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DBB vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBB vs. COMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Base Metals Fund (DBB) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBB achieves a 10.81% return, which is significantly lower than COMB's 20.99% return.


DBB

1D
-0.97%
1M
0.39%
YTD
10.81%
6M
18.37%
1Y
40.01%
3Y*
17.45%
5Y*
7.62%
10Y*
9.08%

COMB

1D
-1.28%
1M
-4.99%
YTD
20.99%
6M
21.24%
1Y
31.29%
3Y*
14.09%
5Y*
10.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBB vs. COMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBB
Invesco DB Base Metals Fund
10.81%25.01%7.90%1.15%-11.80%28.97%15.53%-1.17%-19.47%21.01%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
20.99%15.12%5.24%-7.75%14.56%26.34%-2.95%7.02%-11.41%4.98%

Correlation

The correlation between DBB and COMB is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (All Time)
Calculated using the full available price history since May 24, 2017

0.51

The correlation between DBB and COMB shifts across timeframes, from 0.33 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBB vs. COMB — Risk / Return Rank

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

DBB
DBB Risk / Return Rank: 7777
Overall Rank
DBB Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DBB Sortino Ratio Rank: 7474
Sortino Ratio Rank
DBB Omega Ratio Rank: 7373
Omega Ratio Rank
DBB Calmar Ratio Rank: 8080
Calmar Ratio Rank
DBB Martin Ratio Rank: 8080
Martin Ratio Rank

COMB
COMB Risk / Return Rank: 6464
Overall Rank
COMB Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 5555
Sortino Ratio Rank
COMB Omega Ratio Rank: 6161
Omega Ratio Rank
COMB Calmar Ratio Rank: 7979
Calmar Ratio Rank
COMB Martin Ratio Rank: 6363
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. COMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Base Metals Fund (DBB) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.


DBBCOMBDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.38

1.33

+0.05

Calmar ratioReturn relative to maximum drawdown

3.66

3.60

+0.06

Martin ratioReturn relative to average drawdown

13.81

10.16

+3.65

DBB vs. COMB - Sharpe Ratio Comparison

The current DBB Sharpe Ratio is 2.21, which is comparable to the COMB Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of DBB and COMB, 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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Sharpe Ratios by Period


DBBCOMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

1.82

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.61

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.48

-0.41

Drawdowns

DBB vs. COMB - Drawdown Comparison

The maximum DBB drawdown since its inception was -60.20%, which is greater than COMB's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for DBB and COMB.


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Drawdown Indicators


DBBCOMBDifference

Max Drawdown

Largest peak-to-trough decline

-60.20%

-33.50%

-26.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-8.74%

-2.26%

Max Drawdown (3Y)

Largest decline over 3 years

-16.59%

-11.35%

-5.24%

Max Drawdown (5Y)

Largest decline over 5 years

-35.00%

-26.63%

-8.37%

Max Drawdown (10Y)

Largest decline over 10 years

-37.98%

Current Drawdown

Current decline from peak

-4.54%

-8.74%

+4.20%

Average Drawdown

Average peak-to-trough decline

-30.87%

-12.05%

-18.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

3.09%

-0.19%

Volatility

DBB vs. COMB - Volatility Comparison

Invesco DB Base Metals Fund (DBB) has a higher volatility of 6.10% compared to GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) at 5.39%. This indicates that DBB's price experiences larger fluctuations and is considered to be riskier than COMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBBCOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

5.39%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

15.90%

15.33%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.21%

17.32%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.27%

16.75%

+3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

15.15%

+3.33%

DBB vs. COMB - Expense Ratio Comparison

DBB has a 0.80% expense ratio, which is higher than COMB's 0.25% expense ratio.


Dividends

DBB vs. COMB - Dividend Comparison

DBB's dividend yield for the trailing twelve months is around 2.36%, less than COMB's 7.48% yield.


PositionTTM202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.48%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%
DBB
Invesco DB Base Metals Fund
2.36%2.61%4.75%7.21%0.94%0.00%0.00%1.83%1.59%0.00%

Frequently Asked Questions


DBB and COMB have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBB has higher volatility (6.10%) compared to COMB (5.39%). In terms of maximum drawdown, DBB dropped -60.20% vs COMB's -33.50%.

On 5-year performance, COMB leads with 10.09% vs 7.62% for DBB. On fees, COMB is cheaper at 0.25% per year. On volatility, COMB has been the lower-risk option at 5.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COMB has performed better with a 10.09% return vs 7.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMB is cheaper with a 0.25% expense ratio, compared with 0.80% for DBB.

COMB has the higher dividend yield at 7.48%, compared with 2.36% for DBB.

DBB is categorized as Metals, while COMB is Commodities. They also come from different issuers: Invesco and GraniteShares. Their fees differ too: 0.80% for DBB and 0.25% for COMB.

DBB currently has the higher Sharpe Ratio (2.21 vs 1.82), 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

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