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DBP vs. DGZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBP vs. DGZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Precious Metals Fund (DBP) and DB Gold Short Exchange Traded Notes (DGZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBP achieves a -7.35% return, which is significantly lower than DGZ's 13.79% return. Over the past 10 years, DBP has outperformed DGZ with an annualized return of 10.50%, while DGZ has yielded a comparatively lower -7.12% annualized return.


DBP

1D
-2.46%
1M
-11.00%
YTD
-7.35%
6M
-11.28%
1Y
27.61%
3Y*
29.27%
5Y*
16.74%
10Y*
10.50%

DGZ

1D
4.60%
1M
27.91%
YTD
13.79%
6M
21.33%
1Y
-7.69%
3Y*
-14.24%
5Y*
-9.28%
10Y*
-7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBP vs. DGZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBP
Invesco DB Precious Metals Fund
-7.35%73.43%26.71%8.68%-1.51%-7.10%26.79%15.89%-4.31%10.58%
DGZ
DB Gold Short Exchange Traded Notes
13.79%-32.55%-16.46%-4.75%4.93%1.53%-20.80%-13.42%4.88%-11.36%

Correlation

The correlation between DBP and DGZ is -0.38, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.38

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

-0.44

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

-0.56

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

-0.67

Correlation (All Time)
Calculated using the full available price history since Feb 29, 2008

-0.81

Over the past year, the inverse relationship between DBP and DGZ has weakened: their correlation has moved from -0.81 to -0.38, meaning they move in opposite directions less often than they have historically.

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Return for Risk

DBP vs. DGZ — Risk / Return Rank

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

DBP
DBP Risk / Return Rank: 2323
Overall Rank
DBP Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DBP Sortino Ratio Rank: 2222
Sortino Ratio Rank
DBP Omega Ratio Rank: 2727
Omega Ratio Rank
DBP Calmar Ratio Rank: 2121
Calmar Ratio Rank
DBP Martin Ratio Rank: 2020
Martin Ratio Rank

DGZ
DGZ Risk / Return Rank: 99
Overall Rank
DGZ Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DGZ Sortino Ratio Rank: 1010
Sortino Ratio Rank
DGZ Omega Ratio Rank: 1111
Omega Ratio Rank
DGZ Calmar Ratio Rank: 77
Calmar Ratio Rank
DGZ Martin Ratio Rank: 77
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.

DBP vs. DGZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Precious Metals Fund (DBP) and DB Gold Short Exchange Traded Notes (DGZ). 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.


DBPDGZDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.18

1.05

+0.13

Calmar ratioReturn relative to maximum drawdown

0.92

-0.20

+1.12

Martin ratioReturn relative to average drawdown

2.25

-0.35

+2.60

DBP vs. DGZ - Sharpe Ratio Comparison

The current DBP Sharpe Ratio is 0.82, which is higher than the DGZ Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of DBP and DGZ, 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

DBP vs. DGZ - Drawdown Comparison

The maximum DBP drawdown since its inception was -53.89%, smaller than the maximum DGZ drawdown of -86.32%. Use the drawdown chart below to compare losses from any high point for DBP and DGZ.


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Drawdown Indicators


DBPDGZDifference

Max Drawdown

Largest peak-to-trough decline

-53.89%

-86.32%

+32.43%

Max Drawdown (1Y)

Largest decline over 1 year

-30.18%

-38.32%

+8.14%

Max Drawdown (3Y)

Largest decline over 3 years

-30.18%

-59.54%

+29.36%

Max Drawdown (5Y)

Largest decline over 5 years

-30.18%

-61.54%

+31.36%

Max Drawdown (10Y)

Largest decline over 10 years

-30.18%

-71.49%

+41.31%

Current Drawdown

Current decline from peak

-30.18%

-80.51%

+50.33%

Average Drawdown

Average peak-to-trough decline

-25.42%

-57.80%

+32.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.30%

22.24%

-9.94%

Volatility

DBP vs. DGZ - Volatility Comparison

The current volatility for Invesco DB Precious Metals Fund (DBP) is 8.93%, while DB Gold Short Exchange Traded Notes (DGZ) has a volatility of 45.91%. This indicates that DBP experiences smaller price fluctuations and is considered to be less risky than DGZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBPDGZDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.93%

45.91%

-36.98%

Volatility (6M)

Calculated over the trailing 6-month period

30.96%

58.66%

-27.70%

Volatility (1Y)

Calculated over the trailing 1-year period

33.62%

69.62%

-36.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

36.50%

-15.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

28.17%

-9.34%

DBP vs. DGZ - Expense Ratio Comparison

DBP has a 0.78% expense ratio, which is higher than DGZ's 0.75% expense ratio.


Dividends

DBP vs. DGZ - Dividend Comparison

DBP's dividend yield for the trailing twelve months is around 2.63%, while DGZ has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DBP
Invesco DB Precious Metals Fund
2.63%2.44%4.21%4.47%0.45%0.00%0.00%1.26%1.24%0.12%
DGZ
DB Gold Short Exchange Traded Notes
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DBP and DGZ have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGZ has higher volatility (45.91%) compared to DBP (8.93%). In terms of maximum drawdown, DBP dropped -53.89% vs DGZ's -86.32%.

On 10-year performance, DBP leads with 10.50% vs -7.12% for DGZ. On fees, DGZ is cheaper at 0.75% per year. On volatility, DBP has been the lower-risk option at 8.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBP has performed better with a 10.50% return vs -7.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGZ is cheaper with a 0.75% expense ratio, compared with 0.78% for DBP.

DBP has the higher dividend yield at 2.63%, compared with 0.00% for DGZ.

DBP is categorized as Precious Metals, while DGZ is Inverse Commodities. DBP tracks DBIQ Optimum Yield Precious Metals Index Excess Return, while DGZ tracks Deutsche Bank Liquid Commodity Index - Optimum Yield Gold Excess Return (-100%). They also come from different issuers: Invesco and Deutsche Bank. Their fees differ too: 0.78% for DBP and 0.75% for DGZ.

DBP currently has the higher Sharpe Ratio (0.82 vs -0.11), 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

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