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RTM vs. DBC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RTM and DBC is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

RTM vs. DBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Materials ETF (RTM) and Invesco DB Commodity Index Tracking Fund (DBC). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-16.41%
1.43%
RTM
DBC

Key characteristics

Sharpe Ratio

RTM:

0.04

DBC:

-0.14

Sortino Ratio

RTM:

0.16

DBC:

-0.10

Omega Ratio

RTM:

1.02

DBC:

0.99

Calmar Ratio

RTM:

0.01

DBC:

-0.04

Martin Ratio

RTM:

0.16

DBC:

-0.40

Ulcer Index

RTM:

3.59%

DBC:

4.97%

Daily Std Dev

RTM:

15.20%

DBC:

13.99%

Max Drawdown

RTM:

-84.51%

DBC:

-76.36%

Current Drawdown

RTM:

-55.56%

DBC:

-48.01%

Returns By Period

In the year-to-date period, RTM achieves a -0.36% return, which is significantly higher than DBC's -0.73% return. Over the past 10 years, RTM has outperformed DBC with an annualized return of 8.21%, while DBC has yielded a comparatively lower 2.15% annualized return.


RTM

YTD

-0.36%

1M

-7.30%

6M

-4.44%

1Y

-0.54%

5Y*

9.62%

10Y*

8.21%

DBC

YTD

-0.73%

1M

-1.97%

6M

-6.26%

1Y

-2.71%

5Y*

7.84%

10Y*

2.15%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RTM vs. DBC - Expense Ratio Comparison

RTM has a 0.40% expense ratio, which is lower than DBC's 0.85% expense ratio.


DBC
Invesco DB Commodity Index Tracking Fund
Expense ratio chart for DBC: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for RTM: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

RTM vs. DBC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Materials ETF (RTM) 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.


Sharpe ratio
The chart of Sharpe ratio for RTM, currently valued at 0.04, compared to the broader market0.002.004.000.04-0.14
The chart of Sortino ratio for RTM, currently valued at 0.16, compared to the broader market-2.000.002.004.006.008.0010.000.16-0.10
The chart of Omega ratio for RTM, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.020.99
The chart of Calmar ratio for RTM, currently valued at 0.01, compared to the broader market0.005.0010.0015.000.01-0.04
The chart of Martin ratio for RTM, currently valued at 0.16, compared to the broader market0.0020.0040.0060.0080.00100.000.16-0.40
RTM
DBC

The current RTM Sharpe Ratio is 0.04, which is higher than the DBC Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of RTM and DBC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.04
-0.14
RTM
DBC

Dividends

RTM vs. DBC - Dividend Comparison

RTM's dividend yield for the trailing twelve months is around 1.50%, while DBC has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RTM
Invesco S&P 500® Equal Weight Materials ETF
1.50%2.05%2.19%1.43%1.57%1.81%0.37%0.00%0.00%0.00%1.45%1.36%
DBC
Invesco DB Commodity Index Tracking Fund
0.00%4.94%0.59%0.00%0.00%1.59%1.30%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RTM vs. DBC - Drawdown Comparison

The maximum RTM drawdown since its inception was -84.51%, which is greater than DBC's maximum drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for RTM and DBC. For additional features, visit the drawdowns tool.


-56.00%-54.00%-52.00%-50.00%-48.00%-46.00%-44.00%JulyAugustSeptemberOctoberNovemberDecember
-55.56%
-48.01%
RTM
DBC

Volatility

RTM vs. DBC - Volatility Comparison

Invesco S&P 500® Equal Weight Materials ETF (RTM) has a higher volatility of 4.59% compared to Invesco DB Commodity Index Tracking Fund (DBC) at 3.20%. This indicates that RTM's price experiences larger fluctuations and is considered to be riskier than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.59%
3.20%
RTM
DBC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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