Invesco DB Commodity Index Tracking Fund (DBC) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco DB Commodity Index Tracking Fund (DBC): 1Y return 44.8%, Sharpe ratio 2.04, volatility 18.4%, max drawdown -7.1%. A ETF in the Commodity asset class. Compare DBC with other assets and invest through your own broker with pfolio.
Invesco DB Commodity Index Tracking Fund (DBC) Overview
- Type: ETF
- Asset Class: Commodity
- Region: Americas
- Country: US (Developed)
- Currency: USD
DBC Performance
- MTD
- Return: -5.2%, Sharpe: -2.79, Volatility: 22.1%, Max Drawdown: -7.0%
- YTD
- Return: 31.8%, Sharpe: 2.91, Volatility: 23.3%, Max Drawdown: -7.0%
- 1Y
- Return: 44.8%, Sharpe: 2.04, Volatility: 18.4%, Max Drawdown: -7.1%
- 5Y
- Return: 82.1%, Sharpe: 0.71, Volatility: 18.8%, Max Drawdown: -27.3%
- 10Y
- Return: 135.6%, Sharpe: 0.56, Volatility: 17.5%, Max Drawdown: -41.7%
Frequently Asked Questions
- What is Invesco DB Commodity Index Tracking Fund (DBC)?
- Invesco DB Commodity Index Tracking Fund (DBC) is a ETF in the Commodity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does DBC compare to other assets?
- You can compare DBC with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in DBC through pfolio?
- pfolio helps you build diversified portfolios that may include DBC. You invest through your own broker — pfolio provides the analytics.