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Direxion Auspice Broad Commodity Strategy ETF COM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | COM | Replication |
|---|---|---|
| Annualized growth | 7.7% | 9.4% |
| Annualized volatility | 9.3% | 8.6% |
| Sharpe ratio | 0.84 | 1.09 |
| Maximum drawdown | 11.7% | 10.9% |
| Replication fit (R²) | 0.67 · Tracking error 5.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model COM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 53.2% |
| BCI | Alternatives · Commodities | 37.5% |
| IAU | Alternatives · Gold | 9.3% |