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Invesco DB Precious Metals Fund (DBP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73936B2007

CUSIP

46140H502

Issuer

Invesco

Inception Date

Jan 5, 2007

Leveraged

1x

Index Tracked

DBIQ Optimum Yield Precious Metals Index Excess Return

Asset Class

Commodity

Expense Ratio

DBP features an expense ratio of 0.78%, falling within the medium range.


Expense ratio chart for DBP: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DBP vs. VGPMX DBP vs. GLD DBP vs. IAUM DBP vs. VOO DBP vs. IAU DBP vs. RING DBP vs. DBC DBP vs. SPY DBP vs. QQQ DBP vs. SCHD
Popular comparisons:
DBP vs. VGPMX DBP vs. GLD DBP vs. IAUM DBP vs. VOO DBP vs. IAU DBP vs. RING DBP vs. DBC DBP vs. SPY DBP vs. QQQ DBP vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco DB Precious Metals Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
192.20%
320.71%
DBP (Invesco DB Precious Metals Fund)
Benchmark (^GSPC)

Returns By Period

Invesco DB Precious Metals Fund had a return of 26.53% year-to-date (YTD) and 26.75% in the last 12 months. Over the past 10 years, Invesco DB Precious Metals Fund had an annualized return of 6.51%, while the S&P 500 had an annualized return of 11.06%, indicating that Invesco DB Precious Metals Fund did not perform as well as the benchmark.


DBP

YTD

26.53%

1M

-1.23%

6M

10.16%

1Y

26.75%

5Y*

10.45%

10Y*

6.51%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of DBP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.96%0.39%8.93%3.82%4.15%-1.04%3.93%1.46%5.57%4.38%-3.75%26.53%
20234.25%-6.56%9.06%1.53%-2.26%-2.56%3.49%-1.52%-5.61%6.53%3.85%-0.58%8.68%
2022-2.29%6.67%1.36%-3.55%-3.95%-2.54%-2.25%-4.81%-1.33%-1.42%9.68%4.01%-1.51%
2021-2.65%-4.99%-3.02%3.95%7.80%-7.20%1.28%-1.38%-4.30%2.86%-1.43%2.77%-7.10%
20203.55%-2.56%-2.95%7.68%5.64%3.20%13.53%2.78%-8.01%0.00%-5.41%8.64%26.80%
20192.89%-1.26%-1.89%-0.94%0.71%7.12%1.43%8.59%-3.96%2.98%-3.75%3.76%15.88%
20183.09%-2.89%0.30%-0.88%-0.91%-3.37%-2.64%-2.89%-0.66%1.10%0.09%5.66%-4.31%
20176.28%3.43%-0.65%0.13%0.12%-2.80%1.97%4.15%-3.63%-0.63%-0.27%2.44%10.58%
20164.87%9.88%0.22%7.09%-7.20%10.71%3.27%-5.11%1.22%-3.94%-8.36%-2.52%8.16%
20158.96%-5.78%-1.86%-0.73%1.14%-2.66%-6.73%2.85%-1.70%3.17%-7.32%-0.98%-12.10%
20142.34%7.52%-4.04%-0.14%-3.17%7.75%-3.76%-0.86%-7.64%-3.76%-1.45%1.73%-6.47%
20130.14%-6.23%0.63%-9.25%-6.63%-11.58%6.11%7.69%-5.46%-0.27%-6.34%-3.92%-31.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DBP is 67, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DBP is 6767
Overall Rank
The Sharpe Ratio Rank of DBP is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of DBP is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DBP is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DBP is 5353
Calmar Ratio Rank
The Martin Ratio Rank of DBP is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco DB Precious Metals Fund (DBP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DBP, currently valued at 1.60, compared to the broader market0.002.004.001.602.10
The chart of Sortino ratio for DBP, currently valued at 2.19, compared to the broader market-2.000.002.004.006.008.0010.002.192.80
The chart of Omega ratio for DBP, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.39
The chart of Calmar ratio for DBP, currently valued at 1.09, compared to the broader market0.005.0010.0015.001.093.09
The chart of Martin ratio for DBP, currently valued at 8.19, compared to the broader market0.0020.0040.0060.0080.00100.008.1913.49
DBP
^GSPC

The current Invesco DB Precious Metals Fund Sharpe ratio is 1.60. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco DB Precious Metals Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.60
2.10
DBP (Invesco DB Precious Metals Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco DB Precious Metals Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.50$1.00$1.50$2.002017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.00$2.23$0.22$0.00$0.00$0.53$0.45$0.05

Dividend yield

0.00%4.47%0.45%0.00%0.00%1.26%1.24%0.12%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.23$2.23
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
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
2020$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
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.45
2017$0.05$0.05

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.85%
-2.62%
DBP (Invesco DB Precious Metals Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco DB Precious Metals 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 Precious Metals Fund was 53.89%, occurring on Dec 17, 2015. Recovery took 2204 trading sessions.

The current Invesco DB Precious Metals Fund drawdown is 6.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.89%Aug 23, 20111088Dec 17, 20152204Sep 24, 20243292
-36.09%Mar 17, 2008169Nov 12, 2008246Nov 4, 2009415
-14.81%Dec 3, 200945Feb 8, 201064May 11, 2010109
-12.19%May 2, 20114May 5, 201162Aug 3, 201166
-9.24%Jan 3, 201118Jan 27, 201118Feb 23, 201136

Volatility

Volatility Chart

The current Invesco DB Precious Metals Fund volatility is 5.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.69%
3.79%
DBP (Invesco DB Precious Metals Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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