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DBP vs. XLRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBP vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Precious Metals Fund (DBP) and Real Estate Select Sector SPDR Fund (XLRE). 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 -3.82% return, which is significantly lower than XLRE's 13.17% return. Over the past 10 years, DBP has outperformed XLRE with an annualized return of 11.21%, while XLRE has yielded a comparatively lower 7.15% annualized return.


DBP

1D
0.09%
1M
-11.93%
YTD
-3.82%
6M
-0.66%
1Y
30.66%
3Y*
29.99%
5Y*
16.18%
10Y*
11.21%

XLRE

1D
0.98%
1M
3.30%
YTD
13.17%
6M
13.29%
1Y
12.05%
3Y*
10.41%
5Y*
3.32%
10Y*
7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBP vs. XLRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBP
Invesco DB Precious Metals Fund
-3.82%73.43%26.71%8.68%-1.51%-7.10%26.79%15.89%-4.31%10.58%
XLRE
Real Estate Select Sector SPDR Fund
13.17%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%

Correlation

The correlation between DBP and XLRE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.17

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

0.18

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

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2015

0.13

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Return for Risk

DBP vs. XLRE — Risk / Return Rank

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

DBP
DBP Risk / Return Rank: 2828
Overall Rank
DBP Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DBP Sortino Ratio Rank: 2626
Sortino Ratio Rank
DBP Omega Ratio Rank: 3434
Omega Ratio Rank
DBP Calmar Ratio Rank: 2525
Calmar Ratio Rank
DBP Martin Ratio Rank: 2424
Martin Ratio Rank

XLRE
XLRE Risk / Return Rank: 2727
Overall Rank
XLRE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XLRE Omega Ratio Rank: 2424
Omega Ratio Rank
XLRE Calmar Ratio Rank: 3131
Calmar Ratio Rank
XLRE Martin Ratio Rank: 2929
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. XLRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Precious Metals Fund (DBP) and Real Estate Select Sector SPDR Fund (XLRE). 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.


DBPXLREDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.20

1.15

+0.06

Calmar ratioReturn relative to maximum drawdown

1.07

1.34

-0.27

Martin ratioReturn relative to average drawdown

2.77

3.69

-0.92

DBP vs. XLRE - Sharpe Ratio Comparison

The current DBP Sharpe Ratio is 0.96, which is comparable to the XLRE Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of DBP and XLRE, 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. XLRE - Drawdown Comparison

The maximum DBP drawdown since its inception was -53.89%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for DBP and XLRE.


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Drawdown Indicators


DBPXLREDifference

Max Drawdown

Largest peak-to-trough decline

-53.89%

-38.83%

-15.06%

Max Drawdown (1Y)

Largest decline over 1 year

-30.03%

-8.33%

-21.70%

Max Drawdown (3Y)

Largest decline over 3 years

-30.03%

-16.74%

-13.29%

Max Drawdown (5Y)

Largest decline over 5 years

-30.03%

-34.12%

+4.09%

Max Drawdown (10Y)

Largest decline over 10 years

-30.03%

-38.83%

+8.80%

Current Drawdown

Current decline from peak

-27.52%

0.00%

-27.52%

Average Drawdown

Average peak-to-trough decline

-25.42%

-9.58%

-15.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.56%

3.03%

+8.53%

Volatility

DBP vs. XLRE - Volatility Comparison

Invesco DB Precious Metals Fund (DBP) has a higher volatility of 9.06% compared to Real Estate Select Sector SPDR Fund (XLRE) at 4.81%. This indicates that DBP's price experiences larger fluctuations and is considered to be riskier than XLRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBPXLREDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.06%

4.81%

+4.25%

Volatility (6M)

Calculated over the trailing 6-month period

30.70%

10.20%

+20.50%

Volatility (1Y)

Calculated over the trailing 1-year period

33.35%

13.83%

+19.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.14%

19.10%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

20.42%

-1.58%

DBP vs. XLRE - Expense Ratio Comparison

DBP has a 0.78% expense ratio, which is higher than XLRE's 0.13% expense ratio.


Dividends

DBP vs. XLRE - Dividend Comparison

DBP's dividend yield for the trailing twelve months is around 2.53%, less than XLRE's 3.08% yield.


PositionTTM20252024202320222021202020192018201720162015
DBP
Invesco DB Precious Metals Fund
2.53%2.44%4.21%4.47%0.45%0.00%0.00%1.26%1.24%0.12%0.00%0.00%
XLRE
Real Estate Select Sector SPDR Fund
3.08%3.45%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%

Frequently Asked Questions


DBP and XLRE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBP has higher volatility (9.06%) compared to XLRE (4.81%). In terms of maximum drawdown, DBP dropped -53.89% vs XLRE's -38.83%.

On 10-year performance, DBP leads with 11.21% vs 7.15% for XLRE. On fees, XLRE is cheaper at 0.13% per year. On volatility, XLRE has been the lower-risk option at 4.81%. 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 11.21% return vs 7.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLRE is cheaper with a 0.13% expense ratio, compared with 0.78% for DBP.

XLRE has the higher dividend yield at 3.08%, compared with 2.53% for DBP.

DBP is categorized as Precious Metals, while XLRE is REIT. DBP tracks DBIQ Optimum Yield Precious Metals Index Excess Return, while XLRE tracks Real Estate Select Sector Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.78% for DBP and 0.13% for XLRE.

DBP currently has the higher Sharpe Ratio (0.96 vs 0.81), 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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