Invesco DB Commodity Tracking (DBC): Rolling Returns

Simulation Settings
Category:
Period: January 1871 - June 2025 (~155 years)
Initial Amount: 1$
Currency: USD
Inflation: US
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When holding the Invesco DB Commodity Tracking (DBC) ETF, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~155 years), the longest duration with a negative return was 1214 months (from February 1871 to March 1972).

This indicates that, within the same timeframe, any rolling period of 1215 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

INVESCO DB COMMODITY TRACKING (DBC) ETF
Previous vs Next Returns - 10 Years annualized
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1871 - 30 June 2025 (~155 years)
30 Years
(1995/07 - 2025/06)
All Data
(1871/01 - 2025/06)

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As of Jun 30, 2025, the annualized return of the previous 10 years has been 3.32%.

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

INVESCO DB COMMODITY TRACKING (DBC) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1871 - 30 June 2025 (~155 years)
30 Years
(1995/07 - 2025/06)
All Data
(1871/01 - 2025/06)
US Inflation Adjusted:

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Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

INVESCO DB COMMODITY TRACKING (DBC) ETF
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1871 - 30 June 2025 (~155 years)
Over Time
Histogram
US Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-48.67%
Jul 2008 - Jun 2009
+1.32% +106.86%
Aug 1972 - Jul 1973
44.44%
819 out of 1843
-48.03%
Jul 2008 - Jun 2009
-0.23% +95.63%
Aug 1972 - Jul 1973
51.00%
940 out of 1843
-30.15%
Mar 2014 - Feb 2016
+0.32% +71.21%
Nov 1972 - Oct 1974
46.59%
853 out of 1831
-30.41%
Mar 2014 - Feb 2016
-0.32% +55.74%
Nov 1972 - Oct 1974
52.32%
958 out of 1831
-23.43%
Feb 2013 - Jan 2016
+1.02% +58.15%
Nov 1971 - Oct 1974
44.04%
801 out of 1819
-27.11%
Feb 1918 - Jan 1921
-0.53% +46.93%
Nov 1971 - Oct 1974
53.55%
974 out of 1819
-18.79%
Mar 2012 - Feb 2016
+0.85% +46.71%
Dec 1970 - Nov 1974
40.84%
738 out of 1807
-26.55%
Feb 1917 - Jan 1921
-0.82% +37.38%
Dec 1970 - Nov 1974
55.56%
1004 out of 1807
-15.57%
Mar 2011 - Feb 2016
+0.56% +38.19%
Dec 1969 - Nov 1974
40.17%
721 out of 1795
-23.16%
Feb 1916 - Jan 1921
-0.62% +29.70%
Dec 1969 - Nov 1974
54.48%
978 out of 1795
-13.30%
May 2014 - Apr 2020
+0.72% +30.58%
Dec 1968 - Nov 1974
42.57%
759 out of 1783
-17.16%
Feb 1915 - Jan 1921
-0.50% +22.67%
Dec 1968 - Nov 1974
55.41%
988 out of 1783
-12.41%
Aug 2008 - Jul 2015
+0.69% +25.06%
Dec 1967 - Nov 1974
39.92%
707 out of 1771
-13.75%
Mar 1916 - Feb 1923
