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DBB vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DBBVT
YTD Return11.09%7.90%
1Y Return19.36%21.90%
3Y Return (Ann)1.18%5.32%
5Y Return (Ann)7.16%10.73%
10Y Return (Ann)3.52%8.60%
Sharpe Ratio0.991.87
Daily Std Dev15.98%11.54%
Max Drawdown-60.20%-50.27%
Current Drawdown-18.20%0.00%

Correlation

-0.50.00.51.00.4

The correlation between DBB and VT is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

DBB vs. VT - Performance Comparison

In the year-to-date period, DBB achieves a 11.09% return, which is significantly higher than VT's 7.90% return. Over the past 10 years, DBB has underperformed VT with an annualized return of 3.52%, while VT has yielded a comparatively higher 8.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
-6.38%
213.16%
DBB
VT

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco DB Base Metals Fund

Vanguard Total World Stock ETF

DBB vs. VT - Expense Ratio Comparison

DBB has a 0.80% expense ratio, which is higher than VT's 0.07% expense ratio.


DBB
Invesco DB Base Metals Fund
Expense ratio chart for DBB: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

DBB vs. VT - Risk-Adjusted Performance Comparison

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


DBB
Sharpe ratio
The chart of Sharpe ratio for DBB, currently valued at 0.99, compared to the broader market0.002.004.000.99
Sortino ratio
The chart of Sortino ratio for DBB, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.001.51
Omega ratio
The chart of Omega ratio for DBB, currently valued at 1.17, compared to the broader market0.501.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for DBB, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.0014.000.46
Martin ratio
The chart of Martin ratio for DBB, currently valued at 3.93, compared to the broader market0.0020.0040.0060.0080.003.93
VT
Sharpe ratio
The chart of Sharpe ratio for VT, currently valued at 1.87, compared to the broader market0.002.004.001.87
Sortino ratio
The chart of Sortino ratio for VT, currently valued at 2.69, compared to the broader market-2.000.002.004.006.008.0010.002.69
Omega ratio
The chart of Omega ratio for VT, currently valued at 1.32, compared to the broader market0.501.001.502.002.501.32
Calmar ratio
The chart of Calmar ratio for VT, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.0012.0014.001.45
Martin ratio
The chart of Martin ratio for VT, currently valued at 6.18, compared to the broader market0.0020.0040.0060.0080.006.18

DBB vs. VT - Sharpe Ratio Comparison

The current DBB Sharpe Ratio is 0.99, which is lower than the VT Sharpe Ratio of 1.87. The chart below compares the 12-month rolling Sharpe Ratio of DBB and VT.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2024FebruaryMarchAprilMay
0.99
1.87
DBB
VT

Dividends

DBB vs. VT - Dividend Comparison

DBB's dividend yield for the trailing twelve months is around 6.49%, more than VT's 2.06% yield.


TTM20232022202120202019201820172016201520142013
DBB
Invesco DB Base Metals Fund
6.49%7.21%0.94%0.00%0.00%1.82%1.58%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
2.06%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

DBB vs. VT - Drawdown Comparison

The maximum DBB drawdown since its inception was -60.20%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for DBB and VT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-18.20%
0
DBB
VT

Volatility

DBB vs. VT - Volatility Comparison

Invesco DB Base Metals Fund (DBB) has a higher volatility of 4.77% compared to Vanguard Total World Stock ETF (VT) at 3.79%. This indicates that DBB's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%December2024FebruaryMarchAprilMay
4.77%
3.79%
DBB
VT