Invesco DB Commodity Index Tracking Fund (DBC) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Invesco DB Commodity Index Tracking Fund (DBC): 1Y return 56.1%, Sharpe ratio 2.22, volatility 20.3%, 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: 3.1%, Sharpe: 7.20, Volatility: 13.6%, Max Drawdown: -1.1%
- YTD
- Return: 49.1%, Sharpe: 2.36, Volatility: 22.0%, Max Drawdown: -16.5%
- 1Y
- Return: 56.1%, Sharpe: 2.22, Volatility: 20.3%, Max Drawdown: -16.5%
- 5Y
- Return: 81.0%, Sharpe: 0.70, Volatility: 19.0%, Max Drawdown: -27.3%
- 10Y
- Return: 160.2%, Sharpe: 0.61, 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.