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DBB vs. BND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBB vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Base Metals Fund (DBB) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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DBB vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBB
Invesco DB Base Metals Fund
2.44%25.01%7.90%1.15%-11.80%28.97%15.53%-1.17%-19.47%30.09%
BND
Vanguard Total Bond Market ETF
0.05%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Returns By Period

In the year-to-date period, DBB achieves a 2.44% return, which is significantly higher than BND's 0.05% return. Over the past 10 years, DBB has outperformed BND with an annualized return of 8.49%, while BND has yielded a comparatively lower 1.67% annualized return.


DBB

1D
0.69%
1M
-2.81%
YTD
2.44%
6M
17.52%
1Y
25.79%
3Y*
10.41%
5Y*
8.01%
10Y*
8.49%

BND

1D
0.22%
1M
-1.74%
YTD
0.05%
6M
0.95%
1Y
4.24%
3Y*
3.59%
5Y*
0.24%
10Y*
1.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBB vs. BND - Expense Ratio Comparison

DBB has a 0.80% expense ratio, which is higher than BND's 0.03% expense ratio.


Return for Risk

DBB vs. BND — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBB
DBB Risk / Return Rank: 7575
Overall Rank
DBB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DBB Sortino Ratio Rank: 7676
Sortino Ratio Rank
DBB Omega Ratio Rank: 6868
Omega Ratio Rank
DBB Calmar Ratio Rank: 8383
Calmar Ratio Rank
DBB Martin Ratio Rank: 7373
Martin Ratio Rank

BND
BND Risk / Return Rank: 5959
Overall Rank
BND Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BND Sortino Ratio Rank: 5858
Sortino Ratio Rank
BND Omega Ratio Rank: 4949
Omega Ratio Rank
BND Calmar Ratio Rank: 7474
Calmar Ratio Rank
BND Martin Ratio Rank: 5656
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.

DBB vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Base Metals Fund (DBB) and Vanguard Total Bond Market ETF (BND). 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.


DBBBNDDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.99

+0.38

Sortino ratio

Return per unit of downside risk

1.88

1.41

+0.47

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.07

Calmar ratio

Return relative to maximum drawdown

2.29

1.81

+0.48

Martin ratio

Return relative to average drawdown

7.26

4.98

+2.28

DBB vs. BND - Sharpe Ratio Comparison

The current DBB Sharpe Ratio is 1.38, which is higher than the BND Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of DBB and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DBBBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.99

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.04

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.30

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.59

-0.53

Correlation

The correlation between DBB and BND is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DBB vs. BND - Dividend Comparison

DBB's dividend yield for the trailing twelve months is around 2.55%, less than BND's 3.91% yield.


TTM20252024202320222021202020192018201720162015
DBB
Invesco DB Base Metals Fund
2.55%2.61%4.75%7.21%0.94%0.00%0.00%1.83%1.59%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.91%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%

Drawdowns

DBB vs. BND - Drawdown Comparison

The maximum DBB drawdown since its inception was -60.20%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for DBB and BND.


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Drawdown Indicators


DBBBNDDifference

Max Drawdown

Largest peak-to-trough decline

-60.20%

-18.58%

-41.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-2.44%

-8.56%

Max Drawdown (5Y)

Largest decline over 5 years

-35.00%

-17.91%

-17.09%

Max Drawdown (10Y)

Largest decline over 10 years

-37.98%

-18.58%

-19.40%

Current Drawdown

Current decline from peak

-6.37%

-2.58%

-3.79%

Average Drawdown

Average peak-to-trough decline

-31.16%

-3.07%

-28.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

0.89%

+2.57%

Volatility

DBB vs. BND - Volatility Comparison

Invesco DB Base Metals Fund (DBB) has a higher volatility of 7.07% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. This indicates that DBB's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBBBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

1.63%

+5.44%

Volatility (6M)

Calculated over the trailing 6-month period

14.98%

2.52%

+12.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.84%

4.30%

+14.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.29%

6.00%

+14.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

5.52%

+12.94%