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ISIN
US46140H4039
CUSIP
46140H403
Issuer
Invesco
Inception Date
Jan 5, 2007
Category
Oil & Gas
Leveraged
1x (No leverage)
Index Tracked
DBIQ Optimum Yield Crude Oil Index Excess Return
Distribution Policy
Distributing
Asset Class
Commodity
Assets Under Management
$276M

Share Price Chart


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Performance

DBO Performance Chart

Invesco DB Oil Fund (DBO) is up 76.2% since the beginning of the year. DBO is currently trading at $21 per share. Investors who bought $1,000 worth of DBO shares 5 years ago would now be looking at an investment worth $2,001.


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S&P 500 Index

Returns By Period

Invesco DB Oil Fund (DBO) has returned 76.15% so far this year and 72.26% over the past 12 months. Over the last ten years, DBO has returned 10.48% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.


Invesco DB Oil Fund

1D
-2.05%
1M
1.22%
YTD
76.15%
6M
69.63%
1Y
72.26%
3Y*
20.11%
5Y*
14.88%
10Y*
10.48%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
24.32%
3Y*
19.90%
5Y*
11.79%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBO Monthly Returns History

Based on dividend-adjusted daily data since Jan 5, 2007, DBO's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.

Historically, 54% of months were positive and 46% were negative. The best month was Mar 2026 with a return of +36.2%, while the worst month was Oct 2008 at -29.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.

On a daily basis, DBO closed higher 52% of trading days. The best single day was Mar 19, 2020 with a return of +10.6%, while the worst single day was Mar 9, 2020 at -16.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202615.00%2.92%36.22%13.73%-5.50%1.66%76.15%
20252.87%-3.60%0.99%-16.19%3.25%6.61%8.55%-5.09%-1.25%-1.64%-1.89%-2.66%-11.71%
20244.17%0.83%6.37%0.26%-2.37%4.21%-2.46%-5.05%-4.84%3.94%-1.65%5.06%7.85%
2023-0.66%-2.78%-0.82%1.24%-9.36%5.61%14.45%2.41%6.65%-6.29%-6.53%-5.99%-4.44%
202211.59%4.70%9.41%2.71%9.33%-6.22%-1.92%-5.25%-10.43%9.41%-5.06%-2.87%13.04%
20217.59%16.54%-0.47%6.84%5.16%9.05%1.47%-4.28%9.58%10.28%-18.70%10.16%60.74%

Benchmark Metrics

Invesco DB Oil Fund has an annualized alpha of -0.51%, beta of 0.57, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since January 08, 2007.

  • This ETF participated in 98.79% of S&P 500 Index downside but only 62.97% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.57 may look defensive, but with R2 of 0.13 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.13 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-0.51%
Beta
0.57
0.13
Upside Capture
62.97%
Downside Capture
98.79%

Expense Ratio

DBO has an expense ratio of 0.78%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DBO ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DBO Risk / Return Rank: 6767
Overall Rank
DBO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 6565
Sortino Ratio Rank
DBO Omega Ratio Rank: 6262
Omega Ratio Rank
DBO Calmar Ratio Rank: 8282
Calmar Ratio Rank
DBO Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco DB Oil Fund (DBO) and compare them to S&P 500 Index.


DBOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.34

1.36

-0.02

Calmar ratioReturn relative to maximum drawdown

3.99

2.69

+1.31

Martin ratioReturn relative to average drawdown

8.09

12.34

-4.25

Dividends

Dividend History

Invesco DB Oil Fund provided a 1.99% dividend yield over the last twelve months, with an annual payout of $0.43 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.43$0.43$0.67$0.64$0.10$0.00$0.00$0.17$0.13

Dividend yield

1.99%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco DB Oil Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.43
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.67$0.67
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco DB Oil Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco DB Oil Fund was 90.18%, occurring on Apr 28, 2020. The portfolio has not yet recovered.

The current Invesco DB Oil Fund drawdown is 53.65%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-90.18%Apr 2020
11y 9mo
17y 11moJul 2008 - now
Financial crisis2007–2009
-11.30%Jan 2008
19d27d
1mo 16dJan 2008 - Feb 2008
2007 pullback2007
-9.74%Jan 2007
9d13d
22dJan 2007 - Jan 2007
Financial crisis2007–2009
-8.93%Jun 2008
13d2d
15dMay 2008 - Jun 2008
Financial crisis2007–2009
-8.34%Dec 2007
14d22d
1mo 6dNov 2007 - Dec 2007

Drawdown Indicators


DBOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-90.18%

-56.78%

-33.40%

Max Drawdown (1Y)

Largest decline over 1 year

-18.19%

-9.10%

-9.09%

Max Drawdown (3Y)

Largest decline over 3 years

-28.20%

-18.90%

-9.30%

Max Drawdown (5Y)

Largest decline over 5 years

-37.68%

-25.43%

-12.25%

Max Drawdown (10Y)

Largest decline over 10 years

-61.69%

-33.92%

-27.77%

Current Drawdown

Current decline from peak

-53.65%

-2.97%

-50.68%

Average Drawdown

Average peak-to-trough decline

-62.25%

-10.72%

-51.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.96%

1.97%

+6.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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