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DBB vs. SPHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBB vs. SPHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Base Metals Fund (DBB) and Invesco S&P 500 Quality ETF (SPHQ). 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 4.53% return, which is significantly lower than SPHQ's 19.04% return. Over the past 10 years, DBB has underperformed SPHQ with an annualized return of 7.86%, while SPHQ has yielded a comparatively higher 15.36% annualized return.


DBB

1D
-1.19%
1M
-7.66%
YTD
4.53%
6M
6.67%
1Y
26.91%
3Y*
15.61%
5Y*
6.73%
10Y*
7.86%

SPHQ

1D
2.25%
1M
4.27%
YTD
19.04%
6M
17.51%
1Y
26.93%
3Y*
22.23%
5Y*
14.41%
10Y*
15.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBB vs. SPHQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBB
Invesco DB Base Metals Fund
4.53%25.01%7.90%1.15%-11.80%28.97%15.53%-1.17%-19.47%30.09%
SPHQ
Invesco S&P 500 Quality ETF
19.04%13.25%25.44%24.83%-15.76%28.03%17.36%33.64%-7.10%19.10%

Correlation

The correlation between DBB and SPHQ is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.29

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

0.30

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2007

0.33

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Return for Risk

DBB vs. SPHQ — Risk / Return Rank

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

DBB
DBB Risk / Return Rank: 4949
Overall Rank
DBB Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
DBB Sortino Ratio Rank: 4444
Sortino Ratio Rank
DBB Omega Ratio Rank: 4343
Omega Ratio Rank
DBB Calmar Ratio Rank: 5858
Calmar Ratio Rank
DBB Martin Ratio Rank: 5454
Martin Ratio Rank

SPHQ
SPHQ Risk / Return Rank: 7272
Overall Rank
SPHQ Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SPHQ Sortino Ratio Rank: 7272
Sortino Ratio Rank
SPHQ Omega Ratio Rank: 6868
Omega Ratio Rank
SPHQ Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPHQ Martin Ratio Rank: 7979
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. SPHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Base Metals Fund (DBB) and Invesco S&P 500 Quality ETF (SPHQ). 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.


DBBSPHQDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.25

1.34

-0.09

Calmar ratioReturn relative to maximum drawdown

2.46

3.04

-0.58

Martin ratioReturn relative to average drawdown

8.16

12.90

-4.74

DBB vs. SPHQ - Sharpe Ratio Comparison

The current DBB Sharpe Ratio is 1.43, which is comparable to the SPHQ Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of DBB and SPHQ, 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. SPHQ - Drawdown Comparison

The maximum DBB drawdown since its inception was -60.20%, roughly equal to the maximum SPHQ drawdown of -57.83%. Use the drawdown chart below to compare losses from any high point for DBB and SPHQ.


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Drawdown Indicators


DBBSPHQDifference

Max Drawdown

Largest peak-to-trough decline

-60.20%

-57.83%

-2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-8.90%

-2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-16.59%

-16.57%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-35.00%

-25.04%

-9.96%

Max Drawdown (10Y)

Largest decline over 10 years

-37.98%

-31.60%

-6.38%

Current Drawdown

Current decline from peak

-9.95%

-0.84%

-9.11%

Average Drawdown

Average peak-to-trough decline

-30.80%

-10.67%

-20.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.09%

+1.22%

Volatility

DBB vs. SPHQ - Volatility Comparison

Invesco DB Base Metals Fund (DBB) and Invesco S&P 500 Quality ETF (SPHQ) have volatilities of 6.54% and 6.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBBSPHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

6.62%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

16.55%

11.76%

+4.79%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

13.77%

+5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.31%

16.65%

+3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

17.92%

+0.60%

DBB vs. SPHQ - Expense Ratio Comparison

DBB has a 0.80% expense ratio, which is higher than SPHQ's 0.15% expense ratio.


Dividends

DBB vs. SPHQ - Dividend Comparison

DBB's dividend yield for the trailing twelve months is around 2.50%, more than SPHQ's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
DBB
Invesco DB Base Metals Fund
2.50%2.61%4.75%7.21%0.94%0.00%0.00%1.83%1.59%0.00%0.00%0.00%
SPHQ
Invesco S&P 500 Quality ETF
1.05%1.09%1.15%1.42%1.85%1.19%1.55%1.51%1.85%1.57%1.67%2.29%

Frequently Asked Questions


DBB and SPHQ have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHQ has higher volatility (6.62%) compared to DBB (6.54%). In terms of maximum drawdown, DBB dropped -60.20% vs SPHQ's -57.83%.

On 10-year performance, SPHQ leads with 15.36% vs 7.86% for DBB. On fees, SPHQ is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPHQ has performed better with a 15.36% return vs 7.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPHQ is cheaper with a 0.15% expense ratio, compared with 0.80% for DBB.

DBB has the higher dividend yield at 2.50%, compared with 1.05% for SPHQ.

DBB is categorized as Metals, while SPHQ is S&P 500. DBB tracks DBIQ Optimum Yield Industrial Metals Index Excess Return, while SPHQ tracks S&P 500 Quality Index. Their fees differ too: 0.80% for DBB and 0.15% for SPHQ.

SPHQ currently has the higher Sharpe Ratio (1.97 vs 1.43), 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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