————42.3-3.3-19.3-3.315.6-4.9-6.810.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 568.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 95.9% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-05-0110000
2023-06-0114228.279386712094
2023-07-0113764.906303236798
2023-08-0111112.776831345825
2023-09-0110742.759795570697
2023-10-0112415.672913117545
2023-11-0111807.155025553664
2023-12-0111005.110732538327
2024-01-0111618.39863713799
2024-02-0112027.257240204428
2024-03-0112695.059625212945
2024-04-0112489.744463373085
2024-05-0112115.843270868825
2024-06-0111441.226575809198
2024-07-0110323.679727427598
2024-08-0110248.722316865418
2024-09-0110054.514480408858
2024-10-018701.873935264053
2024-11-017676.320272572402
2024-12-016690.289608177171
2025-01-018102.21465076661
2025-02-017304.940374787054
2025-03-017434.412265758091
2025-04-017788.756388415672
2025-05-017325.383304940375
2025-06-017253.833049403747
2025-07-017529.812606473595
2025-08-018606.473594548552
2025-09-0110047.70017035775
2025-10-0112263.713798977853
2025-11-0115669.505962521294
2025-12-0113127.768313458262
2026-01-0125015.33219761499
2026-02-0139045.99659284497
2026-03-0167120.95400340715
2026-04-0185369.67632027256
Annual Return Matrix
YearAnnual Return
2024-0.3920743034055727
20250.9622122631900591
20265.502984687256683
Total Factor Risk
5.686389934533618
VTI.US Exposure
0.018344309688922828
VEA.US Exposure
-0.00005530757030598019
VWO.US Exposure
0.0005472257927435169
QQQ.US Exposure
0.0031987721531244098
VTV.US Exposure
0.00931613592349081
IJR.US Exposure
-0.00003384393997878175
QUAL.US Exposure
0.00022000879434504175
SHV.US Exposure
0.9585089956532065
TLT.US Exposure
-0.000194253666911939
LQD.US Exposure
0.00015563391002567685
HYG.US Exposure
0.0007702069054965559
GLD.US Exposure
0.000034865544256406855
USO.US Exposure
0.0016216122404480746
VNQ.US Exposure
0.0010128022519959859
BTC-USD.CC Exposure
-0.00021959819517641937
CPER.US Exposure
0.00013360406006075775
VIX.INDX Exposure
0.0003561189242954274
UUP.US Exposure
0.0003968267744285841
TIP.US Exposure
0.0013599142591667614
Idiosyncratic Exposure
0.004525970496365822
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
568.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+52.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+267.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
26.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ETF Managers Group Commodity Trust I a high-risk investment?

ETF Managers Group Commodity Trust I (BWET.US) has an annualized volatility of 568.6% and experienced a maximum drawdown of 53.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BWET.US?

Over the past 10 years, BWET.US has generated a Compound Annual Growth Rate (CAGR) of 108.5%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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