Invesco DB Commodity Tracking (DBC) to EUR Hedged: Rolling Returns

Time Period: from January 1950 to September 2024 (~75 years)
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This asset allocation includes ETFs not denominated in EUR. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

When holding the Invesco DB Commodity Tracking (DBC) to EUR Hedged ETF, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~75 years), the longest duration with a negative return was 289 months (from April 1996 to April 2020).

This indicates that, within the same timeframe, any rolling period of 290 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

INVESCO DB COMMODITY TRACKING (DBC) TO EUR HEDGED ETF
Previous vs Next Returns - 10 Years annualized
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1950 - 30 September 2024 (~75 years)

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As of Sep 30, 2024, the annualized return of the previous 10 years has been -0.86%.

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 COMMODITY TRACKING (DBC) TO EUR HEDGED ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1950 - 30 September 2024 (~75 years)
Euro Inflation Adjusted:

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Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

INVESCO DB COMMODITY TRACKING (DBC) TO EUR HEDGED ETF
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1950 - 30 September 2024 (~75 years)
Euro Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-47.91%
Jul 2008 - Jun 2009
+2.97% +106.49%
Aug 1972 - Jul 1973
40.41%
358 out of 886
-47.83%
Jul 2008 - Jun 2009
+1.07% +92.42%
Aug 1972 - Jul 1973
46.84%
415 out of 886
-30.46%
Mar 2014 - Feb 2016
+3.00% +69.35%
Nov 1972 - Oct 1974
34.44%
301 out of 874
-30.31%
Mar 2014 - Feb 2016
+0.64% +58.45%
Nov 1972 - Oct 1974
46.68%
408 out of 874
-23.65%
Feb 2013 - Jan 2016
+2.38% +56.89%
Nov 1971 - Oct 1974
27.38%
236 out of 862
-23.78%
Feb 2013 - Jan 2016
+0.62% +47.20%
Nov 1971 - Oct 1974
45.94%
396 out of 862
-18.92%
Mar 2012 - Feb 2016
+2.66% +46.36%
Dec 1970 - Nov 1974
23.29%
198 out of 850
-19.35%
Mar 2012 - Feb 2016
+0.65% +37.46%
Dec 1970 - Nov 1974
45.65%
388 out of 850
-15.55%
Mar 2011 - Feb 2016
+3.31% +38.26%
Dec 1969 - Nov 1974
20.41%
171 out of 838
-16.36%
Mar 2011 - Feb 2016
+1.08% +30.44%
Dec 1969 - Nov 1974
41.53%
348 out of 838
-14.44%
May 2014 - Apr 2020
+3.91% +30.05%
Dec 1968 - Nov 1974
20.34%
168 out of 826
-15.14%
May 2014 - Apr 2020
+1.21% +23.56%
Dec 1968 - Nov 1974
37.29%
308 out of 826
-12.54%
Apr 2013 - Mar 2020
+4.29% +24.24%
Dec 1967 - Nov 1974
17.20%
140 out of 814
-13.20%
Apr 2013 - Mar 2020
+1.54% +18.59%
Dec 1967 - Nov 1974
40.05%
326 out of 814
-12.11%
Jul 2008 - Jun 2016
+4.28% +21.09%
Jun 1970 - May 1978
16.83%
135 out of 802
-13.07%
Jul 2008 - Jun 2016
+1.29% +15.56%
Dec 1966 - Nov 1974
39.65%
318 out of 802
-11.66%
May 2011 - Apr 2020
+4.68% +20.70%
Jul 1999 - Jun 2008
17.47%
138 out of 790
-12.57%
May 2011 - Apr 2020
+1.60% +17.88%
Jul 1999 - Jun 2008
35.70%
282 out of 790
-8.78%
Jul 2008 - Jun 2018
+5.78% +19.85%
Nov 1970 - Oct 1980
17.61%
137 out of 778
-9.86%
Jul 2008 - Jun 2018
+2.98% +14.75%
Jul 1998 - Jun 2008
35.86%
279 out of 778
-9.09%
Jul 2008 - Jun 2019
+7.19% +19.05%
Nov 1969 - Oct 1980
16.97%
130 out of 766
-10.19%
Jul 2008 - Jun 2019
+4.30% +13.40%
Nov 1969 - Oct 1980
34.99%
268 out of 766
-10.22%
Jul 2008 - Jun 2020
+7.51% +16.90%
Nov 1968 - Oct 1980
16.18%
122 out of 754
-11.23%
Jul 2008 - Jun 2020
+4.59% +11.62%
Nov 1968 - Oct 1980
32.49%
245 out of 754
-6.36%
Nov 2007 - Oct 2020
+7.63% +15.01%
Nov 1967 - Oct 1980
14.56%
108 out of 742
-7.53%
Nov 2007 - Oct 2020
+4.44% +11.56%
Jul 1995 - Jun 2008
30.73%
228 out of 742
-5.90%
May 2006 - Apr 2020
+7.76% +13.65%
Nov 1966 - Oct 1980
11.51%
84 out of 730
-7.20%
May 2006 - Apr 2020
+4.73% +10.05%
Jul 1994 - Jun 2008
26.03%
190 out of 730
-4.90%
Apr 2005 - Mar 2020
+7.78% +12.84%
Nov 1965 - Oct 1980
8.64%
62 out of 718
-6.44%
Jul 2008 - Jun 2023
+4.87% +9.40%
Jul 1993 - Jun 2008
26.18%
188 out of 718
-3.98%
Apr 2004 - Mar 2020
+7.82% +11.80%
Nov 1964 - Oct 1980
8.22%
58 out of 706
-5.86%
Jul 2008 - Jun 2024
+4.74% +8.81%
Oct 1988 - Sep 2004
24.08%
170 out of 706
-1.81%
Jun 2003 - May 2020
+7.90% +12.09%
Oct 1988 - Sep 2005
6.92%
48 out of 694
-3.30%
Jun 2003 - May 2020
+4.64% +9.46%
Mar 1987 - Feb 2004
19.88%
138 out of 694
-0.76%
Aug 2006 - Jul 2024
+7.66% +13.42%
Oct 1972 - Sep 1990
3.08%
21 out of 682
-2.81%
Aug 2006 - Jul 2024
+4.38% +10.00%
Apr 1986 - Mar 2004
19.35%
132 out of 682
-1.11%
May 2001 - Apr 2020
+7.44% +14.78%
Oct 1971 - Sep 1990
1.19%
8 out of 670
-2.97%
Oct 2005 - Sep 2024
+4.15% +10.57%
Oct 1971 - Sep 1990
14.78%
99 out of 670
-0.30%
Nov 2000 - Oct 2020
+7.45% +14.54%
Oct 1970 - Sep 1990
0.91%
6 out of 658
-2.00%
Oct 2004 - Sep 2024
+3.99% +10.22%
Oct 1970 - Sep 1990
12.61%
83 out of 658
+1.01%
May 1995 - Apr 2020
+7.29% +12.30%
Dec 1971 - Nov 1996
0.00%
0 out of 598
-0.63%
May 1995 - Apr 2020
+4.12% +9.32%
Jul 1983 - Jun 2008
1.17%
7 out of 598
+1.18%
Oct 1990 - Sep 2020
+7.58% +11.24%
Dec 1970 - Nov 2000
0.00%
0 out of 538
-0.68%
Oct 1990 - Sep 2020
+4.66% +7.64%
Jul 1978 - Jun 2008
0.56%
3 out of 538
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