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DBB vs. KCSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBB vs. KCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Base Metals Fund (DBB) and KraneShares Sustainable Ultra Short Duration Index ETF (KCSH). 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 higher than KCSH's 1.53% 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%

KCSH

1D
0.02%
1M
0.28%
YTD
1.53%
6M
1.81%
1Y
4.08%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBB vs. KCSH - Yearly Performance Comparison


2026 (YTD)20252024
DBB
Invesco DB Base Metals Fund
10.81%25.01%6.11%
KCSH
KraneShares Sustainable Ultra Short Duration Index ETF
1.53%4.49%1.98%

Correlation

The correlation between DBB and KCSH is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2024

-0.01

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Return for Risk

DBB vs. KCSH — 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

KCSH
KCSH Risk / Return Rank: 9696
Overall Rank
KCSH Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
KCSH Sortino Ratio Rank: 9595
Sortino Ratio Rank
KCSH Omega Ratio Rank: 9898
Omega Ratio Rank
KCSH Calmar Ratio Rank: 9595
Calmar Ratio Rank
KCSH Martin Ratio Rank: 9898
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. KCSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Base Metals Fund (DBB) and KraneShares Sustainable Ultra Short Duration Index ETF (KCSH). 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.


DBBKCSHDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

1.38

2.13

-0.76

Calmar ratioReturn relative to maximum drawdown

3.66

7.03

-3.38

Martin ratioReturn relative to average drawdown

13.81

59.14

-45.33

DBB vs. KCSH - Sharpe Ratio Comparison

The current DBB Sharpe Ratio is 2.21, which is lower than the KCSH Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of DBB and KCSH, 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


DBBKCSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

3.29

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

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

3.26

-3.19

Drawdowns

DBB vs. KCSH - Drawdown Comparison

The maximum DBB drawdown since its inception was -60.20%, which is greater than KCSH's maximum drawdown of -0.58%. Use the drawdown chart below to compare losses from any high point for DBB and KCSH.


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Drawdown Indicators


DBBKCSHDifference

Max Drawdown

Largest peak-to-trough decline

-60.20%

-0.58%

-59.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-0.58%

-10.42%

Max Drawdown (3Y)

Largest decline over 3 years

-16.59%

Max Drawdown (5Y)

Largest decline over 5 years

-35.00%

Max Drawdown (10Y)

Largest decline over 10 years

-37.98%

Current Drawdown

Current decline from peak

-4.54%

0.00%

-4.54%

Average Drawdown

Average peak-to-trough decline

-30.87%

-0.03%

-30.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

0.07%

+2.83%

Volatility

DBB vs. KCSH - Volatility Comparison

Invesco DB Base Metals Fund (DBB) has a higher volatility of 6.10% compared to KraneShares Sustainable Ultra Short Duration Index ETF (KCSH) at 0.18%. This indicates that DBB's price experiences larger fluctuations and is considered to be riskier than KCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBBKCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

0.18%

+5.92%

Volatility (6M)

Calculated over the trailing 6-month period

15.90%

0.84%

+15.06%

Volatility (1Y)

Calculated over the trailing 1-year period

18.21%

1.25%

+16.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.27%

1.32%

+18.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

1.32%

+17.16%

DBB vs. KCSH - Expense Ratio Comparison

DBB has a 0.80% expense ratio, which is higher than KCSH's 0.20% expense ratio.


Dividends

DBB vs. KCSH - Dividend Comparison

DBB's dividend yield for the trailing twelve months is around 2.36%, less than KCSH's 3.96% yield.


PositionTTM20252024202320222021202020192018
DBB
Invesco DB Base Metals Fund
2.36%2.61%4.75%7.21%0.94%0.00%0.00%1.83%1.59%
KCSH
KraneShares Sustainable Ultra Short Duration Index ETF
3.96%4.35%2.08%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DBB and KCSH have a correlation of -0.08, 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 KCSH (0.18%). In terms of maximum drawdown, DBB dropped -60.20% vs KCSH's -0.58%.

On 1-year performance, DBB leads with 40.01% vs 4.08% for KCSH. On fees, KCSH is cheaper at 0.20% per year. On volatility, KCSH has been the lower-risk option at 0.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DBB has performed better with a 40.01% return vs 4.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KCSH is cheaper with a 0.20% expense ratio, compared with 0.80% for DBB.

KCSH has the higher dividend yield at 3.96%, compared with 2.36% for DBB.

DBB is categorized as Metals, while KCSH is Ultrashort Bond. DBB tracks DBIQ Optimum Yield Industrial Metals Index Excess Return, while KCSH tracks Solactive ISS Sustainable Select 0-1 Year USD Corporate IG Index. They also come from different issuers: Invesco and KraneShares. Their fees differ too: 0.80% for DBB and 0.20% for KCSH.

KCSH currently has the higher Sharpe Ratio (3.29 vs 2.21), 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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