AIYY vs. DBE
AIYY (YieldMax AI Option Income Strategy ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - AIYY is a Derivative Income fund actively managed by YieldMax, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. AIYY is actively managed, while DBE is passively managed. Over the past year, AIYY returned -57.47% vs 84.41% for DBE. At a correlation of -0.02, they often move in opposite directions. AIYY charges 0.99%/yr vs 0.78%/yr for DBE.
Performance
AIYY vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, AIYY achieves a -24.26% return, which is significantly lower than DBE's 83.68% return.
AIYY
- 1D
- -3.43%
- 1M
- 9.34%
- YTD
- -24.26%
- 6M
- -29.50%
- 1Y
- -57.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBE
- 1D
- 2.33%
- 1M
- -5.45%
- YTD
- 83.68%
- 6M
- 74.95%
- 1Y
- 84.41%
- 3Y*
- 23.42%
- 5Y*
- 19.66%
- 10Y*
- 12.03%
AIYY vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AIYY YieldMax AI Option Income Strategy ETF | -24.26% | -58.98% | -14.74% | -1.63% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 2.96% | -7.12% |
Correlation
The correlation between AIYY and DBE is -0.13, 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 | -0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2023 | -0.02 |
The correlation between AIYY and DBE shifts across timeframes, from -0.13 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AIYY vs. DBE — Risk / Return Rank
AIYY
DBE
AIYY vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax AI Option Income Strategy ETF (AIYY) 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.
| AIYY | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.50 | ||
| Sortino ratioReturn per unit of downside risk | -4.55 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.40 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 5.89 | -6.73 |
| Martin ratioReturn relative to average drawdown | -1.21 | 11.53 | -12.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIYY | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.07 | 2.43 | -3.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.83 | 0.09 | -0.92 |
Drawdowns
AIYY vs. DBE - Drawdown Comparison
The maximum AIYY drawdown since its inception was -79.48%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for AIYY and DBE.
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Drawdown Indicators
| AIYY | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.48% | -86.69% | +7.21% |
Max Drawdown (1Y)Largest decline over 1 year | -68.33% | -14.41% | -53.92% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.89% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.84% | — |
Current DrawdownCurrent decline from peak | -75.26% | -30.27% | -44.99% |
Average DrawdownAverage peak-to-trough decline | -41.04% | -57.31% | +16.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.63% | 7.35% | +40.28% |
Volatility
AIYY vs. DBE - Volatility Comparison
YieldMax AI Option Income Strategy ETF (AIYY) has a higher volatility of 15.67% compared to Invesco DB Energy Fund (DBE) at 12.95%. This indicates that AIYY'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
| AIYY | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.67% | 12.95% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 39.16% | 30.86% | +8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.83% | 34.97% | +18.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.52% | 29.39% | +21.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.52% | 28.33% | +22.19% |
AIYY vs. DBE - Expense Ratio Comparison
AIYY has a 0.99% expense ratio, which is higher than DBE's 0.78% expense ratio.
Dividends
AIYY vs. DBE - Dividend Comparison
AIYY's dividend yield for the trailing twelve months is around 158.78%, more than DBE's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
AIYY YieldMax AI Option Income Strategy ETF | 158.78% | 168.33% | 98.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBE Invesco DB Energy Fund | 2.10% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
Frequently Asked Questions
AIYY and DBE have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AIYY has higher volatility (15.67%) compared to DBE (12.95%). In terms of maximum drawdown, AIYY dropped -79.48% vs DBE's -86.69%.
On 1-year performance, DBE leads with 84.41% vs -57.47% for AIYY. On fees, DBE is cheaper at 0.78% per year. On volatility, DBE has been the lower-risk option at 12.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DBE has performed better with a 84.41% return vs -57.47%. 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 0.99% for AIYY.
AIYY has the higher dividend yield at 158.78%, compared with 2.10% for DBE.
AIYY is categorized as Derivative Income, while DBE is Oil & Gas. They also come from different issuers: YieldMax and Invesco. Their fees differ too: 0.99% for AIYY and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs -1.07), 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.
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