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DBB vs. REMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBB vs. REMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Base Metals Fund (DBB) and VanEck Rare Earth and Strategic Metals ETF (REMX). 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 6.67% return, which is significantly lower than REMX's 24.22% return. Over the past 10 years, DBB has underperformed REMX with an annualized return of 8.59%, while REMX has yielded a comparatively higher 10.09% annualized return.


DBB

1D
-3.05%
1M
-5.52%
YTD
6.67%
6M
9.49%
1Y
31.53%
3Y*
16.31%
5Y*
7.44%
10Y*
8.59%

REMX

1D
-5.62%
1M
-5.16%
YTD
24.22%
6M
22.61%
1Y
139.49%
3Y*
5.61%
5Y*
4.37%
10Y*
10.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBB vs. REMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBB
Invesco DB Base Metals Fund
6.67%25.01%7.90%1.15%-11.80%28.97%15.53%-1.17%-19.47%30.09%
REMX
VanEck Rare Earth and Strategic Metals ETF
24.22%92.95%-35.02%-19.18%-31.13%79.81%64.82%0.74%-49.63%82.60%

Correlation

The correlation between DBB and REMX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.51

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

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2010

0.43

The correlation between DBB and REMX has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.

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Return for Risk

DBB vs. REMX — Risk / Return Rank

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

DBB
DBB Risk / Return Rank: 5454
Overall Rank
DBB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DBB Sortino Ratio Rank: 4949
Sortino Ratio Rank
DBB Omega Ratio Rank: 4848
Omega Ratio Rank
DBB Calmar Ratio Rank: 6161
Calmar Ratio Rank
DBB Martin Ratio Rank: 6060
Martin Ratio Rank

REMX
REMX Risk / Return Rank: 8080
Overall Rank
REMX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
REMX Sortino Ratio Rank: 7272
Sortino Ratio Rank
REMX Omega Ratio Rank: 6767
Omega Ratio Rank
REMX Calmar Ratio Rank: 9393
Calmar Ratio Rank
REMX Martin Ratio Rank: 8282
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. REMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Base Metals Fund (DBB) and VanEck Rare Earth and Strategic Metals ETF (REMX). 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.


DBBREMXDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.29

1.38

-0.09

Calmar ratioReturn relative to maximum drawdown

2.88

6.01

-3.13

Martin ratioReturn relative to average drawdown

10.30

15.83

-5.53

DBB vs. REMX - Sharpe Ratio Comparison

The current DBB Sharpe Ratio is 1.70, which is lower than the REMX Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of DBB and REMX, 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

DBB vs. REMX - Drawdown Comparison

The maximum DBB drawdown since its inception was -60.20%, smaller than the maximum REMX drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for DBB and REMX.


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Drawdown Indicators


DBBREMXDifference

Max Drawdown

Largest peak-to-trough decline

-60.20%

-90.20%

+30.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-23.35%

+12.35%

Max Drawdown (3Y)

Largest decline over 3 years

-16.59%

-62.11%

+45.52%

Max Drawdown (5Y)

Largest decline over 5 years

-35.00%

-73.34%

+38.34%

Max Drawdown (10Y)

Largest decline over 10 years

-37.98%

-73.34%

+35.36%

Current Drawdown

Current decline from peak

-8.11%

-57.95%

+49.84%

Average Drawdown

Average peak-to-trough decline

-30.82%

-66.82%

+36.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

8.85%

-5.78%

Volatility

DBB vs. REMX - Volatility Comparison

The current volatility for Invesco DB Base Metals Fund (DBB) is 5.98%, while VanEck Rare Earth and Strategic Metals ETF (REMX) has a volatility of 16.71%. This indicates that DBB experiences smaller price fluctuations and is considered to be less risky than REMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBBREMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

16.71%

-10.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.24%

37.35%

-21.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.63%

49.97%

-31.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.26%

40.71%

-20.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.51%

37.16%

-18.65%

DBB vs. REMX - Expense Ratio Comparison

DBB has a 0.80% expense ratio, which is higher than REMX's 0.59% expense ratio.


Dividends

DBB vs. REMX - Dividend Comparison

DBB's dividend yield for the trailing twelve months is around 2.45%, more than REMX's 1.42% yield.


PositionTTM20252024202320222021202020192018201720162015
DBB
Invesco DB Base Metals Fund
2.45%2.61%4.75%7.21%0.94%0.00%0.00%1.83%1.59%0.00%0.00%0.00%
REMX
VanEck Rare Earth and Strategic Metals ETF
1.42%1.76%2.56%0.00%1.56%5.25%0.81%1.64%12.43%2.89%2.23%4.77%

Frequently Asked Questions


DBB and REMX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REMX has higher volatility (16.71%) compared to DBB (5.98%). In terms of maximum drawdown, DBB dropped -60.20% vs REMX's -90.20%.

On 10-year performance, REMX leads with 10.09% vs 8.59% for DBB. On fees, REMX is cheaper at 0.59% per year. On volatility, DBB has been the lower-risk option at 5.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, REMX has performed better with a 10.09% return vs 8.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REMX is cheaper with a 0.59% expense ratio, compared with 0.80% for DBB.

DBB has the higher dividend yield at 2.45%, compared with 1.42% for REMX.

DBB is categorized as Metals, while REMX is Rare Earth & Strategic Metals. DBB tracks DBIQ Optimum Yield Industrial Metals Index Excess Return, while REMX tracks MarketVector Global Rare Earth/Strategic Metals Index. They also come from different issuers: Invesco and VanEck. Their fees differ too: 0.80% for DBB and 0.59% for REMX.

REMX currently has the higher Sharpe Ratio (2.81 vs 1.70), 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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