Invesco DB Commodity Index (DBC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Invesco DB Commodity Index, in the Macro sector. Data as of 2026-09-13.
| Last close price | $33.16 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +14.38% |
| Total return over period | +49.25% |
| Annualized volatility | 17.16% |
| Period volatility | 29.62% |
| Sharpe ratio | 0.61 |
| Sortino ratio | 0.87 |
| Max drawdown | -16.54% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.45% |
| Correlation with the S&P 500 | 0.09 |
| Period range | $19.30 – $33.62 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Invesco DB Commodity Index (DBC) has posted an annualized return of +14.38% with annual volatility of 17.16%, a Sharpe ratio of 0.61. Its worst stretch (max drawdown from a peak) was -16.54%. Its correlation with the S&P 500 is 0.09, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how DBC would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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