PortfoliosLab logo

Invesco DB Gold Fund

DGL
ETF · Currency in USD
ISIN
US73936B6065
CUSIP
73936B606
Issuer
Invesco
Inception Date
Jan 5, 2007
Category
Precious Metals
Expense Ratio
0.75%
Index Tracked
DBIQ Optimum Yield Gold Index Excess Return
ETF Home Page
www.invesco.com
Asset Class
Commodity

DGLPrice Chart


Chart placeholderClick Calculate to get results

DGLPerformance

The chart shows the growth of $10,000 invested in Invesco DB Gold Fund on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,279 for a total return of roughly 32.79%. All prices are adjusted for splits and dividends.


DGL (Invesco DB Gold Fund)
Benchmark (S&P 500)

DGLReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.98%
6M-0.06%
YTD-7.01%
1Y-8.72%
5Y5.44%
10Y-0.80%

DGLMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

DGLSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Invesco DB Gold Fund Sharpe ratio is -0.52. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


DGL (Invesco DB Gold Fund)
Benchmark (S&P 500)

DGLDividends

Invesco DB Gold Fund granted a 0.00% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.00$0.00$0.86$0.58$0.04$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Dividend yield

0.00%0.00%1.90%1.46%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

DGLDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


DGL (Invesco DB Gold Fund)
Benchmark (S&P 500)

DGLWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco DB Gold Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Invesco DB Gold Fund is 48.15%, recorded on Dec 17, 2015. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.15%Aug 23, 20111088Dec 17, 2015
-8.2%Dec 7, 201036Jan 27, 201122Mar 1, 201158
-7.97%Jun 21, 201026Jul 27, 201034Sep 14, 201060
-7.9%Jan 12, 201019Feb 8, 201042Apr 9, 201061
-5.96%May 2, 20114May 5, 201146Jul 12, 201150
-5.25%Nov 9, 20107Nov 17, 201011Dec 3, 201018
-5.17%May 13, 20107May 21, 201018Jun 17, 201025
-3.95%Oct 15, 20105Oct 21, 201010Nov 4, 201015
-2.73%Mar 3, 201110Mar 16, 20115Mar 23, 201115
-2.64%Aug 11, 20112Aug 12, 20114Aug 18, 20116

DGLVolatility Chart

Current Invesco DB Gold Fund volatility is 14.60%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


DGL (Invesco DB Gold Fund)
Benchmark (S&P 500)

Portfolios with Invesco DB Gold Fund


Loading data...

More Tools for Invesco DB Gold Fund