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CPER vs. DBB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CPER vs. DBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Copper Index Fund (CPER) and Invesco DB Base Metals Fund (DBB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CPER achieves a 13.16% return, which is significantly higher than DBB's 9.68% return. Over the past 10 years, CPER has outperformed DBB with an annualized return of 10.57%, while DBB has yielded a comparatively lower 8.28% annualized return.


CPER

1D
0.56%
1M
6.09%
6M
8.59%
YTD
13.16%
1Y
43.49%
3Y*
17.80%
5Y*
7.64%
10Y*
10.57%
ALL TIME*
3.14%

DBB

1D
0.48%
1M
5.01%
6M
4.83%
YTD
9.68%
1Y
34.68%
3Y*
15.40%
5Y*
7.19%
10Y*
8.28%
ALL TIME*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$16.98M$14.74M$24.58M
$4.71M$5.33M$8.84M

CPER vs. DBB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPER
United States Copper Index Fund
13.16%38.95%4.23%4.55%-15.14%25.21%23.90%6.66%-21.91%28.80%
DBB
Invesco DB Base Metals Fund
9.68%25.01%7.90%1.15%-11.80%28.97%15.53%-1.17%-19.47%30.09%

Correlation

The correlation between CPER and DBB is 0.87, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.87

Correlation (3Y)
Balances recent behavior with more history.

0.78

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.80

Correlation (10Y)
Provides a long-term view across more market conditions.

0.78

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2011

0.74

The correlation between CPER and DBB shifts across timeframes, from 0.74 (all time) to 0.87 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CPER vs. DBB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CPER
CPER Risk / Return Rank: 7070
Overall Rank
CPER Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CPER Sortino Ratio Rank: 6565
Sortino Ratio Rank
CPER Omega Ratio Rank: 6767
Omega Ratio Rank
CPER Calmar Ratio Rank: 7777
Calmar Ratio Rank
CPER Martin Ratio Rank: 6969
Martin Ratio Rank

DBB
DBB Risk / Return Rank: 7777
Overall Rank
DBB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DBB Sortino Ratio Rank: 7575
Sortino Ratio Rank
DBB Omega Ratio Rank: 7676
Omega Ratio Rank
DBB Calmar Ratio Rank: 8383
Calmar Ratio Rank
DBB Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CPER vs. DBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Copper Index Fund (CPER) and Invesco DB Base Metals Fund (DBB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CPERDBBDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.28

1.32

-0.04

Calmar ratioReturn relative to maximum drawdown

2.70

3.12

-0.43

Martin ratioReturn relative to average drawdown

8.40

8.49

-0.08

CPER vs. DBB - Sharpe Ratio Comparison

The current CPER Sharpe Ratio is 1.58, which is comparable to the DBB Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of CPER and DBB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CPER vs. DBB - Drawdown Comparison

The maximum CPER drawdown since its inception was -54.04%, smaller than the maximum DBB drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for CPER and DBB.


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Drawdown Indicators


CPERDBBDifference

Max Drawdown

Largest peak-to-trough decline

-54.04%

-60.20%

+6.16%

Max Drawdown (1Y)

Largest decline over 1 year

-16.43%

-11.00%

-5.43%

Max Drawdown (3Y)

Largest decline over 3 years

-24.77%

-16.59%

-8.18%

Max Drawdown (5Y)

Largest decline over 5 years

-34.75%

-35.00%

+0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-38.42%

-37.98%

-0.44%

Current Drawdown

Current decline from peak

-2.56%

-5.52%

+2.96%

Average Drawdown

Average peak-to-trough decline

-25.19%

-30.69%

+5.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

4.04%

+1.22%

Volatility

CPER vs. DBB - Volatility Comparison

United States Copper Index Fund (CPER) has a higher volatility of 6.29% compared to Invesco DB Base Metals Fund (DBB) at 3.44%. This indicates that CPER's price experiences larger fluctuations and is considered to be riskier than DBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPERDBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

3.44%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

21.59%

14.97%

+6.62%

Volatility (1Y)

Calculated over the trailing 1-year period

28.15%

18.82%

+9.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.08%

20.25%

+6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.11%

18.49%

+5.62%

CPER vs. DBB - Expense Ratio Comparison

CPER has a 1.06% expense ratio, which is higher than DBB's 0.81% expense ratio.


Dividends

CPER vs. DBB - Dividend Comparison

CPER has not paid dividends to shareholders, while DBB's dividend yield for the trailing twelve months is around 2.38%.


PositionTTM20252024202320222021202020192018
CPER
United States Copper Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBB
Invesco DB Base Metals Fund
2.38%2.61%4.75%7.21%0.94%0.00%0.00%1.83%1.59%

Frequently Asked Questions


CPER and DBB have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPER has higher volatility (6.29%) compared to DBB (3.44%). In terms of maximum drawdown, CPER dropped -54.04% vs DBB's -60.20%.

On 10-year performance, CPER leads with 10.57% vs 8.28% for DBB. On fees, DBB is cheaper at 0.81% per year. On volatility, DBB has been the lower-risk option at 3.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CPER has performed better with a 10.57% return vs 8.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBB is cheaper with a 0.81% expense ratio, compared with 1.06% for CPER.

DBB has the higher dividend yield at 2.38%, compared with 0.00% for CPER.

CPER is categorized as Copper, while DBB is Metals. CPER tracks SummerHaven Copper Index Total Return, while DBB tracks DBIQ Optimum Yield Industrial Metals Index Excess Return. They also come from different issuers: USCF and Invesco. Their fees differ too: 1.06% for CPER and 0.81% for DBB.

DBB currently has the higher Sharpe Ratio (1.83 vs 1.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CPER and DBB

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