SIOO vs. DBC
SIOO (VistaShares Target 15 S&P 100 Distribution ETF) and DBC (Invesco DB Commodity Index Tracking Fund) are both exchange-traded funds - SIOO is a Derivative Income fund tracking the S&P 100, while DBC is a Commodities fund tracking the DBIQ Optimum Yield Diversified Commodity Index Excess Return. Both are passively managed. Their -0.25 correlation means they have often moved in opposite directions in the past. SIOO charges 0.59%/yr vs 0.85%/yr for DBC.
Performance
SIOO vs. DBC - Performance Comparison
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Returns By Period
In the year-to-date period, SIOO achieves a 9.02% return, which is significantly lower than DBC's 27.37% return.
SIOO
- 1D
- 0.09%
- 1M
- 1.99%
- 6M
- 9.20%
- YTD
- 9.02%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DBC
- 1D
- 0.60%
- 1M
- 5.48%
- 6M
- 17.73%
- YTD
- 27.37%
- 1Y
- 34.92%
- 3Y*
- 9.99%
- 5Y*
- 11.48%
- 10Y*
- 8.90%
- ALL TIME*
- 1.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $29.84M | $30.72M | $31.47M | |
| $204.59K | $184.19K | $239.82K |
SIOO vs. DBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SIOO VistaShares Target 15 S&P 100 Distribution ETF | 9.02% | 1.16% |
DBC Invesco DB Commodity Index Tracking Fund | 27.37% | -0.07% |
Correlation
The correlation between SIOO and DBC is -0.25, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | -0.25 |
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Return for Risk
SIOO vs. DBC — Risk / Return Rank
SIOO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DBC
SIOO vs. DBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15 S&P 100 Distribution ETF (SIOO) 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.
| SIOO | DBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.12 | — |
| Martin ratioReturn relative to average drawdown | — | 6.91 | — |
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Drawdowns
SIOO vs. DBC - Drawdown Comparison
The maximum SIOO drawdown since its inception was -6.86%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for SIOO and DBC.
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Drawdown Indicators
| SIOO | DBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.86% | -76.36% | +69.50% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.54% | — |
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 | 0.00% | -26.32% | +26.32% |
Average DrawdownAverage peak-to-trough decline | -1.00% | -46.06% | +45.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.07% | — |
Volatility
SIOO vs. DBC - Volatility Comparison
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Volatility by Period
| SIOO | DBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.61% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.61% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.57% | 19.70% | -9.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.57% | 19.33% | -8.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.57% | 17.89% | -7.32% |
SIOO vs. DBC - Expense Ratio Comparison
SIOO has a 0.59% expense ratio, which is lower than DBC's 0.85% expense ratio.
Dividends
SIOO vs. DBC - Dividend Comparison
SIOO's dividend yield for the trailing twelve months is around 9.91%, more than DBC's 2.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBC Invesco DB Commodity Index Tracking Fund | 2.61% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% |
SIOO VistaShares Target 15 S&P 100 Distribution ETF | 9.91% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SIOO and DBC have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SIOO is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SIOO is cheaper with a 0.59% expense ratio, compared with 0.85% for DBC.
SIOO has the higher dividend yield at 9.91%, compared with 2.61% for DBC.
SIOO is categorized as Derivative Income, while DBC is Commodities. SIOO tracks S&P 100, while DBC tracks DBIQ Optimum Yield Diversified Commodity Index Excess Return. They also come from different issuers: VistaShares and Invesco. Their fees differ too: 0.59% for SIOO and 0.85% for DBC.
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