TREE vs. DBB

Last updated Jun 5, 2026

TREE (LendingTree, Inc.) is a stock, while DBB (Invesco DB Base Metals Fund) is Metals fund tracking the DBIQ Optimum Yield Industrial Metals Index Excess Return. Over the past 10 years, TREE returned -8.49%/yr vs 9.46%/yr for DBB. At a 0.19 correlation, their price movements are largely independent.

Performance

TREE vs. DBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LendingTree, Inc. (TREE) and Invesco DB Base Metals Fund (DBB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TREE achieves a -31.70% return, which is significantly lower than DBB's 14.30% return. Over the past 10 years, TREE has underperformed DBB with an annualized return of -8.49%, while DBB has yielded a comparatively higher 9.46% annualized return.

TREE

• 1D: 0.67%
• 1M: -10.73%
• YTD: -31.70%
• 6M: -36.60%
• 1Y: 2.75%
• 3Y*: 22.28%
• 5Y*: -28.86%
• 10Y*: -8.49%

DBB

• 1D: 0.04%
• 1M: 4.67%
• YTD: 14.30%
• 6M: 21.27%
• 1Y: 43.95%
• 3Y*: 19.22%
• 5Y*: 8.23%
• 10Y*: 9.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TREE vs. DBB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TREE LendingTree, Inc.	-31.70%	37.01%	27.80%	42.15%	-82.60%	-55.22%	-9.77%	38.20%	-35.51%	235.92%
DBB Invesco DB Base Metals Fund	14.30%	25.01%	7.90%	1.15%	-11.80%	28.97%	15.53%	-1.17%	-19.47%	30.09%

Correlation

The correlation between TREE and DBB is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (10Y) Calculated over the trailing 10-year period	0.20
Correlation (All Time) Calculated using the full available price history since Aug 13, 2008	0.19

Return for Risk

TREE vs. DBB — Risk / Return Rank

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

TREE

TREE Risk / Return Rank: 43
TREE Sharpe Ratio Rank: 42
TREE Sortino Ratio Rank: 44
TREE Omega Ratio Rank: 44
TREE Calmar Ratio Rank: 43
TREE Martin Ratio Rank: 42

DBB

DBB Risk / Return Rank: 76
DBB Sharpe Ratio Rank: 77
DBB Sortino Ratio Rank: 72
DBB Omega Ratio Rank: 72
DBB Calmar Ratio Rank: 79
DBB Martin Ratio Rank: 80

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.

TREE vs. DBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LendingTree, Inc. (TREE) 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.

	TREE	DBB	Difference
Sharpe ratio: Return per unit of total volatility	0.04	2.46	-2.41
Sortino ratio: Return per unit of downside risk	0.57	3.21	-2.64
Omega ratio: Gain probability vs. loss probability	1.07	1.42	-0.35
Calmar ratio: Return relative to maximum drawdown	0.05	4.02	-3.97
Martin ratio: Return relative to average drawdown	0.09	15.35	-15.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TREE vs. DBB - Sharpe Ratio Comparison

The current TREE Sharpe Ratio is 0.04, which is lower than the DBB Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of TREE and DBB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TREE	DBB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.04	2.46	-2.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	0.41	-0.80
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.13	0.51	-0.65
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.08	+0.07

Drawdowns

TREE vs. DBB - Drawdown Comparison

The maximum TREE drawdown since its inception was -97.59%, which is greater than DBB's maximum drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for TREE and DBB.

Drawdown Indicators

	TREE	DBB	Difference
Max Drawdown Largest peak-to-trough decline	-97.59%	-60.20%	-37.39%
Max Drawdown (1Y) Largest decline over 1 year	-56.55%	-11.00%	-45.55%
Max Drawdown (3Y) Largest decline over 3 years	-62.85%	-16.59%	-46.26%
Max Drawdown (5Y) Largest decline over 5 years	-95.38%	-35.00%	-60.38%
Max Drawdown (10Y) Largest decline over 10 years	-97.59%	-37.98%	-59.61%
Current Drawdown Current decline from peak	-91.63%	-1.54%	-90.09%
Average Drawdown Average peak-to-trough decline	-43.86%	-30.89%	-12.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.96%	2.87%	+28.09%

Volatility

TREE vs. DBB - Volatility Comparison

LendingTree, Inc. (TREE) has a higher volatility of 13.27% compared to Invesco DB Base Metals Fund (DBB) at 5.49%. This indicates that TREE'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.

Volatility by Period

	TREE	DBB	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.27%	5.49%	+7.78%
Volatility (6M) Calculated over the trailing 6-month period	55.03%	15.72%	+39.31%
Volatility (1Y) Calculated over the trailing 1-year period	67.99%	17.99%	+50.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.08%	20.24%	+53.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.36%	18.47%	+45.89%

Dividends

TREE vs. DBB - Dividend Comparison

TREE has not paid dividends to shareholders, while DBB's dividend yield for the trailing twelve months is around 2.29%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DBB Invesco DB Base Metals Fund	2.29%	2.61%	4.75%	7.21%	0.94%	0.00%	0.00%	1.83%	1.59%
TREE LendingTree, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TREE and DBB in my portfolio?

TREE and DBB have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TREE or DBB?

TREE has higher volatility (13.27%) compared to DBB (5.49%). In terms of maximum drawdown, TREE dropped -97.59% vs DBB's -60.20%.

Which has better risk-adjusted returns?

DBB currently has the higher Sharpe Ratio (2.46 vs 0.04), 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.