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AGQ vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGQ vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Silver (AGQ) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGQ achieves a -46.29% return, which is significantly lower than DBE's 54.94% return. Over the past 10 years, AGQ has underperformed DBE with an annualized return of 6.90%, while DBE has yielded a comparatively higher 10.19% annualized return.


AGQ

1D
-1.92%
1M
-27.43%
YTD
-46.29%
6M
-45.77%
1Y
75.71%
3Y*
47.17%
5Y*
13.07%
10Y*
6.90%

DBE

1D
-1.50%
1M
-15.70%
YTD
54.94%
6M
54.06%
1Y
36.16%
3Y*
17.07%
5Y*
14.87%
10Y*
10.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGQ vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGQ
ProShares Ultra Silver
-46.29%360.71%23.92%-15.09%-7.89%-32.25%62.02%20.02%-22.10%5.49%
DBE
Invesco DB Energy Fund
54.94%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%5.21%

Correlation

The correlation between AGQ and DBE is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2008

0.22

The correlation between AGQ and DBE shifts across timeframes, from -0.10 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AGQ vs. DBE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGQ
AGQ Risk / Return Rank: 2525
Overall Rank
AGQ Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 2929
Sortino Ratio Rank
AGQ Omega Ratio Rank: 3939
Omega Ratio Rank
AGQ Calmar Ratio Rank: 2121
Calmar Ratio Rank
AGQ Martin Ratio Rank: 1717
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 3232
Overall Rank
DBE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 3030
Sortino Ratio Rank
DBE Omega Ratio Rank: 3030
Omega Ratio Rank
DBE Calmar Ratio Rank: 3636
Calmar Ratio Rank
DBE Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGQ vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Silver (AGQ) and Invesco DB Energy Fund (DBE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AGQDBEDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratioReturn relative to maximum drawdown

0.95

1.75

-0.80

Martin ratioReturn relative to average drawdown

1.75

5.77

-4.02

AGQ vs. DBE - Sharpe Ratio Comparison

The current AGQ Sharpe Ratio is 0.62, which is lower than the DBE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of AGQ and DBE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AGQ vs. DBE - Drawdown Comparison

The maximum AGQ drawdown since its inception was -98.16%, which is greater than DBE's maximum drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for AGQ and DBE.


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Drawdown Indicators


AGQDBEDifference

Max Drawdown

Largest peak-to-trough decline

-98.16%

-86.69%

-11.47%

Max Drawdown (1Y)

Largest decline over 1 year

-79.89%

-20.78%

-59.11%

Max Drawdown (3Y)

Largest decline over 3 years

-79.89%

-23.89%

-56.00%

Max Drawdown (5Y)

Largest decline over 5 years

-79.89%

-38.74%

-41.15%

Max Drawdown (10Y)

Largest decline over 10 years

-79.89%

-60.84%

-19.05%

Current Drawdown

Current decline from peak

-88.59%

-41.18%

-47.41%

Average Drawdown

Average peak-to-trough decline

-79.86%

-57.24%

-22.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.33%

8.02%

+35.31%

Volatility

AGQ vs. DBE - Volatility Comparison

ProShares Ultra Silver (AGQ) has a higher volatility of 27.83% compared to Invesco DB Energy Fund (DBE) at 9.38%. This indicates that AGQ's price experiences larger fluctuations and is considered to be riskier than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGQDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.83%

9.38%

+18.45%

Volatility (6M)

Calculated over the trailing 6-month period

134.92%

31.50%

+103.42%

Volatility (1Y)

Calculated over the trailing 1-year period

123.30%

35.33%

+87.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.37%

29.58%

+45.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.08%

28.37%

+37.71%

AGQ vs. DBE - Expense Ratio Comparison

AGQ has a 0.93% expense ratio, which is higher than DBE's 0.78% expense ratio.


Dividends

AGQ vs. DBE - Dividend Comparison

AGQ has not paid dividends to shareholders, while DBE's dividend yield for the trailing twelve months is around 2.49%.


PositionTTM20252024202320222021202020192018
AGQ
ProShares Ultra Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBE
Invesco DB Energy Fund
2.49%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%

Frequently Asked Questions


AGQ and DBE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGQ has higher volatility (27.83%) compared to DBE (9.38%). In terms of maximum drawdown, AGQ dropped -98.16% vs DBE's -86.69%.

On 10-year performance, DBE leads with 10.19% vs 6.90% for AGQ. On fees, DBE is cheaper at 0.78% per year. On volatility, DBE has been the lower-risk option at 9.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBE has performed better with a 10.19% return vs 6.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBE is cheaper with a 0.78% expense ratio, compared with 0.93% for AGQ.

DBE has the higher dividend yield at 2.49%, compared with 0.00% for AGQ.

AGQ is categorized as Silver, while DBE is Oil & Gas. AGQ tracks Bloomberg Silver Subindex (200%), while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: ProShares and Invesco. Their fees differ too: 0.93% for AGQ and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (1.03 vs 0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AGQ and DBE

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