Last Update: 30 Nov 2019

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

In the last 10 years, the Invesco DB Commodity Tracking (DBC) ETF obtained a -4.53% compound annual return, with a 15.92% 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 rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

Capital Growth:
Swipe left to see all data
Period Returns
Nov 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-0.13%
-0.13%
Nov 2019 - Nov 2019
0 - 1
3M
+3.24%
-0.13%
Nov 2019 - Nov 2019
2 - 1
6M
+1.19%
-5.72%
Jul 2019 - Aug 2019
3 - 3
YTD
+5.66%
-7.83%
May 2019 - Aug 2019
6 - 5
1Y
+1.45%
12.47%
-7.83%
May 2019 - Aug 2019
6 - 6
3Y
+0.66%
annualized
11.98%
-18.59%
Jun 2018 - Dec 2018
19 - 17
5Y
-5.35%
annualized
15.10%
-37.54%
Dec 2014 - Feb 2016
30 - 30
10Y
-4.53%
annualized
15.92%
-60.02%
May 2011 - Feb 2016
56 - 64
MAX
Dec 2006
-3.20%
annualized
18.84%
-71.06%
Jul 2008 - Feb 2016
74 - 81

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

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

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
-1.16% +78.58%
Jul 2007 - Jun 2008
-48.67%
Jul 2008 - Jun 2009
56.25%
2 Years
-4.24% +26.36%
May 2009 - Apr 2011
-30.15%
Mar 2014 - Feb 2016
61.36%
3 Years
-4.46% +15.34%
Mar 2009 - Feb 2012
-23.43%
Feb 2013 - Jan 2016
62.50%
5 Years
-6.04% +6.46%
Mar 2009 - Feb 2014
-15.57%
Mar 2011 - Feb 2016
77.08%
7 Years
-6.13% +1.20%
Jan 2007 - Dec 2013
-12.40%
Aug 2008 - Jul 2015
87.50%
10 Years
-4.90% -1.66%
Mar 2009 - Feb 2019
-8.73%
Jul 2008 - Jun 2018
100.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+5.66% 7.1 2.8 -0.4 1.2 -6.0 4.0 -1.1 -4.6 1.4 1.9 -0.1
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
Share this page