TREE vs. DBB

Last updated Aug 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 -11.14%/yr vs 8.34%/yr for DBB. Their 0.19 correlation means their historical movements had little consistent relationship.

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 -36.41% return, which is significantly lower than DBB's 10.24% return. Over the past 10 years, TREE has underperformed DBB with an annualized return of -11.14%, while DBB has yielded a comparatively higher 8.34% annualized return.

TREE

• 1D: 5.73%
• 1M: -24.98%
• 6M: -28.29%
• YTD: -36.41%
• 1Y: -36.41%
• 3Y*: 15.50%
• 5Y*: -29.17%
• 10Y*: -11.14%
• ALL TIME*: 8.70%

DBB

• 1D: 0.40%
• 1M: 5.55%
• 6M: 4.72%
• YTD: 10.24%
• 1Y: 34.74%
• 3Y*: 16.09%
• 5Y*: 7.53%
• 10Y*: 8.34%
• ALL TIME*: 1.56%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DBB Invesco DB Base Metals Fund	$4.87M	$4.74M	$8.61M
TREE LendingTree, Inc.	$16.47M	$12.30M	$11.09M

TREE vs. DBB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TREE LendingTree, Inc.	-36.41%	37.01%	27.80%	42.15%	-82.60%	-55.22%	-9.77%	38.20%	-35.51%	235.92%
DBB Invesco DB Base Metals Fund	10.24%	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 0.13, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.13
Correlation (3Y) Balances recent behavior with more history.	0.21
Correlation (5Y) Shows whether the relationship held over a longer period.	0.20
Correlation (10Y) Provides a long-term view across more market conditions.	0.19
Correlation (All Time) Calculated using the full available price history since Aug 12, 2008	0.19

Return for Risk

TREE vs. DBB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TREE

TREE Risk / Return Rank: 20
TREE Sharpe Ratio Rank: 18
TREE Sortino Ratio Rank: 21
TREE Omega Ratio Rank: 21
TREE Calmar Ratio Rank: 18
TREE Martin Ratio Rank: 20

DBB

DBB Risk / Return Rank: 70
DBB Sharpe Ratio Rank: 72
DBB Sortino Ratio Rank: 66
DBB Omega Ratio Rank: 68
DBB Calmar Ratio Rank: 79
DBB Martin Ratio Rank: 63

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

	TREE	DBB	Difference
Sharpe ratio: Return per unit of total volatility	-0.54	1.86	-2.39
Sortino ratio: Return per unit of downside risk	-0.43	2.45	-2.89
Omega ratio: Gain probability vs. loss probability	0.94	1.32	-0.38
Calmar ratio: Return relative to maximum drawdown	-0.62	3.17	-3.80
Martin ratio: Return relative to average drawdown	-1.00	8.57	-9.57

TREE vs. DBB - Sharpe Ratio Comparison

The current TREE Sharpe Ratio is -0.54, which is lower than the DBB Sharpe Ratio of 1.86. 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.

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	-58.54%	-11.00%	-47.54%
Max Drawdown (3Y) Largest decline over 3 years	-58.54%	-16.59%	-41.95%
Max Drawdown (5Y) Largest decline over 5 years	-94.34%	-35.00%	-59.34%
Max Drawdown (10Y) Largest decline over 10 years	-97.59%	-37.98%	-59.61%
Current Drawdown Current decline from peak	-92.21%	-5.03%	-87.18%
Average Drawdown Average peak-to-trough decline	-44.28%	-30.68%	-13.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.44%	4.07%	+32.37%

Volatility

TREE vs. DBB - Volatility Comparison

LendingTree, Inc. (TREE) has a higher volatility of 24.72% compared to Invesco DB Base Metals Fund (DBB) at 3.28%. 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	24.72%	3.28%	+21.44%
Volatility (6M) Calculated over the trailing 6-month period	57.99%	14.13%	+43.86%
Volatility (1Y) Calculated over the trailing 1-year period	68.59%	18.80%	+49.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.84%	20.25%	+54.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.69%	18.49%	+46.20%

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 2.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DBB Invesco DB Base Metals Fund	2.37%	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 0.13, 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 (24.72%) compared to DBB (3.28%). 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 (1.86 vs -0.54), 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.