DBC vs. CCOM
DBC (Invesco DB Commodity Index Tracking Fund) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. DBC is passively managed, while CCOM is actively managed. Their 0.19 correlation means their historical movements had little consistent relationship. DBC charges 0.85%/yr vs 0.99%/yr for CCOM.
Performance
DBC vs. CCOM - Performance Comparison
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Returns By Period
DBC
- 1D
- -1.94%
- 1M
- 8.69%
- 6M
- 22.68%
- YTD
- 29.16%
- 1Y
- 35.14%
- 3Y*
- 10.50%
- 5Y*
- 11.93%
- 10Y*
- 9.05%
- ALL TIME*
- 1.95%
CCOM
- 1D
- -0.06%
- 1M
- -1.27%
- 6M
- 0.22%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $489.06 | $1.63K | $4.84K | |
| $29.57M | $30.05M | $33.92M |
DBC vs. CCOM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DBC Invesco DB Commodity Index Tracking Fund | 18.90% |
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | -3.71% |
Correlation
The correlation between DBC and CCOM is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026 | 0.19 |
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Return for Risk
DBC vs. CCOM — Risk / Return Rank
DBC
CCOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DBC vs. CCOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DB Commodity Index Tracking Fund (DBC) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). 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.
| DBC | CCOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | — | — |
| Martin ratioReturn relative to average drawdown | 7.07 | — | — |
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Drawdowns
DBC vs. CCOM - Drawdown Comparison
The maximum DBC drawdown since its inception was -76.36%, which is greater than CCOM's maximum drawdown of -7.44%. Use the drawdown chart below to compare losses from any high point for DBC and CCOM.
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Drawdown Indicators
| DBC | CCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.36% | -7.44% | -68.92% |
Max Drawdown (1Y)Largest decline over 1 year | -16.54% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.71% | — | — |
Current DrawdownCurrent decline from peak | -25.28% | -5.67% | -19.61% |
Average DrawdownAverage peak-to-trough decline | -46.07% | -3.35% | -42.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | — | — |
Volatility
DBC vs. CCOM - Volatility Comparison
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Volatility by Period
| DBC | CCOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.09% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 12.48% | +7.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 12.48% | +6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.88% | 12.48% | +5.40% |
DBC vs. CCOM - Expense Ratio Comparison
DBC has a 0.85% expense ratio, which is lower than CCOM's 0.99% expense ratio.
Dividends
DBC vs. CCOM - Dividend Comparison
DBC's dividend yield for the trailing twelve months is around 2.58%, more than CCOM's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBC Invesco DB Commodity Index Tracking Fund | 2.58% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% |
Frequently Asked Questions
DBC and CCOM have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBC is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBC is cheaper with a 0.85% expense ratio, compared with 0.99% for CCOM.
DBC has the higher dividend yield at 2.58%, compared with 1.26% for CCOM.
They also come from different issuers: Invesco and Simplify. Their fees differ too: 0.85% for DBC and 0.99% for CCOM.
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