-0.33% +17.81%
Dec 1967 - Nov 1974
53.92%
955 out of 1771
-12.35%
Jul 2008 - Jun 2016
+0.65% +22.92%
Oct 1971 - Sep 1979
42.30%
744 out of 1759
-13.43%
Jul 2008 - Jun 2016
-0.16% +15.94%
Oct 1982 - Sep 1990
51.62%
908 out of 1759
-11.65%
Jul 2008 - Jun 2017
+0.57% +23.06%
Oct 1971 - Sep 1980
41.96%
733 out of 1747
-12.78%
Jul 2008 - Jun 2017
-0.27% +17.89%
Mar 1999 - Feb 2008
52.60%
919 out of 1747
-8.73%
Jul 2008 - Jun 2018
+0.45% +21.88%
Nov 1970 - Oct 1980
43.86%
761 out of 1735
-10.83%
May 1911 - Apr 1921
-0.30% +14.79%
Jul 1998 - Jun 2008
51.35%
891 out of 1735
-8.83%
Jul 2008 - Jun 2019
+0.33% +20.78%
Nov 1969 - Oct 1980
41.73%
719 out of 1723
-10.15%
Jul 2008 - Jun 2019
-0.04% +12.10%
Nov 1969 - Oct 1980
50.32%
867 out of 1723
-9.86%
Jul 2008 - Jun 2020
+0.41% +18.73%
Nov 1968 - Oct 1980
42.90%
734 out of 1711
-11.11%
Jul 2008 - Jun 2020
+0.31% +11.08%
Mar 1999 - Feb 2011
48.68%
833 out of 1711
-6.25%
Feb 1917 - Jan 1930
+0.51% +17.57%
Oct 1977 - Sep 1990
40.38%
686 out of 1699
-8.95%
Feb 1917 - Jan 1930
+0.56% +11.69%
Jul 1995 - Jun 2008
46.85%
796 out of 1699
-6.52%
Feb 1917 - Jan 1931
+0.59% +16.47%
Oct 1976 - Sep 1990
40.01%
675 out of 1687
-8.88%
Feb 1916 - Jan 1930
+0.47% +10.12%
Jul 1994 - Jun 2008
46.89%
791 out of 1687
-6.27%
Mar 1917 - Feb 1932
+0.66% +14.75%
Jun 1969 - May 1984
39.70%
665 out of 1675
-8.51%
Feb 1916 - Jan 1931
+0.43% +9.27%
Jul 1993 - Jun 2008
47.22%
791 out of 1675
-5.69%
Jun 1916 - May 1932
+0.72% +14.54%
Aug 1971 - Jul 1987
37.46%
623 out of 1663
-7.54%
Feb 1916 - Jan 1932
+0.50% +8.05%
Jul 1992 - Jun 2008
47.68%
793 out of 1663
-4.18%
Feb 1916 - Jan 1933
+0.61% +14.83%
May 1972 - Apr 1989
37.49%
619 out of 1651
-6.74%
Feb 1904 - Jan 1921
+0.37% +8.61%
Mar 1987 - Feb 2004
47.18%
779 out of 1651
-3.28%
Feb 1917 - Jan 1935
+0.57% +16.61%
Oct 1972 - Sep 1990
34.11%
559 out of 1639
-6.12%
Feb 1912 - Jan 1930
+0.18% +9.42%
Oct 1972 - Sep 1990
47.83%
784 out of 1639
-3.18%
Feb 1912 - Jan 1931
+0.58% +17.85%
Oct 1971 - Sep 1990
34.42%
560 out of 1627
-6.11%
Feb 1902 - Jan 1921
+0.15% +10.77%
Oct 1971 - Sep 1990
47.02%
765 out of 1627
-3.16%
Feb 1912 - Jan 1932
+0.67% +17.34%
Oct 1970 - Sep 1990
35.98%
581 out of 1615
-6.00%
Feb 1901 - Jan 1921
+0.11% +10.40%
Oct 1970 - Sep 1990
47.06%
760 out of 1615
-2.71%
Feb 1907 - Jan 1932
+0.64% +13.96%
Dec 1971 - Nov 1996
34.21%
532 out of 1555
-5.19%
Feb 1896 - Jan 1921
-0.03% +8.93%
Jul 1983 - Jun 2008
50.42%
784 out of 1555
-1.80%
Feb 1902 - Jan 1932
+0.52% +12.81%
Dec 1970 - Nov 2000
36.99%
553 out of 1495
-4.20%
Feb 1891 - Jan 1921
-0.08% +7.53%
Jul 1978 - Jun 2008
51.17%
765 out of 1495
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