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DBC vs. SIVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBC vs. SIVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Commodity Index Tracking Fund (DBC) and abrdn Physical Silver Shares ETF (SIVR). 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 27.68% return, which is significantly higher than SIVR's -4.75% return. Over the past 10 years, DBC has underperformed SIVR with an annualized return of 8.27%, while SIVR has yielded a comparatively higher 14.22% annualized return.


DBC

1D
-1.04%
1M
-8.99%
YTD
27.68%
6M
28.76%
1Y
34.32%
3Y*
12.92%
5Y*
11.29%
10Y*
8.27%

SIVR

1D
0.78%
1M
-22.74%
YTD
-4.75%
6M
9.46%
1Y
85.68%
3Y*
41.59%
5Y*
19.07%
10Y*
14.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBC vs. SIVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBC
Invesco DB Commodity Index Tracking Fund
27.68%8.10%2.18%-6.19%19.34%41.36%-7.84%11.84%-11.63%4.86%
SIVR
abrdn Physical Silver Shares ETF
-4.75%145.34%21.08%-0.91%2.59%-12.33%47.52%15.17%-8.96%5.97%

Correlation

The correlation between DBC and SIVR is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

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

0.30

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

0.32

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2009

0.38

The correlation between DBC and SIVR shifts across timeframes, from 0.20 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBC vs. SIVR — Risk / Return Rank

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

DBC
DBC Risk / Return Rank: 6464
Overall Rank
DBC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DBC Sortino Ratio Rank: 5959
Sortino Ratio Rank
DBC Omega Ratio Rank: 6060
Omega Ratio Rank
DBC Calmar Ratio Rank: 7777
Calmar Ratio Rank
DBC Martin Ratio Rank: 6161
Martin Ratio Rank

SIVR
SIVR Risk / Return Rank: 4343
Overall Rank
SIVR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SIVR Sortino Ratio Rank: 3838
Sortino Ratio Rank
SIVR Omega Ratio Rank: 5454
Omega Ratio Rank
SIVR Calmar Ratio Rank: 4343
Calmar Ratio Rank
SIVR Martin Ratio Rank: 3232
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. SIVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Commodity Index Tracking Fund (DBC) and abrdn Physical Silver Shares ETF (SIVR). 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.


DBCSIVRDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

3.48

1.90

+1.58

Martin ratioReturn relative to average drawdown

9.64

4.12

+5.52

DBC vs. SIVR - Sharpe Ratio Comparison

The current DBC Sharpe Ratio is 1.82, which is comparable to the SIVR Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of DBC and SIVR, 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. SIVR - Drawdown Comparison

The maximum DBC drawdown since its inception was -76.36%, roughly equal to the maximum SIVR drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for DBC and SIVR.


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Drawdown Indicators


DBCSIVRDifference

Max Drawdown

Largest peak-to-trough decline

-76.36%

-75.85%

-0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.91%

-45.33%

+35.42%

Max Drawdown (3Y)

Largest decline over 3 years

-13.82%

-45.33%

+31.51%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

-45.33%

+17.99%

Max Drawdown (10Y)

Largest decline over 10 years

-41.71%

-45.33%

+3.62%

Current Drawdown

Current decline from peak

-26.14%

-41.89%

+15.75%

Average Drawdown

Average peak-to-trough decline

-46.19%

-47.83%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

20.85%

-17.28%

Volatility

DBC vs. SIVR - Volatility Comparison

The current volatility for Invesco DB Commodity Index Tracking Fund (DBC) is 5.20%, while abrdn Physical Silver Shares ETF (SIVR) has a volatility of 16.37%. This indicates that DBC experiences smaller price fluctuations and is considered to be less risky than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBCSIVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

16.37%

-11.17%

Volatility (6M)

Calculated over the trailing 6-month period

16.11%

59.11%

-43.00%

Volatility (1Y)

Calculated over the trailing 1-year period

18.94%

59.76%

-40.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.22%

36.48%

-17.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

32.03%

-14.21%

DBC vs. SIVR - Expense Ratio Comparison

DBC has a 0.85% expense ratio, which is higher than SIVR's 0.30% expense ratio.


Dividends

DBC vs. SIVR - Dividend Comparison

DBC's dividend yield for the trailing twelve months is around 2.61%, while SIVR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
DBC
Invesco DB Commodity Index Tracking Fund
2.61%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%
SIVR
abrdn Physical Silver Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DBC and SIVR have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIVR has higher volatility (16.37%) compared to DBC (5.20%). In terms of maximum drawdown, DBC dropped -76.36% vs SIVR's -75.85%.

On 10-year performance, SIVR leads with 14.22% vs 8.27% for DBC. On fees, SIVR is cheaper at 0.30% per year. On volatility, DBC has been the lower-risk option at 5.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SIVR has performed better with a 14.22% return vs 8.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SIVR is cheaper with a 0.30% expense ratio, compared with 0.85% for DBC.

DBC has the higher dividend yield at 2.61%, compared with 0.00% for SIVR.

DBC is categorized as Commodities, while SIVR is Silver. DBC tracks DBIQ Optimum Yield Diversified Commodity Index Excess Return, while SIVR tracks LBMA Silver Price ($/ozt). They also come from different issuers: Invesco and abrdn. Their fees differ too: 0.85% for DBC and 0.30% for SIVR.

DBC currently has the higher Sharpe Ratio (1.82 vs 1.44), 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 SIVR

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