PortfoliosLab logoPortfoliosLab logo
STNC vs. DBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STNC vs. DBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stance Equity ESG Large Cap Core ETF (STNC) and Invesco DB Commodity Index Tracking Fund (DBC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, STNC achieves a 11.83% return, which is significantly lower than DBC's 26.70% return.


STNC

1D
-0.61%
1M
-1.16%
6M
9.10%
YTD
11.83%
1Y
20.18%
3Y*
11.69%
5Y*
7.43%
10Y*

DBC

1D
2.94%
1M
-0.77%
6M
22.16%
YTD
26.70%
1Y
30.09%
3Y*
11.04%
5Y*
11.23%
10Y*
8.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STNC vs. DBC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
STNC
Stance Equity ESG Large Cap Core ETF
11.83%10.33%8.92%11.49%-13.10%17.04%
DBC
Invesco DB Commodity Index Tracking Fund
26.70%8.10%2.18%-6.19%19.34%19.70%

Correlation

The correlation between STNC and DBC is -0.14, 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

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2021

0.11

The correlation between STNC and DBC shifts across timeframes, from -0.14 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

STNC vs. DBC — Risk / Return Rank

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

STNC
STNC Risk / Return Rank: 5454
Overall Rank
STNC Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
STNC Sortino Ratio Rank: 5353
Sortino Ratio Rank
STNC Omega Ratio Rank: 4646
Omega Ratio Rank
STNC Calmar Ratio Rank: 6363
Calmar Ratio Rank
STNC Martin Ratio Rank: 5959
Martin Ratio Rank

DBC
DBC Risk / Return Rank: 5454
Overall Rank
DBC Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DBC Sortino Ratio Rank: 5858
Sortino Ratio Rank
DBC Omega Ratio Rank: 5656
Omega Ratio Rank
DBC Calmar Ratio Rank: 4646
Calmar Ratio Rank
DBC Martin Ratio Rank: 4848
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.

STNC vs. DBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stance Equity ESG Large Cap Core ETF (STNC) 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.


STNCDBCDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.24

1.28

-0.04

Calmar ratioReturn relative to maximum drawdown

2.51

1.83

+0.68

Martin ratioReturn relative to average drawdown

8.30

6.41

+1.88

STNC vs. DBC - Sharpe Ratio Comparison

The current STNC Sharpe Ratio is 1.39, which is comparable to the DBC Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of STNC 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.


Loading charts...

Drawdowns

STNC vs. DBC - Drawdown Comparison

The maximum STNC drawdown since its inception was -22.33%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for STNC and DBC.


Loading charts...

Drawdown Indicators


STNCDBCDifference

Max Drawdown

Largest peak-to-trough decline

-22.33%

-76.36%

+54.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-16.54%

+8.45%

Max Drawdown (3Y)

Largest decline over 3 years

-17.90%

-16.54%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

-27.34%

+5.01%

Max Drawdown (10Y)

Largest decline over 10 years

-41.71%

Current Drawdown

Current decline from peak

-3.77%

-26.71%

+22.94%

Average Drawdown

Average peak-to-trough decline

-5.83%

-46.13%

+40.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

4.71%

-2.27%

Volatility

STNC vs. DBC - Volatility Comparison

Stance Equity ESG Large Cap Core ETF (STNC) and Invesco DB Commodity Index Tracking Fund (DBC) have volatilities of 6.05% and 6.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


STNCDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

6.07%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.94%

16.67%

-4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

14.61%

18.84%

-4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.74%

19.28%

-3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

17.80%

-2.30%

STNC vs. DBC - Expense Ratio Comparison

Both STNC and DBC have an expense ratio of 0.85%.


Dividends

STNC vs. DBC - Dividend Comparison

STNC's dividend yield for the trailing twelve months is around 0.91%, less than DBC's 2.63% yield.


PositionTTM20252024202320222021202020192018
DBC
Invesco DB Commodity Index Tracking Fund
2.63%3.33%5.22%4.94%0.59%0.00%0.00%1.59%1.30%
STNC
Stance Equity ESG Large Cap Core ETF
0.91%1.02%0.96%0.08%0.58%0.41%0.00%0.00%0.00%

Frequently Asked Questions


STNC and DBC have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBC has higher volatility (6.07%) compared to STNC (6.05%). In terms of maximum drawdown, STNC dropped -22.33% vs DBC's -76.36%.

On 5-year performance, DBC leads with 11.23% vs 7.43% for STNC. Both ETFs have the same 0.85% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBC has performed better with a 11.23% return vs 7.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

STNC and DBC have the same expense ratio: 0.85% per year.

DBC has the higher dividend yield at 2.63%, compared with 0.91% for STNC.

STNC is categorized as Large Cap Growth Equities, while DBC is Commodities. They also come from different issuers: Red Gate Advisers LLC and Invesco.

DBC currently has the higher Sharpe Ratio (1.61 vs 1.39), 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 STNC and DBC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer