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) | 107.2% | 1.70 | 48.1% | -32.5% |
| 2 | iShares Silver Trust (SLV) | 56.0% | 1.02 | 61.5% | -52.3% |
| 3 | Invesco DB Commodity Index Tracking Fund (DBC) | 51.6% | 2.09 | 20.2% | -16.5% |
| 4 | Invesco DB Base Metals Fund (DBB) | 30.5% | 1.45 | 18.9% | -11.0% |
| 5 | ProShares Ultra Silver (AGQ) | 28.6% | 0.94 | 125.6% | -85.1% |
| 6 | ProShares Ultra Gold (UGL) | 20.5% | 0.61 | 57.3% | -50.0% |
| 7 | ACWI (ACWI) | 18.3% | 1.24 | 13.8% | -9.7% |
| 8 | SPDR Gold Shares (GLD) | 18.2% | 0.71 | 28.8% | -26.4% |
| 9 | Invesco DB Agriculture Fund (DBA) | 8.3% | 0.77 | 10.7% | -8.7% |
| 10 | United States Natural Gas Fund, LP (UNG) | -21.1% | -0.11 | 57.1% | -43.0% |