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HTAX vs. DBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTAX vs. DBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nomura National High-Yield Municipal Bond ETF (HTAX) and Invesco DB Commodity Index Tracking Fund (DBC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HTAX achieves a 3.60% return, which is significantly lower than DBC's 35.47% return.


HTAX

1D
0.06%
1M
1.34%
YTD
3.60%
6M
3.91%
1Y
9.34%
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)

HTAX vs. DBC - Yearly Performance Comparison


Correlation

The correlation between HTAX and DBC is -0.26, 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

-0.26

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2025

-0.23

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Return for Risk

HTAX vs. DBC — Risk / Return Rank

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

HTAX
HTAX Risk / Return Rank: 6161
Overall Rank
HTAX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HTAX Sortino Ratio Rank: 6464
Sortino Ratio Rank
HTAX Omega Ratio Rank: 6767
Omega Ratio Rank
HTAX Calmar Ratio Rank: 6161
Calmar Ratio Rank
HTAX Martin Ratio Rank: 5454
Martin Ratio Rank

DBC
DBC Risk / Return Rank: 7575
Overall Rank
DBC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBC Sortino Ratio Rank: 6767
Sortino Ratio Rank
DBC Omega Ratio Rank: 7070
Omega Ratio Rank
DBC Calmar Ratio Rank: 9292
Calmar Ratio Rank
DBC Martin Ratio Rank: 7272
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.

HTAX vs. DBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nomura National High-Yield Municipal Bond ETF (HTAX) 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.


HTAXDBCDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.40

1.43

-0.04

Calmar ratioReturn relative to maximum drawdown

2.99

6.54

-3.55

Martin ratioReturn relative to average drawdown

9.11

13.91

-4.80

HTAX vs. DBC - Sharpe Ratio Comparison

The current HTAX Sharpe Ratio is 1.99, which is comparable to the DBC Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of HTAX and DBC, 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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Sharpe Ratios by Period


HTAXDBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.47

-0.48

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

0.63

0.12

+0.52

Drawdowns

HTAX vs. DBC - Drawdown Comparison

The maximum HTAX drawdown since its inception was -6.10%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for HTAX and DBC.


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Drawdown Indicators


HTAXDBCDifference

Max Drawdown

Largest peak-to-trough decline

-6.10%

-76.36%

+70.26%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-7.05%

+3.91%

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

0.00%

-21.64%

+21.64%

Average Drawdown

Average peak-to-trough decline

-1.77%

-46.22%

+44.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

3.31%

-2.28%

Volatility

HTAX vs. DBC - Volatility Comparison

The current volatility for Nomura National High-Yield Municipal Bond ETF (HTAX) is 1.41%, while Invesco DB Commodity Index Tracking Fund (DBC) has a volatility of 6.45%. This indicates that HTAX experiences smaller price fluctuations and is considered to be less risky than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HTAXDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

6.45%

-5.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

15.75%

-12.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.70%

18.68%

-13.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.47%

19.18%

-12.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.47%

17.81%

-11.34%

HTAX vs. DBC - Expense Ratio Comparison

HTAX has a 0.49% expense ratio, which is lower than DBC's 0.85% expense ratio.


Dividends

HTAX vs. DBC - Dividend Comparison

HTAX's dividend yield for the trailing twelve months is around 4.47%, more than DBC's 2.46% yield.


PositionTTM20252024202320222021202020192018
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%
HTAX
Nomura National High-Yield Municipal Bond ETF
4.47%3.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HTAX and DBC have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBC has higher volatility (6.45%) compared to HTAX (1.41%). In terms of maximum drawdown, HTAX dropped -6.10% vs DBC's -76.36%.

On 1-year performance, DBC leads with 45.90% vs 9.34% for HTAX. On fees, HTAX is cheaper at 0.49% per year. On volatility, HTAX has been the lower-risk option at 1.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DBC has performed better with a 45.90% return vs 9.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HTAX is cheaper with a 0.49% expense ratio, compared with 0.85% for DBC.

HTAX has the higher dividend yield at 4.47%, compared with 2.46% for DBC.

HTAX is categorized as High Yield Muni, while DBC is Commodities. They also come from different issuers: Nomura and Invesco. Their fees differ too: 0.49% for HTAX and 0.85% for DBC.

DBC currently has the higher Sharpe Ratio (2.47 vs 1.99), 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.

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