Last Update: 31 Aug 2021

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

In the last 10 years, the Invesco DB Commodity Tracking (DBC) ETF obtained a -4.15% compound annual return, with a 17.13% standard deviation.

In the last 20 years, a 2.57% compound annual return, with a 19.20% standard deviation.

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.

Capital Growth:

ETF Returns, up to December 2006, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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Period Returns
Aug 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-1.64%
-1.64%
Aug 2021 - Aug 2021
0 - 1
3M
+3.12%
-1.64%
Aug 2021 - Aug 2021
2 - 1
6M
+14.64%
-1.64%
Aug 2021 - Aug 2021
4 - 2
YTD
+30.48%
-1.64%
Aug 2021 - Aug 2021
6 - 2
1Y
+41.65%
15.88%
-6.58%
Sep 2020 - Oct 2020
8 - 4
3Y
+4.34%
annualized
20.37%
-37.56%
Oct 2018 - Apr 2020
20 - 16
5Y
+6.53%
annualized
16.65%
-37.77%
Jun 2018 - Apr 2020
34 - 26
10Y
-4.15%
annualized
17.13%
-62.79%
Sep 2011 - Apr 2020
58 - 62
MAX
01 Mar 1970
+8.16%
annualized
18.57%
-74.53%
Jul 2008 - Apr 2020
343 - 275

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns ( more details)

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
+10.50% +106.86%
Aug 1972 - Jul 1973
-48.67%
Jul 2008 - Jun 2009
34.76%
2 Years
+9.10% +71.22%
Nov 1972 - Oct 1974
-30.15%
Mar 2014 - Feb 2016
33.45%
3 Years
+8.48% +58.15%
Nov 1971 - Oct 1974
-23.43%
Feb 2013 - Jan 2016
28.47%
5 Years
+7.55% +31.37%
Sep 1970 - Aug 1975
-15.57%
Mar 2011 - Feb 2016
20.39%
7 Years
+7.29% +22.07%
Mar 1972 - Feb 1979
-12.40%
Aug 2008 - Jul 2015
18.32%
10 Years
+7.56% +21.88%
Nov 1970 - Oct 1980
-8.73%
Jul 2008 - Jun 2018
16.43%
15 Years
+7.95% +14.63%
Nov 1976 - Oct 1991
-4.32%
Apr 2005 - Mar 2020
8.43%
20 Years
+8.20% +17.34%
Oct 1970 - Sep 1990
+0.06%
Nov 2000 - Oct 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Invesco DB Commodity Tracking (DBC) ETF: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

In the table below, for the Invesco DB Commodity Tracking (DBC) ETF, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.42
59%
0.66
47%
1.13
60%
1.85
67%
0.64
48%
0.35
48%
1.04
62%
1.83
63%
1.19
59%
-0.25
51%
-0.03
53%
0.70
49%
Best
Year
11.2
1974
11.2
2008
16.9
1999
9.7
2016
18.2
1973
12.4
1974
25.8
1973
16.6
1990
22.9
1990
9.0
1974
10.2
2020
10.5
1973
Worst
Year
-15.6
1975
-10.4
1975
-17.3
2020
-6.2
2004
-11.2
2012
-9.3
1978
-12.6
2015
-6.7
1994
-14.6
2011
-25.1
2008
-12.4
2008
-9.7
2014

For further information about the seasonality, check the Asset Class Seasonality page.

