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Invesco DB Oil Fund DBO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DBO | Replication |
|---|---|---|
| Annualized growth | 13.0% | 15.9% |
| Annualized volatility | 34.4% | 18.8% |
| Sharpe ratio | 0.52 | 0.88 |
| Maximum drawdown | 35.8% | 18.5% |
| Replication fit (R²) | 0.55 · Tracking error 23.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model DBO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BCI | Alternatives · Commodities | 56.0% |
| XLE | Sector · Energy | 44.0% |