Discover 9+ commodities — including AGQ, USO, 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 | ProShares Ultra Silver (AGQ) | 179.0% | 1.56 | 115.6% | -76.2% |
| 2 | United States Oil Fund, LP (USO) | 131.2% | 2.15 | 41.8% | -20.4% |
| 3 | iShares Silver Trust (SLV) | 123.6% | 1.68 | 56.3% | -42.5% |
| 4 | ProShares Ultra Gold (UGL) | 60.9% | 1.14 | 52.9% | -37.6% |
| 5 | Invesco DB Commodity Index Tracking Fund (DBC) | 56.3% | 2.52 | 17.7% | -7.1% |
| 6 | Invesco DB Base Metals Fund (DBB) | 41.6% | 2.02 | 17.4% | -11.0% |
| 7 | SPDR Gold Shares (GLD) | 36.3% | 1.26 | 26.6% | -19.2% |
| 8 | ACWI (ACWI) | 30.0% | 2.09 | 12.5% | -9.7% |
| 9 | Invesco DB Agriculture Fund (DBA) | 10.0% | 0.96 | 10.1% | -8.0% |
| 10 | United States Natural Gas Fund, LP (UNG) | -40.8% | -0.53 | 60.6% | -46.5% |