Discover 9+ commodities — including USO, DBC, SLV — 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) | 104.4% | 1.66 | 48.8% | -32.5% |
| 2 | Invesco DB Commodity Index Tracking Fund (DBC) | 51.1% | 2.06 | 20.4% | -16.5% |
| 3 | iShares Silver Trust (SLV) | 22.5% | 0.64 | 61.8% | -52.3% |
| 4 | Invesco DB Base Metals Fund (DBB) | 21.3% | 1.07 | 19.1% | -11.0% |
| 5 | ACWI (ACWI) | 17.2% | 1.17 | 14.0% | -9.7% |
| 6 | Invesco DB Agriculture Fund (DBA) | 10.8% | 0.95 | 11.1% | -8.7% |
| 7 | SPDR Gold Shares (GLD) | 5.2% | 0.32 | 29.0% | -26.4% |
| 8 | ProShares Ultra Gold (UGL) | -4.1% | 0.22 | 57.6% | -50.0% |
| 9 | United States Natural Gas Fund, LP (UNG) | -13.6% | 0.05 | 57.4% | -43.0% |
| 10 | ProShares Ultra Silver (AGQ) | -14.4% | 0.63 | 126.1% | -85.1% |