Discover 9+ commodities — including SLV, AGQ, USO — ranked by Sharpe ratio and risk-adjusted performance. Compare commodities by returns, volatility, and drawdown, then build a well-diversified portfolio and invest through your own broker with pfolio.
| # | Asset | 1Y Return | Sharpe | Volatility | Max Drawdown |
|---|---|---|---|---|---|
| 1 | iShares Silver Trust (SLV) | 82.2% | 1.30 | 59.0% | -45.4% |
| 2 | ProShares Ultra Silver (AGQ) | 79.5% | 1.19 | 120.9% | -79.9% |
| 3 | United States Oil Fund, LP (USO) | 38.8% | 0.94 | 43.5% | -25.3% |
| 4 | Invesco DB Base Metals Fund (DBB) | 37.6% | 1.80 | 18.0% | -11.0% |
| 5 | ProShares Ultra Gold (UGL) | 35.9% | 0.83 | 53.7% | -46.6% |
| 6 | ACWI (ACWI) | 27.3% | 1.83 | 13.2% | -9.7% |
| 7 | SPDR Gold Shares (GLD) | 25.2% | 0.94 | 27.0% | -24.5% |
| 8 | Invesco DB Commodity Index Tracking Fund (DBC) | 23.8% | 1.21 | 18.4% | -12.6% |
| 9 | Invesco DB Agriculture Fund (DBA) | 3.8% | 0.40 | 10.5% | -8.7% |
| 10 | United States Natural Gas Fund, LP (UNG) | -36.0% | -0.42 | 59.3% | -43.9% |