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DBP vs. PSLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBP vs. PSLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Precious Metals Fund (DBP) and Sprott Physical Silver Trust (PSLV). 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 2.99% return, which is significantly higher than PSLV's -0.89% return. Over the past 10 years, DBP has underperformed PSLV with an annualized return of 12.38%, while PSLV has yielded a comparatively higher 14.02% annualized return.


DBP

1D
0.84%
1M
-1.26%
YTD
2.99%
6M
10.06%
1Y
43.27%
3Y*
32.69%
5Y*
17.62%
10Y*
12.38%

PSLV

1D
0.90%
1M
-0.64%
YTD
-0.89%
6M
23.11%
1Y
102.24%
3Y*
42.33%
5Y*
18.65%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBP vs. PSLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBP
Invesco DB Precious Metals Fund
2.99%73.43%26.71%8.68%-1.51%-7.10%26.79%15.89%-4.31%10.58%
PSLV
Sprott Physical Silver Trust
-0.89%145.08%19.43%-1.94%2.74%-14.13%42.81%16.99%-11.83%4.28%

Correlation

The correlation between DBP and PSLV is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.86

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

0.87

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

0.86

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2010

0.86

The correlation between DBP and PSLV has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.

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Return for Risk

DBP vs. PSLV — Risk / Return Rank

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

DBP
DBP Risk / Return Rank: 3535
Overall Rank
DBP Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DBP Sortino Ratio Rank: 3232
Sortino Ratio Rank
DBP Omega Ratio Rank: 4242
Omega Ratio Rank
DBP Calmar Ratio Rank: 3535
Calmar Ratio Rank
DBP Martin Ratio Rank: 2929
Martin Ratio Rank

PSLV
PSLV Risk / Return Rank: 4747
Overall Rank
PSLV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PSLV Sortino Ratio Rank: 3939
Sortino Ratio Rank
PSLV Omega Ratio Rank: 5454
Omega Ratio Rank
PSLV Calmar Ratio Rank: 5252
Calmar Ratio Rank
PSLV Martin Ratio Rank: 3737
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. PSLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Precious Metals Fund (DBP) and Sprott Physical Silver Trust (PSLV). 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.


DBPPSLVDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.27

1.33

-0.06

Calmar ratioReturn relative to maximum drawdown

1.71

2.53

-0.82

Martin ratioReturn relative to average drawdown

4.03

5.58

-1.55

DBP vs. PSLV - Sharpe Ratio Comparison

The current DBP Sharpe Ratio is 1.34, which is comparable to the PSLV Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of DBP and PSLV, 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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Sharpe Ratios by Period


DBPPSLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.76

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.53

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.45

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.17

+0.26

Drawdowns

DBP vs. PSLV - Drawdown Comparison

The maximum DBP drawdown since its inception was -53.89%, smaller than the maximum PSLV drawdown of -79.38%. Use the drawdown chart below to compare losses from any high point for DBP and PSLV.


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Drawdown Indicators


DBPPSLVDifference

Max Drawdown

Largest peak-to-trough decline

-53.89%

-79.38%

+25.49%

Max Drawdown (1Y)

Largest decline over 1 year

-25.48%

-40.65%

+15.17%

Max Drawdown (3Y)

Largest decline over 3 years

-25.48%

-40.65%

+15.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.48%

-40.65%

+15.17%

Max Drawdown (10Y)

Largest decline over 10 years

-28.36%

-42.79%

+14.43%

Current Drawdown

Current decline from peak

-22.39%

-35.53%

+13.14%

Average Drawdown

Average peak-to-trough decline

-25.42%

-58.15%

+32.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.76%

18.38%

-7.62%

Volatility

DBP vs. PSLV - Volatility Comparison

The current volatility for Invesco DB Precious Metals Fund (DBP) is 7.60%, while Sprott Physical Silver Trust (PSLV) has a volatility of 16.60%. This indicates that DBP experiences smaller price fluctuations and is considered to be less risky than PSLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBPPSLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.60%

16.60%

-9.00%

Volatility (6M)

Calculated over the trailing 6-month period

29.88%

57.34%

-27.46%

Volatility (1Y)

Calculated over the trailing 1-year period

32.56%

58.49%

-25.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.91%

35.64%

-14.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.72%

31.14%

-12.42%

DBP vs. PSLV - Expense Ratio Comparison

DBP has a 0.78% expense ratio, which is higher than PSLV's 0.51% expense ratio.


Dividends

DBP vs. PSLV - Dividend Comparison

DBP's dividend yield for the trailing twelve months is around 2.36%, while PSLV has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
DBP
Invesco DB Precious Metals Fund
2.36%2.44%4.21%4.47%0.45%0.00%0.00%1.26%1.24%0.12%
PSLV
Sprott Physical Silver Trust
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 PSLV have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSLV has higher volatility (16.60%) compared to DBP (7.60%). In terms of maximum drawdown, DBP dropped -53.89% vs PSLV's -79.38%.

On 10-year performance, PSLV leads with 14.02% vs 12.38% for DBP. On fees, PSLV is cheaper at 0.51% per year. On volatility, DBP has been the lower-risk option at 7.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PSLV has performed better with a 14.02% return vs 12.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSLV is cheaper with a 0.51% expense ratio, compared with 0.78% for DBP.

DBP has the higher dividend yield at 2.36%, compared with 0.00% for PSLV.

DBP is categorized as Precious Metals, while PSLV is Silver. DBP tracks DBIQ Optimum Yield Precious Metals Index Excess Return, while PSLV tracks No Index (Physical Silver). They also come from different issuers: Invesco and Sprott. Their fees differ too: 0.78% for DBP and 0.51% for PSLV.

PSLV currently has the higher Sharpe Ratio (1.76 vs 1.34), 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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