Investing in Invesco DB Commodity Tracking (DBC) ETF: detail of monthly returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+30.48% 3.3 10.1 -0.7 7.8 3.9 3.5 1.3 -1.6
2020
-7.84% -8.6 -6.7 -17.3 -3.1 8.1 4.5 5.1 4.6 -3.6 -3.1 10.2 5.5
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
2006
-3.04% 1.6 -6.6 -0.5 6.6 0.7 -2.0 4.3 -2.3 -6.6 4.2 6.4 -7.6
2005
+20.50% 0.8 6.6 3.5 -4.2 -0.5 1.8 2.2 9.6 3.9 -7.8 -0.1 4.1
2004
+16.36% 2.7 8.8 4.5 -6.2 3.3 -4.3 2.8 0.5 6.8 2.8 -1.4 -3.8
2003
+29.82% 7.9 7.2 -10.0 -0.9 10.2 -3.3 -4.2 5.9 3.4 4.8 0.2 7.2
2002
+42.63% -3.1 4.4 13.5 1.1 -4.4 3.4 3.2 7.4 6.4 -2.8 0.2 8.3
2001
-31.94% -5.3 -1.4 -3.9 5.4 -2.9 -7.2 0.2 1.0 -11.0 -5.0 -5.4 -1.3
2000
+49.77% 7.2 6.3 -1.2 -0.9 11.2 7.1 -7.7 15.4 -1.4 0.2 9.2 -2.1
1999
+40.90% 0.4 -4.6 16.9 4.1 -5.5 6.4 3.6 7.0 5.3 -5.2 4.1 4.2
1998
-35.75% -1.6 -6.6 -0.5 -2.7 -4.7 -3.6 -7.9 -5.9 10.2 -4.7 -12.2 -1.7
1997
-14.06% -1.5 -6.9 1.7 2.3 0.7 -5.4 4.1 2.5 2.5 2.8 -9.9 -6.8
1996
+33.91% -0.2 4.0 6.5 5.8 -0.8 3.9 -4.7 3.2 3.6 -0.3 8.3 1.0
1995
+20.35% -2.5 0.8 1.4 3.1 -0.8 -1.8 2.6 2.1 0.4 1.0 2.7 10.2
1994
+5.31% 8.1 -2.2 -1.2 2.6 1.5 2.5 1.7 -6.7 -0.9 0.5 -3.3 3.4
1993
-12.33% 1.2 1.2 2.1 -1.1 -2.8 -3.1 -0.9 0.8 0.3 -3.6 -5.0 -1.9
1992
+4.44% 2.8 -1.1 1.1 3.0 2.7 -0.6 -1.4 0.1 1.2 -2.2 -1.3 0.2
1991
-6.14% -9.4 1.4 3.8 2.3 -0.1 -2.4 5.1 1.5 0.8 2.9 -4.0 -7.1
1990
+29.07% -0.4 -0.3 0.7 -1.1 -0.7 -1.6 8.3 16.6 22.9 -6.1 -6.6 -2.0
1989
+38.29% 0.4 4.3 6.8 3.2 -1.3 3.5 -2.8 3.5 6.0 -0.7 1.6 9.1
1988
+27.93% 2.7 -1.1 5.0 3.1 3.5 -2.8 0.6 -0.7 -2.7 4.8 5.8 7.3
1987
+23.77% 5.7 -6.0 8.1 5.0 4.6 3.6 4.5 -2.0 0.7 1.1 0.0 -2.8
1986
+2.06% -9.1 -3.5 -0.2 5.6 -3.8 3.8 1.0 8.6 -2.5 1.1 3.0 -0.7
1985
+10.02% 1.3 -1.3 4.3 -3.2 0.0 -2.9 -2.3 1.5 5.7 7.2 1.7 -1.8
1984
+1.06% 1.1 0.5 4.9 -1.1 2.9 -2.3 -6.7 4.3 -0.8 0.5 0.4 -2.0
1983
+16.26% 0.7 -1.1 6.7 1.0 0.5 1.3 3.5 1.8 -2.7 -1.2 0.1 5.0
1982
+11.55% 8.0 -2.3 3.7 3.6 0.2 -3.0 2.2 -0.2 -2.9 -0.6 4.0 -1.1
1981
-23.01% -6.4 -2.9 -0.2 -1.4 0.5 -6.4 4.6 -3.3 -0.1 0.3 -4.5 -5.6
1980
+11.10% 6.0 -0.9 -14.0 3.7 6.1 5.6 4.8 1.6 5.6 3.1 -1.4 -7.4
1979
+33.80% 7.2 5.9 -1.8 6.0 -4.7 1.3 -4.2 11.5 4.3 -3.2 6.9 1.6
1978
+31.60% 3.2 1.6 10.3 2.2 7.6 -9.3 2.7 2.7 5.6 1.0 2.6 -1.2
1977
+10.38% -0.3 -0.3 3.6 5.2 -3.4 -2.4 -8.5 1.0 3.7 2.9 4.3 5.1
1976
-11.90% -4.8 5.7 0.2 3.9 1.8 -1.7 -8.9 -2.8 -9.9 -1.2 1.4 5.0
1975
-17.22% -15.6 -10.4 8.5 -4.6 -1.5 1.7 7.8 9.6 1.1 -8.0 -1.2 -2.6
1974
+39.54% 11.2 -0.5 -11.5 1.1 -6.8 12.4 23.8 -4.9 12.1 9.0 2.0 -8.3
1973
+75.01% 3.4 4.3 -2.4 6.0 18.2 -1.7 25.8 2.5 -5.0 -5.3 5.2 10.5
1972
+42.45% 3.9 -0.3 1.3 2.9 2.3 2.7 -0.9 6.0 7.6 -1.0 3.9 8.0
1971
+21.07% 5.1 -1.0 1.0 0.6 3.7 -1.0 0.7 -0.5 0.0 4.6 2.6 3.6

ETF Returns, up to December 2006, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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