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Invesco DB Commodity Index Tracking Fund DBC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DBC | Replication |
|---|---|---|
| Annualized growth | 11.8% | 11.9% |
| Annualized volatility | 19.6% | 16.6% |
| Sharpe ratio | 0.67 | 0.76 |
| Maximum drawdown | 26.0% | 21.6% |
| Replication fit (R²) | 0.86 · Tracking error 7.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model DBC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BCI | Alternatives · Commodities | 87.0% |
| XLE | Sector · Energy | 13.0% |