Discover 9+ commodities — including AGQ, SLV, UGL — 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) | 121.3% | 1.37 | 113.8% | -75.5% |
| 2 | iShares Silver Trust (SLV) | 101.7% | 1.53 | 55.0% | -41.7% |
| 3 | ProShares Ultra Gold (UGL) | 86.9% | 1.42 | 52.6% | -33.2% |
| 4 | United States Oil Fund, LP (USO) | 64.7% | 1.50 | 36.6% | -20.4% |
| 5 | SPDR Gold Shares (GLD) | 47.2% | 1.55 | 26.4% | -16.6% |
| 6 | Invesco DB Commodity Index Tracking Fund (DBC) | 34.4% | 1.71 | 17.7% | -11.0% |
| 7 | ACWI (ACWI) | 17.4% | 1.01 | 16.8% | -13.5% |
| 8 | Invesco DB Base Metals Fund (DBB) | 16.0% | 0.87 | 18.3% | -13.5% |
| 9 | Invesco DB Agriculture Fund (DBA) | 3.4% | 0.33 | 11.9% | -8.0% |
| 10 | United States Natural Gas Fund, LP (UNG) | -41.5% | -0.51 | 62.4% | -52.6% |