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DBC vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

DBC vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Commodity Index Tracking Fund (DBC) and Bitcoin (BTC-USD). 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 31.80% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, DBC has underperformed BTC-USD with an annualized return of 8.54%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.


DBC

1D
0.82%
1M
-2.74%
YTD
31.80%
6M
32.21%
1Y
40.70%
3Y*
14.11%
5Y*
12.01%
10Y*
8.54%

BTC-USD

1D
-1.22%
1M
-22.47%
YTD
-28.54%
6M
-31.02%
1Y
-40.89%
3Y*
33.16%
5Y*
10.82%
10Y*
59.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBC vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBC
Invesco DB Commodity Index Tracking Fund
31.80%8.10%2.18%-6.19%19.34%41.36%-7.84%11.84%-11.63%4.86%
BTC-USD
Bitcoin
-28.54%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between DBC and BTC-USD is 0.01, 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

0.01

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

0.05

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

0.09

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

0.06

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2012

0.04

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Return for Risk

DBC vs. BTC-USD — Risk / Return Rank

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

DBC
DBC Risk / Return Rank: 7575
Overall Rank
DBC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBC Sortino Ratio Rank: 6868
Sortino Ratio Rank
DBC Omega Ratio Rank: 7070
Omega Ratio Rank
DBC Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBC Martin Ratio Rank: 7171
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
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. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Commodity Index Tracking Fund (DBC) and Bitcoin (BTC-USD). 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.


DBCBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.12

Sortino ratioReturn per unit of downside risk

+4.17

Omega ratioGain probability vs. loss probability

1.38

0.86

+0.52

Calmar ratioReturn relative to maximum drawdown

5.27

-0.80

+6.07

Martin ratioReturn relative to average drawdown

12.03

-1.42

+13.45

DBC vs. BTC-USD - Sharpe Ratio Comparison

The current DBC Sharpe Ratio is 2.17, which is higher than the BTC-USD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of DBC and BTC-USD, 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


DBCBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

-0.95

+3.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.20

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.87

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

1.13

-1.02

Drawdowns

DBC vs. BTC-USD - Drawdown Comparison

The maximum DBC drawdown since its inception was -76.36%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for DBC and BTC-USD.


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Drawdown Indicators


DBCBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-76.36%

-85.30%

+8.94%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-51.21%

+43.45%

Max Drawdown (3Y)

Largest decline over 3 years

-13.82%

-51.21%

+37.39%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-76.67%

+49.33%

Max Drawdown (10Y)

Largest decline over 10 years

-41.71%

-83.80%

+42.09%

Current Drawdown

Current decline from peak

-23.76%

-49.86%

+26.10%

Average Drawdown

Average peak-to-trough decline

-46.21%

-42.32%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

34.46%

-31.07%

Volatility

DBC vs. BTC-USD - Volatility Comparison

The current volatility for Invesco DB Commodity Index Tracking Fund (DBC) is 6.20%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that DBC experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBCBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

11.59%

-5.39%

Volatility (6M)

Calculated over the trailing 6-month period

16.02%

34.53%

-18.51%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

35.67%

-16.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.20%

44.95%

-25.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

56.71%

-38.89%

Frequently Asked Questions


DBC and BTC-USD have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (11.59%) compared to DBC (6.20%). In terms of maximum drawdown, DBC dropped -76.36% vs BTC-USD's -85.30%.

DBC currently has the higher Sharpe Ratio (2.17 vs -0.95), 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.

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