Discover 9+ commodities — including USO, DBC, DBB — 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 | United States Oil Fund, LP (USO) | 116.2% | 1.76 | 49.2% | -32.5% |
| 2 | Invesco DB Commodity Index Tracking Fund (DBC) | 46.6% | 1.91 | 20.5% | -16.5% |
| 3 | Invesco DB Base Metals Fund (DBB) | 17.3% | 0.91 | 18.9% | -11.0% |
| 4 | ACWI (ACWI) | 11.9% | 0.85 | 13.8% | -9.7% |
| 5 | Invesco DB Agriculture Fund (DBA) | 5.3% | 0.51 | 11.0% | -9.1% |
| 6 | iShares Silver Trust (SLV) | 3.5% | 0.38 | 61.7% | -57.8% |
| 7 | SPDR Gold Shares (GLD) | -1.8% | 0.08 | 28.1% | -28.3% |
| 8 | ProShares Ultra Gold (UGL) | -16.3% | -0.02 | 55.9% | -53.9% |
| 9 | United States Natural Gas Fund, LP (UNG) | -32.1% | -0.37 | 56.7% | -46.7% |
| 10 | ProShares Ultra Silver (AGQ) | -42.2% | 0.32 | 125.7% | -89.1% |