Discover 9+ commodities — including USO, SLV, DBC — 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) | 66.8% | 1.30 | 46.0% | -32.5% |
| 2 | iShares Silver Trust (SLV) | 55.9% | 1.03 | 60.3% | -52.3% |
| 3 | Invesco DB Commodity Index Tracking Fund (DBC) | 37.8% | 1.71 | 19.1% | -16.5% |
| 4 | Invesco DB Base Metals Fund (DBB) | 34.7% | 1.65 | 18.5% | -11.0% |
| 5 | ProShares Ultra Silver (AGQ) | 30.0% | 0.94 | 123.3% | -85.1% |
| 6 | ProShares Ultra Gold (UGL) | 24.9% | 0.67 | 54.7% | -50.0% |
| 7 | ACWI (ACWI) | 23.8% | 1.57 | 13.7% | -9.7% |
| 8 | SPDR Gold Shares (GLD) | 20.2% | 0.78 | 27.6% | -26.4% |
| 9 | Invesco DB Agriculture Fund (DBA) | 11.0% | 0.98 | 10.9% | -8.7% |
| 10 | United States Natural Gas Fund, LP (UNG) | -26.1% | -0.21 | 57.9% | -42.0% |