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Neuberger Berman Commodity Strategy ETF NBCM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | NBCM | Replication |
|---|---|---|
| Annualized growth | 13.2% | 11.1% |
| Annualized volatility | 16.9% | 16.0% |
| Sharpe ratio | 0.82 | 0.74 |
| Maximum drawdown | 19.0% | 22.2% |
| Replication fit (R²) | 0.93 · Tracking error 4.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model NBCM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BCI | Alternatives · Commodities | 91.8% |
| XLE | Sector · Energy | 4.2% |
| IAU | Alternatives · Gold | 4.1% |