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PLTM vs. DBP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLTM vs. DBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Platinum Trust (PLTM) and Invesco DB Precious Metals Fund (DBP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLTM achieves a -19.56% return, which is significantly lower than DBP's -9.61% return.


PLTM

1D
-0.13%
1M
2.06%
6M
-22.81%
YTD
-19.56%
1Y
24.86%
3Y*
20.37%
5Y*
8.97%
10Y*
ALL TIME*
5.60%

DBP

1D
-1.56%
1M
-2.23%
6M
-19.86%
YTD
-9.61%
1Y
24.83%
3Y*
27.17%
5Y*
15.89%
10Y*
9.64%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.17M$2.70M$1.86M
$1.27M$1.47M$3.03M

PLTM vs. DBP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PLTM
GraniteShares Platinum Trust
-19.56%124.46%-8.91%-8.10%10.83%-10.52%10.87%20.76%-20.92%
DBP
Invesco DB Precious Metals Fund
-9.61%73.43%26.71%8.68%-1.51%-7.10%26.79%15.89%-5.51%

Correlation

The correlation between PLTM and DBP is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.78

Correlation (3Y)
Balances recent behavior with more history.

0.65

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.62

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2018

0.58

Over the past year, PLTM and DBP have become more correlated (0.78) than their long-term average of 0.58, meaning their price movements have been converging.

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Return for Risk

PLTM vs. DBP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PLTM
PLTM Risk / Return Rank: 2424
Overall Rank
PLTM Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PLTM Sortino Ratio Rank: 2626
Sortino Ratio Rank
PLTM Omega Ratio Rank: 2929
Omega Ratio Rank
PLTM Calmar Ratio Rank: 2222
Calmar Ratio Rank
PLTM Martin Ratio Rank: 1919
Martin Ratio Rank

DBP
DBP Risk / Return Rank: 2929
Overall Rank
DBP Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
DBP Sortino Ratio Rank: 3030
Sortino Ratio Rank
DBP Omega Ratio Rank: 3636
Omega Ratio Rank
DBP Calmar Ratio Rank: 2626
Calmar Ratio Rank
DBP Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PLTM vs. DBP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Platinum Trust (PLTM) and Invesco DB Precious Metals Fund (DBP). 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.


PLTMDBPDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.14

1.17

-0.03

Calmar ratioReturn relative to maximum drawdown

0.62

0.82

-0.19

Martin ratioReturn relative to average drawdown

1.20

1.69

-0.48

PLTM vs. DBP - Sharpe Ratio Comparison

The current PLTM Sharpe Ratio is 0.54, which is lower than the DBP Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of PLTM and DBP, 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

PLTM vs. DBP - Drawdown Comparison

The maximum PLTM drawdown since its inception was -44.07%, smaller than the maximum DBP drawdown of -53.89%. Use the drawdown chart below to compare losses from any high point for PLTM and DBP.


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Drawdown Indicators


PLTMDBPDifference

Max Drawdown

Largest peak-to-trough decline

-44.07%

-53.89%

+9.82%

Max Drawdown (1Y)

Largest decline over 1 year

-44.07%

-33.30%

-10.77%

Max Drawdown (3Y)

Largest decline over 3 years

-44.07%

-33.30%

-10.77%

Max Drawdown (5Y)

Largest decline over 5 years

-44.07%

-33.30%

-10.77%

Max Drawdown (10Y)

Largest decline over 10 years

-33.30%

Current Drawdown

Current decline from peak

-40.58%

-31.89%

-8.69%

Average Drawdown

Average peak-to-trough decline

-18.95%

-25.45%

+6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.75%

16.07%

+6.68%

Volatility

PLTM vs. DBP - Volatility Comparison

GraniteShares Platinum Trust (PLTM) has a higher volatility of 9.19% compared to Invesco DB Precious Metals Fund (DBP) at 7.19%. This indicates that PLTM's price experiences larger fluctuations and is considered to be riskier than DBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLTMDBPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.19%

7.19%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

38.75%

29.20%

+9.55%

Volatility (1Y)

Calculated over the trailing 1-year period

50.54%

34.26%

+16.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.15%

21.45%

+11.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.14%

18.94%

+12.20%

PLTM vs. DBP - Expense Ratio Comparison

PLTM has a 0.50% expense ratio, which is lower than DBP's 0.73% expense ratio.


Dividends

PLTM vs. DBP - Dividend Comparison

PLTM has not paid dividends to shareholders, while DBP's dividend yield for the trailing twelve months is around 2.69%.


PositionTTM202520242023202220212020201920182017
DBP
Invesco DB Precious Metals Fund
2.69%2.44%4.21%4.47%0.45%0.00%0.00%1.26%1.24%0.12%
PLTM
GraniteShares Platinum Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PLTM and DBP have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLTM has higher volatility (9.19%) compared to DBP (7.19%). In terms of maximum drawdown, PLTM dropped -44.07% vs DBP's -53.89%.

On 5-year performance, DBP leads with 15.89% vs 8.97% for PLTM. On fees, PLTM is cheaper at 0.50% per year. On volatility, DBP has been the lower-risk option at 7.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBP has performed better with a 15.89% return vs 8.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PLTM is cheaper with a 0.50% expense ratio, compared with 0.73% for DBP.

DBP has the higher dividend yield at 2.69%, compared with 0.00% for PLTM.

PLTM tracks Platinum London PM Fix ($/ozt), while DBP tracks DBIQ Optimum Yield Precious Metals Index Excess Return. They also come from different issuers: GraniteShares and Invesco. Their fees differ too: 0.50% for PLTM and 0.73% for DBP.

DBP currently has the higher Sharpe Ratio (0.79 vs 0.54), 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

Find the right allocation for PLTM and DBP

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