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DBC vs. DBP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBC vs. DBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Commodity Index Tracking Fund (DBC) and Invesco DB Precious Metals Fund (DBP). The values are adjusted to include any dividend payments, if applicable.

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DBC vs. DBP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBC
Invesco DB Commodity Index Tracking Fund
28.26%8.10%2.18%-6.19%19.34%41.36%-7.84%11.84%-11.63%4.86%
DBP
Invesco DB Precious Metals Fund
8.35%73.43%26.71%8.68%-1.51%-7.10%26.79%15.89%-4.31%10.58%

Returns By Period

In the year-to-date period, DBC achieves a 28.26% return, which is significantly higher than DBP's 8.35% return. Over the past 10 years, DBC has underperformed DBP with an annualized return of 10.02%, while DBP has yielded a comparatively higher 13.31% annualized return.


DBC

1D
-0.93%
1M
11.12%
YTD
28.26%
6M
31.82%
1Y
31.70%
3Y*
11.34%
5Y*
14.31%
10Y*
10.02%

DBP

1D
1.23%
1M
-12.21%
YTD
8.35%
6M
27.71%
1Y
59.98%
3Y*
34.55%
5Y*
21.03%
10Y*
13.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBC vs. DBP - Expense Ratio Comparison

DBC has a 0.85% expense ratio, which is higher than DBP's 0.78% expense ratio.


Return for Risk

DBC vs. DBP — Risk / Return Rank

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

DBC
DBC Risk / Return Rank: 8181
Overall Rank
DBC Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DBC Sortino Ratio Rank: 8484
Sortino Ratio Rank
DBC Omega Ratio Rank: 7878
Omega Ratio Rank
DBC Calmar Ratio Rank: 8888
Calmar Ratio Rank
DBC Martin Ratio Rank: 7070
Martin Ratio Rank

DBP
DBP Risk / Return Rank: 8181
Overall Rank
DBP Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DBP Sortino Ratio Rank: 8080
Sortino Ratio Rank
DBP Omega Ratio Rank: 8484
Omega Ratio Rank
DBP Calmar Ratio Rank: 8080
Calmar Ratio Rank
DBP Martin Ratio Rank: 7575
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. DBP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Commodity Index Tracking Fund (DBC) and Invesco DB Precious Metals Fund (DBP). 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.


DBCDBPDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.83

-0.13

Sortino ratio

Return per unit of downside risk

2.28

2.14

+0.14

Omega ratio

Gain probability vs. loss probability

1.31

1.34

-0.03

Calmar ratio

Return relative to maximum drawdown

2.89

2.34

+0.55

Martin ratio

Return relative to average drawdown

7.43

8.35

-0.92

DBC vs. DBP - Sharpe Ratio Comparison

The current DBC Sharpe Ratio is 1.70, which is comparable to the DBP Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of DBC and DBP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DBCDBPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.83

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

1.03

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.72

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.45

-0.35

Correlation

The correlation between DBC and DBP is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DBC vs. DBP - Dividend Comparison

DBC's dividend yield for the trailing twelve months is around 2.59%, more than DBP's 2.25% yield.


TTM202520242023202220212020201920182017
DBC
Invesco DB Commodity Index Tracking Fund
2.59%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%0.00%
DBP
Invesco DB Precious Metals Fund
2.25%2.44%4.21%4.47%0.45%0.00%0.00%1.26%1.24%0.12%

Drawdowns

DBC vs. DBP - Drawdown Comparison

The maximum DBC drawdown since its inception was -76.36%, which is greater than DBP's maximum drawdown of -53.89%. Use the drawdown chart below to compare losses from any high point for DBC and DBP.


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Drawdown Indicators


DBCDBPDifference

Max Drawdown

Largest peak-to-trough decline

-76.36%

-53.89%

-22.47%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-25.48%

+14.49%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-25.48%

-1.86%

Max Drawdown (10Y)

Largest decline over 10 years

-41.71%

-28.36%

-13.35%

Current Drawdown

Current decline from peak

-25.80%

-18.35%

-7.45%

Average Drawdown

Average peak-to-trough decline

-46.42%

-25.47%

-20.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

7.15%

-2.88%

Volatility

DBC vs. DBP - Volatility Comparison

The current volatility for Invesco DB Commodity Index Tracking Fund (DBC) is 8.30%, while Invesco DB Precious Metals Fund (DBP) has a volatility of 11.16%. This indicates that DBC experiences smaller price fluctuations and is considered to be less risky than DBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBCDBPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

11.16%

-2.86%

Volatility (6M)

Calculated over the trailing 6-month period

13.96%

30.56%

-16.60%

Volatility (1Y)

Calculated over the trailing 1-year period

18.75%

32.94%

-14.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.97%

20.56%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

18.57%

-0.85%