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DBP vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBP vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Precious Metals Fund (DBP) and SPDR Gold Shares (GLD). 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 GLD's -4.79% return. Over the past 10 years, DBP has underperformed GLD with an annualized return of 10.50%, while GLD has yielded a comparatively higher 11.59% 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%

GLD

1D
-1.89%
1M
-8.82%
YTD
-4.79%
6M
-8.78%
1Y
21.29%
3Y*
28.41%
5Y*
17.84%
10Y*
11.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBP vs. GLD - 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%
GLD
SPDR Gold Shares
-4.79%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Correlation

The correlation between DBP and GLD is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2007

0.96

The correlation between DBP and GLD has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

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Return for Risk

DBP vs. GLD — 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

GLD
GLD Risk / Return Rank: 2222
Overall Rank
GLD Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2121
Sortino Ratio Rank
GLD Omega Ratio Rank: 2424
Omega Ratio Rank
GLD Calmar Ratio Rank: 2020
Calmar Ratio Rank
GLD Martin Ratio Rank: 2020
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. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Precious Metals Fund (DBP) and SPDR Gold Shares (GLD). 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.


DBPGLDDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratioReturn relative to maximum drawdown

0.92

0.87

+0.04

Martin ratioReturn relative to average drawdown

2.25

2.35

-0.10

DBP vs. GLD - Sharpe Ratio Comparison

The current DBP Sharpe Ratio is 0.82, which is comparable to the GLD Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of DBP and GLD, 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. GLD - Drawdown Comparison

The maximum DBP drawdown since its inception was -53.89%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for DBP and GLD.


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Drawdown Indicators


DBPGLDDifference

Max Drawdown

Largest peak-to-trough decline

-53.89%

-45.56%

-8.33%

Max Drawdown (1Y)

Largest decline over 1 year

-30.18%

-24.46%

-5.72%

Max Drawdown (3Y)

Largest decline over 3 years

-30.18%

-24.46%

-5.72%

Max Drawdown (5Y)

Largest decline over 5 years

-30.18%

-24.46%

-5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-30.18%

-24.46%

-5.72%

Current Drawdown

Current decline from peak

-30.18%

-23.91%

-6.27%

Average Drawdown

Average peak-to-trough decline

-25.42%

-16.17%

-9.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.30%

9.10%

+3.20%

Volatility

DBP vs. GLD - Volatility Comparison

Invesco DB Precious Metals Fund (DBP) has a higher volatility of 8.93% compared to SPDR Gold Shares (GLD) at 8.18%. This indicates that DBP's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBPGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.93%

8.18%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

30.96%

24.38%

+6.58%

Volatility (1Y)

Calculated over the trailing 1-year period

33.62%

27.57%

+6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

18.24%

+2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

16.04%

+2.79%

DBP vs. GLD - Expense Ratio Comparison

DBP has a 0.78% expense ratio, which is higher than GLD's 0.40% expense ratio.


Dividends

DBP vs. GLD - Dividend Comparison

DBP's dividend yield for the trailing twelve months is around 2.63%, while GLD 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%
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, DBP and GLD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DBP has higher volatility (8.93%) compared to GLD (8.18%). In terms of maximum drawdown, DBP dropped -53.89% vs GLD's -45.56%.

On 10-year performance, GLD leads with 11.59% vs 10.50% for DBP. On fees, GLD is cheaper at 0.40% per year. On volatility, GLD has been the lower-risk option at 8.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GLD has performed better with a 11.59% return vs 10.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLD is cheaper with a 0.40% expense ratio, compared with 0.78% for DBP.

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

DBP is categorized as Precious Metals, while GLD is Gold. DBP tracks DBIQ Optimum Yield Precious Metals Index Excess Return, while GLD tracks LBMA Gold Price PM. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.78% for DBP and 0.40% for GLD.

DBP currently has the higher Sharpe Ratio (0.82 vs 0.78), 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 DBP and GLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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