PortfoliosLab logoPortfoliosLab logo
DBP vs. QQQM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBP vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Precious Metals Fund (DBP) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DBP vs. QQQM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DBP
Invesco DB Precious Metals Fund
7.03%73.43%26.71%8.68%-1.51%-7.10%1.39%
QQQM
Invesco NASDAQ 100 ETF
-5.92%20.85%25.68%55.01%-32.52%27.45%6.67%

Returns By Period

In the year-to-date period, DBP achieves a 7.03% return, which is significantly higher than QQQM's -5.92% return.


DBP

1D
4.37%
1M
-13.22%
YTD
7.03%
6M
26.77%
1Y
57.78%
3Y*
34.01%
5Y*
20.74%
10Y*
13.17%

QQQM

1D
3.37%
1M
-4.84%
YTD
-5.92%
6M
-3.59%
1Y
23.76%
3Y*
22.41%
5Y*
12.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DBP vs. QQQM - Expense Ratio Comparison

DBP has a 0.78% expense ratio, which is higher than QQQM's 0.15% expense ratio.


Return for Risk

DBP vs. QQQM — Risk / Return Rank

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

DBP
DBP Risk / Return Rank: 8383
Overall Rank
DBP Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DBP Sortino Ratio Rank: 8282
Sortino Ratio Rank
DBP Omega Ratio Rank: 8585
Omega Ratio Rank
DBP Calmar Ratio Rank: 8383
Calmar Ratio Rank
DBP Martin Ratio Rank: 8080
Martin Ratio Rank

QQQM
QQQM Risk / Return Rank: 7070
Overall Rank
QQQM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 6969
Sortino Ratio Rank
QQQM Omega Ratio Rank: 6868
Omega Ratio Rank
QQQM Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQM Martin Ratio Rank: 7373
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. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Precious Metals Fund (DBP) and Invesco NASDAQ 100 ETF (QQQM). 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.


DBPQQQMDifference

Sharpe ratio

Return per unit of total volatility

1.76

1.06

+0.70

Sortino ratio

Return per unit of downside risk

2.08

1.65

+0.43

Omega ratio

Gain probability vs. loss probability

1.33

1.24

+0.09

Calmar ratio

Return relative to maximum drawdown

2.33

1.89

+0.44

Martin ratio

Return relative to average drawdown

8.43

6.96

+1.46

DBP vs. QQQM - Sharpe Ratio Comparison

The current DBP Sharpe Ratio is 1.76, which is higher than the QQQM Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of DBP and QQQM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DBPQQQMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

1.06

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.59

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.63

-0.18

Correlation

The correlation between DBP and QQQM is 0.13, 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

DBP vs. QQQM - Dividend Comparison

DBP's dividend yield for the trailing twelve months is around 2.28%, more than QQQM's 0.53% yield.


TTM202520242023202220212020201920182017
DBP
Invesco DB Precious Metals Fund
2.28%2.44%4.21%4.47%0.45%0.00%0.00%1.26%1.24%0.12%
QQQM
Invesco NASDAQ 100 ETF
0.53%0.50%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%

Drawdowns

DBP vs. QQQM - Drawdown Comparison

The maximum DBP drawdown since its inception was -53.89%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for DBP and QQQM.


Loading graphics...

Drawdown Indicators


DBPQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-53.89%

-35.04%

-18.85%

Max Drawdown (1Y)

Largest decline over 1 year

-25.48%

-12.55%

-12.93%

Max Drawdown (5Y)

Largest decline over 5 years

-25.48%

-35.04%

+9.56%

Max Drawdown (10Y)

Largest decline over 10 years

-28.36%

Current Drawdown

Current decline from peak

-19.34%

-8.99%

-10.35%

Average Drawdown

Average peak-to-trough decline

-25.47%

-8.47%

-17.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.06%

3.41%

+3.65%

Volatility

DBP vs. QQQM - Volatility Comparison

Invesco DB Precious Metals Fund (DBP) has a higher volatility of 12.31% compared to Invesco NASDAQ 100 ETF (QQQM) at 6.48%. This indicates that DBP's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DBPQQQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.31%

6.48%

+5.83%

Volatility (6M)

Calculated over the trailing 6-month period

30.54%

12.73%

+17.81%

Volatility (1Y)

Calculated over the trailing 1-year period

32.93%

22.42%

+10.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.57%

22.25%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.57%

22.27%

-3.70%