Invesco DB Precious Metals (DBP): Rolling Returns

Data Source: from January 1985 to April 2024 (~39 years)
Consolidated Returns as of 30 April 2024

Holding the Invesco DB Precious Metals (DBP) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~39 years), the longest period with a negative return lasted 183 months (from August 1987 to October 2002).

This means that every rolling period of 184 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Invesco DB Precious Metals (DBP) ETF: Historical Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

INVESCO DB PRECIOUS METALS (DBP) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 3.79% (updated at Apr 30, 2024).

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 PRECIOUS METALS (DBP) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1985 - 30 April 2024 (~39 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.06% +153.83%
Aug 1986 - Jul 1987 		-45.89%
Sep 1997 - Aug 1998 		41.00%
189 out of 461
US Inflation Adjusted +4.50% +144.24%
Aug 1986 - Jul 1987 		-46.75%
Sep 1997 - Aug 1998 		45.12%
208 out of 461
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.51% +60.40%
May 2004 - Apr 2006 		-36.65%
Sep 1996 - Aug 1998 		31.40%
141 out of 449
US Inflation Adjusted +3.68% +55.00%
May 2004 - Apr 2006 		-37.87%
Sep 1996 - Aug 1998 		40.09%
180 out of 449
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.10% +53.57%
May 2003 - Apr 2006 		-24.85%
Sep 1995 - Aug 1998 		30.43%
133 out of 437
US Inflation Adjusted +5.97% +48.97%
May 2003 - Apr 2006 		-26.49%
Sep 1995 - Aug 1998 		39.36%
172 out of 437
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.68% +42.79%
May 2003 - Apr 2007 		-20.82%
Sep 1994 - Aug 1998 		30.59%
130 out of 425
US Inflation Adjusted +4.67% +38.68%
May 2003 - Apr 2007 		-22.63%
Sep 1994 - Aug 1998 		35.53%
151 out of 425
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.75% +40.57%
Mar 2003 - Feb 2008 		-13.87%
Sep 1993 - Aug 1998 		28.09%
116 out of 413
US Inflation Adjusted +3.47% +36.54%
Nov 2002 - Oct 2007 		-15.93%
Sep 1993 - Aug 1998 		32.20%
133 out of 413
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.68% +37.78%
Nov 2001 - Oct 2007 		-10.29%
Oct 1994 - Sep 2000 		27.68%
111 out of 401
US Inflation Adjusted +2.60% +34.07%
Nov 2001 - Oct 2007 		-12.52%
Nov 1994 - Oct 2000 		36.41%
146 out of 401
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.70% +36.54%
Nov 2000 - Oct 2007 		-8.89%
Sep 2011 - Aug 2018 		22.88%
89 out of 389
US Inflation Adjusted +1.64% +32.98%
Nov 2000 - Oct 2007 		-10.28%
Sep 2011 - Aug 2018 		35.73%
139 out of 389
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.42% +33.34%
May 2003 - Apr 2011 		-6.53%
Sep 1990 - Aug 1998 		22.81%
86 out of 377
US Inflation Adjusted +1.61% +30.02%
May 2003 - Apr 2011 		-9.03%
Sep 1990 - Aug 1998 		37.40%
141 out of 377
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.41% +30.41%
Aug 2002 - Jul 2011 		-5.22%
Sep 1989 - Aug 1998 		21.37%
78 out of 365
US Inflation Adjusted +2.21% +27.19%
Aug 2002 - Jul 2011 		-8.04%
Sep 1989 - Aug 1998 		39.45%
144 out of 365
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.17% +30.70%
Sep 2001 - Aug 2011 		-4.06%
Sep 1988 - Aug 1998 		18.41%
65 out of 353
US Inflation Adjusted +2.79% +27.57%
Sep 2001 - Aug 2011 		-7.05%
Sep 1988 - Aug 1998 		34.28%
121 out of 353
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.30% +30.04%
May 2000 - Apr 2011 		-6.77%
Sep 1987 - Aug 1998 		17.89%
61 out of 341
US Inflation Adjusted +3.75% +26.87%
May 2000 - Apr 2011 		-9.75%
Sep 1987 - Aug 1998 		28.45%
97 out of 341
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.14% +26.61%
Sep 1999 - Aug 2011 		-3.36%
Aug 1987 - Jul 1999 		12.77%
42 out of 329
US Inflation Adjusted +4.52% +23.46%
Sep 1999 - Aug 2011 		-6.39%
Aug 1987 - Jul 1999 		23.71%
78 out of 329
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.43% +27.93%
Sep 1998 - Aug 2011 		-3.61%
Aug 1987 - Jul 2000 		4.10%
13 out of 317
US Inflation Adjusted +5.82% +24.77%
Sep 1998 - Aug 2011 		-6.65%
Aug 1987 - Jul 2000 		22.08%
70 out of 317
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.39% +24.51%
Sep 1998 - Aug 2012 		-2.16%
Aug 1987 - Jul 2001 		2.62%
8 out of 305
US Inflation Adjusted +6.78% +21.51%
Sep 1998 - Aug 2012 		-5.24%
Apr 1987 - Mar 2001 		12.79%
39 out of 305
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.71% +20.81%
Sep 1998 - Aug 2013 		-0.49%
Aug 1987 - Jul 2002 		0.34%
1 out of 293
US Inflation Adjusted +8.05% +17.97%
Sep 1998 - Aug 2013 		-3.49%
Aug 1987 - Jul 2002 		9.90%
29 out of 293
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.36% +18.52%
Sep 1998 - Aug 2014 		+0.69%
May 1987 - Apr 2003 		0.00%
0 out of 281
US Inflation Adjusted +8.92% +15.79%
Sep 1998 - Aug 2014 		-2.32%
May 1987 - Apr 2003 		3.91%
11 out of 281
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.93% +16.16%
Sep 1998 - Aug 2015 		+2.66%
Aug 1987 - Jul 2004 		0.00%
0 out of 269
US Inflation Adjusted +9.33% +13.62%
Sep 1998 - Aug 2015 		-0.36%
Aug 1987 - Jul 2004 		1.12%
3 out of 269
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.44% +16.15%
Sep 1998 - Aug 2016 		+4.11%
May 1987 - Apr 2005 		0.00%
0 out of 257
US Inflation Adjusted +8.71% +13.68%
Sep 1998 - Aug 2016 		+1.02%
May 1987 - Apr 2005 		0.00%
0 out of 257
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.14% +16.31%
Dec 1992 - Nov 2011 		+6.26%
May 1985 - Apr 2004 		0.00%
0 out of 245
US Inflation Adjusted +8.35% +13.48%
Dec 1992 - Nov 2011 		+3.17%
May 1985 - Apr 2004 		0.00%
0 out of 245
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.74% +15.27%
Dec 1992 - Nov 2012 		+7.39%
May 1985 - Apr 2005 		0.00%
0 out of 233
US Inflation Adjusted +7.87% +12.50%
Dec 1992 - Nov 2012 		+4.25%
May 1985 - Apr 2005 		0.00%
0 out of 233
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Invesco DB Precious Metals (DBP) ETF: Historical Returns page.