Discover 9+ commodities — including USO, SLV, 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) | 58.7% | 1.23 | 44.1% | -32.5% |
| 2 | iShares Silver Trust (SLV) | 46.4% | 0.93 | 60.1% | -52.3% |
| 3 | Invesco DB Base Metals Fund (DBB) | 32.3% | 1.55 | 18.5% | -11.0% |
| 4 | Invesco DB Commodity Index Tracking Fund (DBC) | 31.9% | 1.53 | 18.5% | -16.5% |
| 5 | ACWI (ACWI) | 22.7% | 1.54 | 13.5% | -9.7% |
| 6 | ProShares Ultra Gold (UGL) | 20.8% | 0.61 | 54.6% | -50.0% |
| 7 | SPDR Gold Shares (GLD) | 18.4% | 0.73 | 27.5% | -26.4% |
| 8 | ProShares Ultra Silver (AGQ) | 14.3% | 0.84 | 122.9% | -85.1% |
| 9 | Invesco DB Agriculture Fund (DBA) | 10.5% | 0.95 | 10.7% | -8.7% |
| 10 | United States Natural Gas Fund, LP (UNG) | -34.1% | -0.39 | 58.5% | -39.9% |