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DBC vs. ARTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBC vs. ARTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Commodity Index Tracking Fund (DBC) and iShares Future AI & Tech ETF (ARTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBC achieves a 26.21% return, which is significantly lower than ARTY's 60.68% return.


DBC

1D
-1.16%
1M
-9.52%
YTD
26.21%
6M
27.88%
1Y
28.79%
3Y*
11.16%
5Y*
11.38%
10Y*
8.13%

ARTY

1D
5.66%
1M
17.65%
YTD
60.68%
6M
63.32%
1Y
104.26%
3Y*
32.85%
5Y*
13.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBC vs. ARTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DBC
Invesco DB Commodity Index Tracking Fund
26.21%8.10%2.18%-6.19%19.34%41.36%-7.84%11.84%-16.08%
ARTY
iShares Future AI & Tech ETF
60.68%29.97%8.02%36.37%-37.89%6.32%48.85%34.47%-13.76%

Correlation

The correlation between DBC and ARTY is -0.07, 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

-0.07

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

0.09

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2018

0.23

The correlation between DBC and ARTY shifts across timeframes, from -0.07 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBC vs. ARTY — Risk / Return Rank

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

DBC
DBC Risk / Return Rank: 5050
Overall Rank
DBC Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DBC Sortino Ratio Rank: 4646
Sortino Ratio Rank
DBC Omega Ratio Rank: 4747
Omega Ratio Rank
DBC Calmar Ratio Rank: 5959
Calmar Ratio Rank
DBC Martin Ratio Rank: 5151
Martin Ratio Rank

ARTY
ARTY Risk / Return Rank: 9090
Overall Rank
ARTY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ARTY Sortino Ratio Rank: 8686
Sortino Ratio Rank
ARTY Omega Ratio Rank: 8787
Omega Ratio Rank
ARTY Calmar Ratio Rank: 9292
Calmar Ratio Rank
ARTY Martin Ratio Rank: 9090
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.

DBC vs. ARTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Commodity Index Tracking Fund (DBC) and iShares Future AI & Tech ETF (ARTY). 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.


DBCARTYDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

1.27

1.47

-0.20

Calmar ratioReturn relative to maximum drawdown

2.64

5.57

-2.93

Martin ratioReturn relative to average drawdown

7.94

18.40

-10.46

DBC vs. ARTY - Sharpe Ratio Comparison

The current DBC Sharpe Ratio is 1.54, which is lower than the ARTY Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of DBC and ARTY, 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

DBC vs. ARTY - Drawdown Comparison

The maximum DBC drawdown since its inception was -76.36%, which is greater than ARTY's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for DBC and ARTY.


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Drawdown Indicators


DBCARTYDifference

Max Drawdown

Largest peak-to-trough decline

-76.36%

-54.50%

-21.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-18.81%

+7.86%

Max Drawdown (3Y)

Largest decline over 3 years

-13.82%

-32.44%

+18.62%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-50.53%

+23.19%

Max Drawdown (10Y)

Largest decline over 10 years

-41.71%

Current Drawdown

Current decline from peak

-26.99%

-4.13%

-22.86%

Average Drawdown

Average peak-to-trough decline

-46.19%

-19.80%

-26.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

5.69%

-2.05%

Volatility

DBC vs. ARTY - Volatility Comparison

The current volatility for Invesco DB Commodity Index Tracking Fund (DBC) is 5.24%, while iShares Future AI & Tech ETF (ARTY) has a volatility of 18.52%. This indicates that DBC experiences smaller price fluctuations and is considered to be less risky than ARTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBCARTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

18.52%

-13.28%

Volatility (6M)

Calculated over the trailing 6-month period

16.17%

29.30%

-13.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.79%

33.37%

-14.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.23%

29.33%

-10.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

28.18%

-10.36%

DBC vs. ARTY - Expense Ratio Comparison

DBC has a 0.85% expense ratio, which is higher than ARTY's 0.47% expense ratio.


Dividends

DBC vs. ARTY - Dividend Comparison

DBC's dividend yield for the trailing twelve months is around 2.64%, more than ARTY's 0.06% yield.


PositionTTM20252024202320222021202020192018
ARTY
iShares Future AI & Tech ETF
0.06%0.00%0.50%0.88%0.75%2.41%0.53%0.69%0.34%
DBC
Invesco DB Commodity Index Tracking Fund
2.64%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%

Frequently Asked Questions


DBC and ARTY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARTY has higher volatility (18.52%) compared to DBC (5.24%). In terms of maximum drawdown, DBC dropped -76.36% vs ARTY's -54.50%.

On 5-year performance, ARTY leads with 13.27% vs 11.38% for DBC. On fees, ARTY is cheaper at 0.47% per year. On volatility, DBC has been the lower-risk option at 5.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ARTY has performed better with a 13.27% return vs 11.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ARTY is cheaper with a 0.47% expense ratio, compared with 0.85% for DBC.

DBC has the higher dividend yield at 2.64%, compared with 0.06% for ARTY.

DBC is categorized as Commodities, while ARTY is Technology Equities. DBC tracks DBIQ Optimum Yield Diversified Commodity Index Excess Return, while ARTY tracks Morningstar Global Artificial Intelligence Select Index (Net). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.85% for DBC and 0.47% for ARTY.

ARTY currently has the higher Sharpe Ratio (3.15 vs 1.54), 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

Find the right allocation for DBC and ARTY

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