Invesco DB Commodity Index (DBC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Invesco DB Commodity Index, in the Macro. Data as of 2026-10-29.
| Last close price | $33.79 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +15.67% |
| Total return over period | +54.40% |
| Annualized volatility | 17.11% |
| Period volatility | 29.56% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.42 |
| Sortino ratio | 2.04 |
| Max drawdown | -16.54% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.42% |
| Correlation with the S&P 500 | 0.08 |
| Period range | $19.30 – $34.10 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Invesco DB Commodity Index (DBC) has posted an annualized return of +15.67% with annual volatility of 17.11%, a Sharpe ratio of 1.42. Its worst stretch (max drawdown from a peak) was -16.54%. Its correlation with the S&P 500 is 0.08, 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.
Optimize a portfolio with DBC →
Other Macro stocks
What is the Sharpe ratio? · How to optimize an investment portfolio