LTTI vs. DBC
LTTI (FT Vest 20+ Year Treasury & Target Income ETF) and DBC (Invesco DB Commodity Index Tracking Fund) are both exchange-traded funds - LTTI is a Derivative Income fund actively managed by FT Vest, while DBC is a Commodities fund tracking the DBIQ Optimum Yield Diversified Commodity Index Excess Return. LTTI is actively managed, while DBC is passively managed. Over the past year, LTTI returned -2.61% vs 37.81% for DBC. Their -0.34 correlation means they have often moved in opposite directions in the past. LTTI charges 0.65%/yr vs 0.85%/yr for DBC.
Performance
LTTI vs. DBC - Performance Comparison
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Returns By Period
In the year-to-date period, LTTI achieves a -4.10% return, which is significantly lower than DBC's 31.71% return.
LTTI
- 1D
- -0.74%
- 1M
- -3.51%
- 6M
- -4.04%
- YTD
- -4.10%
- 1Y
- -2.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -1.21%
DBC
- 1D
- 0.44%
- 1M
- 10.84%
- 6M
- 20.55%
- YTD
- 31.71%
- 1Y
- 37.81%
- 3Y*
- 11.07%
- 5Y*
- 11.66%
- 10Y*
- 9.54%
- ALL TIME*
- 2.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $27.92M | $29.19M | $34.33M | |
| $120.18K | $116.89K | $129.92K |
LTTI vs. DBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LTTI FT Vest 20+ Year Treasury & Target Income ETF | -4.10% | 2.43% |
DBC Invesco DB Commodity Index Tracking Fund | 31.71% | 3.55% |
Correlation
The correlation between LTTI and DBC is -0.39, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.39 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025 | -0.34 |
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Return for Risk
LTTI vs. DBC — Risk / Return Rank
LTTI
DBC
LTTI vs. DBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest 20+ Year Treasury & Target Income ETF (LTTI) 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.
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.
| LTTI | DBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.31 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 2.16 | -2.34 |
| Martin ratioReturn relative to average drawdown | -0.39 | 7.20 | -7.59 |
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Drawdowns
LTTI vs. DBC - Drawdown Comparison
The maximum LTTI drawdown since its inception was -9.02%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for LTTI and DBC.
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Drawdown Indicators
| LTTI | DBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.02% | -76.36% | +67.34% |
Max Drawdown (1Y)Largest decline over 1 year | -7.63% | -16.54% | +8.91% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.54% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.34% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.71% | — |
Current DrawdownCurrent decline from peak | -7.63% | -23.81% | +16.18% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -46.07% | +42.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 5.00% | -1.56% |
Volatility
LTTI vs. DBC - Volatility Comparison
The current volatility for FT Vest 20+ Year Treasury & Target Income ETF (LTTI) is 2.24%, while Invesco DB Commodity Index Tracking Fund (DBC) has a volatility of 7.01%. This indicates that LTTI 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
| LTTI | DBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 7.01% | -4.77% |
Volatility (6M)Calculated over the trailing 6-month period | 6.27% | 17.35% | -11.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.45% | 19.58% | -11.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.05% | 19.31% | -9.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.05% | 17.87% | -7.82% |
LTTI vs. DBC - Expense Ratio Comparison
LTTI has a 0.65% expense ratio, which is lower than DBC's 0.85% expense ratio.
Dividends
LTTI vs. DBC - Dividend Comparison
LTTI's dividend yield for the trailing twelve months is around 9.55%, more than DBC's 2.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBC Invesco DB Commodity Index Tracking Fund | 2.53% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% |
LTTI FT Vest 20+ Year Treasury & Target Income ETF | 8.74% | 7.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LTTI and DBC have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBC has higher volatility (7.01%) compared to LTTI (2.24%). In terms of maximum drawdown, LTTI dropped -9.02% vs DBC's -76.36%.
On 1-year performance, DBC leads with 37.81% vs -2.61% for LTTI. On fees, LTTI is cheaper at 0.65% per year. On volatility, LTTI has been the lower-risk option at 2.24%. 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 37.81% return vs -2.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LTTI is cheaper with a 0.65% expense ratio, compared with 0.85% for DBC.
LTTI has the higher dividend yield at 8.74%, compared with 2.53% for DBC.
LTTI is categorized as Derivative Income, while DBC is Commodities. They also come from different issuers: FT Vest and Invesco. Their fees differ too: 0.65% for LTTI and 0.85% for DBC.
DBC currently has the higher Sharpe Ratio (1.83 vs -0.16), 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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