EXV8.DE vs. DBC
EXV8.DE (iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)) and DBC (Invesco DB Commodity Index Tracking Fund) are both exchange-traded funds - EXV8.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Construction & Materials, while DBC is a Commodities fund tracking the DBIQ Optimum Yield Diversified Commodity Index Excess Return. Both are passively managed. Over the past 10 years, EXV8.DE returned 10.37%/yr vs 8.33%/yr for DBC. At a 0.15 correlation, their price movements are largely independent. EXV8.DE charges 0.46%/yr vs 0.85%/yr for DBC.
Performance
EXV8.DE vs. DBC - Performance Comparison
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Different Trading Currencies
EXV8.DE is traded in EUR, while DBC is traded in USD. To make them comparable, the DBC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXV8.DE achieves a 1.00% return, which is significantly lower than DBC's 33.29% return. Over the past 10 years, EXV8.DE has outperformed DBC with an annualized return of 10.37%, while DBC has yielded a comparatively lower 8.33% annualized return.
EXV8.DE
- 1D
- 0.17%
- 1M
- -4.48%
- YTD
- 1.00%
- 6M
- 2.33%
- 1Y
- 6.56%
- 3Y*
- 15.58%
- 5Y*
- 9.70%
- 10Y*
- 10.37%
DBC
- 1D
- -1.39%
- 1M
- -1.33%
- YTD
- 33.29%
- 6M
- 30.86%
- 1Y
- 39.73%
- 3Y*
- 10.99%
- 5Y*
- 13.20%
- 10Y*
- 8.33%
EXV8.DE vs. DBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.00% | 25.00% | 6.42% | 33.57% | -18.92% | 32.25% | -2.02% | 42.92% | -17.87% | 10.41% |
DBC Invesco DB Commodity Index Tracking Fund | 33.29% | -4.72% | 8.93% | -9.01% | 26.73% | 51.93% | -15.43% | 14.37% | -7.48% | -8.03% |
Correlation
The correlation between EXV8.DE and DBC is -0.28, 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 (1Y) Calculated over the trailing 1-year period | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.15 |
The correlation between EXV8.DE and DBC shifts across timeframes, from -0.28 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXV8.DE vs. DBC — Risk / Return Rank
EXV8.DE
DBC
EXV8.DE vs. DBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) 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.
| EXV8.DE | DBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.33 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 4.81 | -4.32 |
| Martin ratioReturn relative to average drawdown | 1.50 | 9.90 | -8.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXV8.DE | DBC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 1.92 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.66 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.45 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.15 | +0.29 |
Drawdowns
EXV8.DE vs. DBC - Drawdown Comparison
The maximum EXV8.DE drawdown since its inception was -66.09%, roughly equal to the maximum DBC drawdown of -65.73%. Use the drawdown chart below to compare losses from any high point for EXV8.DE and DBC.
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Drawdown Indicators
| EXV8.DE | DBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.09% | -65.73% | -0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -15.30% | -8.30% | -7.00% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -17.61% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -29.98% | +0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -42.81% | -38.20% | -4.61% |
Current DrawdownCurrent decline from peak | -6.66% | -6.83% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -15.00% | -35.98% | +20.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 4.02% | +0.98% |
Volatility
EXV8.DE vs. DBC - Volatility Comparison
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) and Invesco DB Commodity Index Tracking Fund (DBC) have volatilities of 6.24% and 6.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXV8.DE | DBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 6.32% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 16.12% | 16.97% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 20.78% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 19.99% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 18.55% | +1.71% |
EXV8.DE vs. DBC - Expense Ratio Comparison
EXV8.DE has a 0.46% expense ratio, which is lower than DBC's 0.85% expense ratio.
Dividends
EXV8.DE vs. DBC - Dividend Comparison
EXV8.DE's dividend yield for the trailing twelve months is around 1.39%, less than DBC's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBC Invesco DB Commodity Index Tracking Fund | 2.55% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% |
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.39% | 1.39% | 1.69% | 1.59% | 1.78% | 1.34% | 0.53% | 1.55% | 1.66% | 2.87% | 2.80% | 2.79% |
Frequently Asked Questions
EXV8.DE and DBC have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXV8.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXV8.DE is cheaper with a 0.46% expense ratio, compared with 0.85% for DBC.
EXV8.DE is categorized as Industrials Equities, while DBC is Commodities. EXV8.DE tracks STOXX® Europe 600 Construction & Materials, while DBC tracks DBIQ Optimum Yield Diversified Commodity Index Excess Return. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.46% for EXV8.DE and 0.85% for DBC.
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