Invesco DB Commodity Index Tracking Fund (DBC) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco DB Commodity Index Tracking Fund (DBC): 1Y return 44.7%, Sharpe ratio 1.90, volatility 19.9%, max drawdown -16.5%. 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: 4.8%, Sharpe: 2.94, Volatility: 21.9%, Max Drawdown: -3.9%
- YTD
- Return: 38.0%, Sharpe: 2.20, Volatility: 22.8%, Max Drawdown: -16.5%
- 1Y
- Return: 44.7%, Sharpe: 1.90, Volatility: 19.9%, Max Drawdown: -16.5%
- 5Y
- Return: 84.7%, Sharpe: 0.72, Volatility: 18.9%, Max Drawdown: -27.3%
- 10Y
- Return: 145.5%, Sharpe: 0.58, Volatility: 17.6%, 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.