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DBP vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBP and SCHD is 0.08, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

DBP vs. SCHD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
46.85%
369.64%
DBP
SCHD

Key characteristics

Sharpe Ratio

DBP:

1.95

SCHD:

0.18

Sortino Ratio

DBP:

2.63

SCHD:

0.35

Omega Ratio

DBP:

1.33

SCHD:

1.05

Calmar Ratio

DBP:

2.70

SCHD:

0.18

Martin Ratio

DBP:

10.53

SCHD:

0.64

Ulcer Index

DBP:

3.48%

SCHD:

4.44%

Daily Std Dev

DBP:

18.86%

SCHD:

15.99%

Max Drawdown

DBP:

-53.89%

SCHD:

-33.37%

Current Drawdown

DBP:

-2.60%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, DBP achieves a 21.95% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, DBP has underperformed SCHD with an annualized return of 8.29%, while SCHD has yielded a comparatively higher 10.28% annualized return.


DBP

YTD

21.95%

1M

6.90%

6M

15.42%

1Y

35.98%

5Y*

12.70%

10Y*

8.29%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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DBP vs. SCHD - Expense Ratio Comparison

DBP has a 0.78% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for DBP: current value is 0.78%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DBP: 0.78%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

DBP vs. SCHD — Risk-Adjusted Performance Rank

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

DBP
The Risk-Adjusted Performance Rank of DBP is 9393
Overall Rank
The Sharpe Ratio Rank of DBP is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of DBP is 9393
Sortino Ratio Rank
The Omega Ratio Rank of DBP is 9191
Omega Ratio Rank
The Calmar Ratio Rank of DBP is 9595
Calmar Ratio Rank
The Martin Ratio Rank of DBP is 9393
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DBP vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Precious Metals Fund (DBP) and Schwab US Dividend Equity ETF (SCHD). 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.


The chart of Sharpe ratio for DBP, currently valued at 1.95, compared to the broader market-1.000.001.002.003.004.00
DBP: 1.95
SCHD: 0.18
The chart of Sortino ratio for DBP, currently valued at 2.63, compared to the broader market-2.000.002.004.006.008.00
DBP: 2.63
SCHD: 0.35
The chart of Omega ratio for DBP, currently valued at 1.33, compared to the broader market0.501.001.502.002.50
DBP: 1.33
SCHD: 1.05
The chart of Calmar ratio for DBP, currently valued at 4.32, compared to the broader market0.002.004.006.008.0010.0012.00
DBP: 4.32
SCHD: 0.18
The chart of Martin ratio for DBP, currently valued at 10.53, compared to the broader market0.0020.0040.0060.00
DBP: 10.53
SCHD: 0.64

The current DBP Sharpe Ratio is 1.95, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of DBP and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.95
0.18
DBP
SCHD

Dividends

DBP vs. SCHD - Dividend Comparison

DBP's dividend yield for the trailing twelve months is around 3.46%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
DBP
Invesco DB Precious Metals Fund
3.46%4.22%4.47%0.45%0.00%0.00%1.26%1.24%0.12%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

DBP vs. SCHD - Drawdown Comparison

The maximum DBP drawdown since its inception was -53.89%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DBP and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.60%
-11.47%
DBP
SCHD

Volatility

DBP vs. SCHD - Volatility Comparison

The current volatility for Invesco DB Precious Metals Fund (DBP) is 8.49%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that DBP experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.49%
11.20%
DBP
SCHD