Last Update: 31 Aug 2020

Category: Commodities
ETF: Invesco DB Commodity Tracking (DBC)

In the last 10 years, the Invesco DB Commodity Tracking (DBC) ETF obtained a -4.55% compound annual return, with a 16.98% standard deviation.

In 2019, the portfolio granted a 1.75% dividend yield. If you are interested in getting periodic income, please refer to the Invesco DB Commodity Tracking (DBC): Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Commodity
  • Commodity: Broad Diversified

The Invesco DB Commodity Tracking (DBC) ETF is present in the following Lazy Portfolios:

Portfolio Name Author ETF Weight
Five Asset Roger Gibson 20.0%
Rob Arnott Portfolio Rob Arnott 10.0%

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the Invesco DB Commodity Tracking (DBC): Dividend Yield page.

Capital Growth:
Swipe left to see all data
Period Returns
Aug 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+4.64%
0.00%
1 - 0
3M
+14.94%
0.00%
3 - 0
6M
-0.51%
-19.91%
Mar 2020 - Apr 2020
4 - 2
YTD
-15.11%
-31.66%
Jan 2020 - Apr 2020
4 - 4
1Y
-7.24%
24.49%
-31.66%
Jan 2020 - Apr 2020
7 - 5
3Y
-2.64%
annualized
17.99%
-37.77%
Jun 2018 - Apr 2020
21 - 15
5Y
-2.34%
annualized
16.36%
-37.77%
Jun 2018 - Apr 2020
32 - 28
10Y
-4.55%
annualized
16.98%
-64.81%
May 2011 - Apr 2020
58 - 62
MAX
01 Jan 2007
-3.78%
annualized
19.46%
-74.53%
Jul 2008 - Apr 2020
79 - 85

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

Invesco DB Commodity Tracking (DBC) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
-1.93% +78.58%
Jul 2007 - Jun 2008
-48.67%
Jul 2008 - Jun 2009
58.17%
2 Years
-4.74% +26.36%
May 2009 - Apr 2011
-30.15%
Mar 2014 - Feb 2016
63.83%
3 Years
-4.45% +15.34%
Mar 2009 - Feb 2012
-23.43%
Feb 2013 - Jan 2016
64.34%
5 Years
-5.97% +6.46%
Mar 2009 - Feb 2014
-15.57%
Mar 2011 - Feb 2016
79.05%
7 Years
-6.50% +1.20%
Jan 2007 - Dec 2013
-12.40%
Aug 2008 - Jul 2015
88.89%
10 Years
-4.99% -1.66%
Mar 2009 - Feb 2019
-8.73%
Jul 2008 - Jun 2018
100.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

Invesco DB Commodity Tracking (DBC) ETF Seasonality

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average -1.0 1.6 -1.1 1.9 -0.4 1.1 -0.4 -0.5 -0.8 -0.4 -2.4 0.2
Best 7.1
2019
11.2
2008
4.7
2009
9.7
2016
16.3
2009
10.4
2008
6.1
2010
5.7
2012
9.4
2007
8.5
2007
4.5
2009
9.9
2010
Worst -8.6
2020
-6.7
2020
-17.3
2020
-3.8
2013
-11.2
2012
-4.3
2011
-12.6
2015
-6.5
2008
-14.6
2011
-25.1
2008
-12.4
2008
-9.7
2014
Gain
Frequency
43 57 43 64 36 57 57 43 46 54 31 46

Detail of Monthly Returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
-15.11% -8.6 -6.7 -17.3 -3.1 8.1 4.5 5.1 4.6
2019
+11.84% 7.1 2.8 -0.4 1.2 -6.0 4.0 -1.1 -4.6 1.4 1.9 -0.1 5.9
2018
-11.62% 3.0 -2.9 2.3 3.4 2.7 -1.9 -2.4 0.8 3.4 -5.6 -9.9 -4.0
2017
+4.86% -0.6 -0.2 -3.2 -2.7 -1.4 -1.0 4.1 0.4 2.0 4.0 0.9 2.8
2016
+18.56% -4.3 -0.2 4.2 9.7 0.9 4.4 -7.0 0.8 4.3 -0.3 1.7 4.1
2015
-27.59% -5.7 4.4 -6.1 7.2 -3.2 1.6 -12.6 -0.3 -3.4 0.3 -6.6 -5.9
2014
-28.10% -3.0 5.0 0.0 1.1 -1.4 2.1 -4.7 -1.2 -7.2 -3.9 -8.5 -9.7
2013
-7.63% 2.5 -4.7 0.7 -3.8 -1.6 -2.8 3.2 2.8 -3.4 0.0 -0.9 0.6
2012
+3.50% 3.7 5.4 -1.8 -1.4 -11.2 2.0 5.8 5.7 -0.4 -3.9 2.0 -1.1
2011
-2.58% 3.6 4.2 2.7 4.6 -5.2 -4.3 4.6 -0.4 -14.6 7.7 -0.3 -2.9
2010
+11.90% -7.8 4.1 -0.5 3.9 -10.2 -1.8 6.1 -3.0 8.6 4.4 -0.4 9.9
2009
+16.19% -4.4 -5.6 4.7 -0.1 16.3 -2.6 1.9 -4.0 -0.2 6.9 4.5 -0.2
2008
-31.77% 2.9 11.2 -0.9 6.0 6.9 10.4 -9.8 -6.5 -10.3 -25.1 -12.4 -3.2
2007
+31.59% -2.4 5.1 0.7 0.8 -0.2 0.7 1.9 -1.9 9.4 8.5 -0.6 6.7
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