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TMET vs. DBB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMET vs. DBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Transition-Enabling Metals ETF (TMET) and Invesco DB Base Metals Fund (DBB). The values are adjusted to include any dividend payments, if applicable.

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TMET vs. DBB - Yearly Performance Comparison


2026 (YTD)202520242023
TMET
iShares Transition-Enabling Metals ETF
6.09%54.07%6.95%2.69%
DBB
Invesco DB Base Metals Fund
2.44%25.01%7.90%4.03%

Returns By Period

In the year-to-date period, TMET achieves a 6.09% return, which is significantly higher than DBB's 2.44% return.


TMET

1D
2.94%
1M
-7.54%
YTD
6.09%
6M
30.98%
1Y
44.54%
3Y*
5Y*
10Y*

DBB

1D
0.69%
1M
-2.81%
YTD
2.44%
6M
17.52%
1Y
25.79%
3Y*
10.41%
5Y*
8.01%
10Y*
8.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMET vs. DBB - Expense Ratio Comparison

TMET has a 0.48% expense ratio, which is lower than DBB's 0.80% expense ratio.


Return for Risk

TMET vs. DBB — Risk / Return Rank

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

TMET
TMET Risk / Return Rank: 7171
Overall Rank
TMET Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TMET Sortino Ratio Rank: 6969
Sortino Ratio Rank
TMET Omega Ratio Rank: 7575
Omega Ratio Rank
TMET Calmar Ratio Rank: 7575
Calmar Ratio Rank
TMET Martin Ratio Rank: 5757
Martin Ratio Rank

DBB
DBB Risk / Return Rank: 7575
Overall Rank
DBB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DBB Sortino Ratio Rank: 7676
Sortino Ratio Rank
DBB Omega Ratio Rank: 6868
Omega Ratio Rank
DBB Calmar Ratio Rank: 8383
Calmar Ratio Rank
DBB Martin Ratio Rank: 7373
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.

TMET vs. DBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Transition-Enabling Metals ETF (TMET) and Invesco DB Base Metals Fund (DBB). 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.


TMETDBBDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.38

+0.07

Sortino ratio

Return per unit of downside risk

1.76

1.88

-0.12

Omega ratio

Gain probability vs. loss probability

1.29

1.24

+0.04

Calmar ratio

Return relative to maximum drawdown

1.97

2.29

-0.32

Martin ratio

Return relative to average drawdown

5.67

7.26

-1.59

TMET vs. DBB - Sharpe Ratio Comparison

The current TMET Sharpe Ratio is 1.45, which is comparable to the DBB Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TMET and DBB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TMETDBBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.38

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.06

+1.05

Correlation

The correlation between TMET and DBB is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TMET vs. DBB - Dividend Comparison

TMET's dividend yield for the trailing twelve months is around 13.93%, more than DBB's 2.55% yield.


TTM20252024202320222021202020192018
TMET
iShares Transition-Enabling Metals ETF
13.93%14.78%29.62%1.02%0.00%0.00%0.00%0.00%0.00%
DBB
Invesco DB Base Metals Fund
2.55%2.61%4.75%7.21%0.94%0.00%0.00%1.83%1.59%

Drawdowns

TMET vs. DBB - Drawdown Comparison

The maximum TMET drawdown since its inception was -22.20%, smaller than the maximum DBB drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for TMET and DBB.


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Drawdown Indicators


TMETDBBDifference

Max Drawdown

Largest peak-to-trough decline

-22.20%

-60.20%

+38.00%

Max Drawdown (1Y)

Largest decline over 1 year

-22.20%

-11.00%

-11.20%

Max Drawdown (5Y)

Largest decline over 5 years

-35.00%

Max Drawdown (10Y)

Largest decline over 10 years

-37.98%

Current Drawdown

Current decline from peak

-16.58%

-6.37%

-10.21%

Average Drawdown

Average peak-to-trough decline

-6.11%

-31.16%

+25.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.71%

3.46%

+4.25%

Volatility

TMET vs. DBB - Volatility Comparison

iShares Transition-Enabling Metals ETF (TMET) has a higher volatility of 9.79% compared to Invesco DB Base Metals Fund (DBB) at 7.07%. This indicates that TMET's price experiences larger fluctuations and is considered to be riskier than DBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMETDBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.79%

7.07%

+2.72%

Volatility (6M)

Calculated over the trailing 6-month period

27.17%

14.98%

+12.19%

Volatility (1Y)

Calculated over the trailing 1-year period

30.94%

18.84%

+12.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.04%

20.29%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.04%

18.46%

+5.58%