EDGX vs. DBC

Last updated Jun 4, 2026

EDGX (Global X U.S. 500 Income Edge ETF) and DBC (Invesco DB Commodity Index Tracking Fund) are both exchange-traded funds - EDGX is a Derivative Income fund tracking the Solactive GBS United States 500 Index, while DBC is a Commodities fund tracking the DBIQ Optimum Yield Diversified Commodity Index Excess Return. Both are passively managed. At a correlation of -0.52, they often move in opposite directions.

Performance

EDGX vs. DBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. 500 Income Edge ETF (EDGX) and Invesco DB Commodity Index Tracking Fund (DBC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EDGX

• 1D: -0.49%
• 1M: 4.73%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DBC

• 1D: 0.56%
• 1M: -3.32%
• YTD: 35.47%
• 6M: 35.36%
• 1Y: 45.90%
• 3Y*: 15.09%
• 5Y*: 12.78%
• 10Y*: 9.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EDGX vs. DBC - Yearly Performance Comparison

	2026 (YTD)
EDGX Global X U.S. 500 Income Edge ETF	10.16%
DBC Invesco DB Commodity Index Tracking Fund	25.11%

Correlation

The correlation between EDGX and DBC is -0.52, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 19, 2026	-0.52

Return for Risk

EDGX vs. DBC — Risk / Return Rank

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

DBC

DBC Risk / Return Rank: 75
DBC Sharpe Ratio Rank: 74
DBC Sortino Ratio Rank: 67
DBC Omega Ratio Rank: 70
DBC Calmar Ratio Rank: 92
DBC Martin Ratio Rank: 72

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.

EDGX vs. DBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 Income Edge ETF (EDGX) and Invesco DB Commodity Index Tracking Fund (DBC). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	EDGX	DBC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.47	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.67	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.05	0.12	+2.93

Drawdowns

EDGX vs. DBC - Drawdown Comparison

The maximum EDGX drawdown since its inception was -7.56%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for EDGX and DBC.

Drawdown Indicators

	EDGX	DBC	Difference
Max Drawdown Largest peak-to-trough decline	-7.56%	-76.36%	+68.80%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.05%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.82%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.71%	—
Current Drawdown Current decline from peak	-0.49%	-21.64%	+21.15%
Average Drawdown Average peak-to-trough decline	-1.50%	-46.22%	+44.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.31%	—

Volatility

Volatility by Period

	EDGX	DBC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.45%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.75%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.10%	18.68%	-5.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.10%	19.18%	-6.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.10%	17.81%	-4.71%

Dividends

EDGX vs. DBC - Dividend Comparison

EDGX's dividend yield for the trailing twelve months is around 2.43%, less than DBC's 2.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DBC Invesco DB Commodity Index Tracking Fund	2.46%	3.33%	5.22%	4.94%	0.59%	0.00%	0.00%	1.59%	1.30%
EDGX Global X U.S. 500 Income Edge ETF	2.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EDGX and DBC in my portfolio?

EDGX and DBC have a correlation of -0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF pays a higher dividend yield, EDGX or DBC?

DBC has the higher dividend yield at 2.46%, compared with 2.43% for EDGX.

What is the main difference between EDGX and DBC?

EDGX is categorized as Derivative Income, while DBC is Commodities. EDGX tracks Solactive GBS United States 500 Index, while DBC tracks DBIQ Optimum Yield Diversified Commodity Index Excess Return. They also come from different issuers: Global X and Invesco.