ARKF vs. DBE
ARKF (ARK Fintech Innovation ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - ARKF is a Blockchain fund actively managed by ARK, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. ARKF is actively managed, while DBE is passively managed. Over the past 5 years, ARKF returned -4.19%/yr vs 19.66%/yr for DBE. At a 0.11 correlation, their price movements are largely independent. ARKF charges 0.75%/yr vs 0.78%/yr for DBE.
Performance
ARKF vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, ARKF achieves a -16.17% return, which is significantly lower than DBE's 83.68% return.
ARKF
- 1D
- -3.76%
- 1M
- -7.12%
- YTD
- -16.17%
- 6M
- -20.39%
- 1Y
- -4.73%
- 3Y*
- 26.10%
- 5Y*
- -4.19%
- 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%
ARKF vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ARKF ARK Fintech Innovation ETF | -16.17% | 28.67% | 34.34% | 93.27% | -65.07% | -17.82% | 108.03% | 19.04% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 2.96% | -12.14% | 33.77% | 57.56% | -25.91% | 7.15% |
Correlation
The correlation between ARKF and DBE is -0.19, 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 | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2019 | 0.11 |
The correlation between ARKF and DBE shifts across timeframes, from -0.19 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ARKF vs. DBE — Risk / Return Rank
ARKF
DBE
ARKF vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ARK Fintech Innovation ETF (ARKF) 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.
| ARKF | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.40 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 5.89 | -6.01 |
| Martin ratioReturn relative to average drawdown | -0.23 | 11.53 | -11.76 |
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
| ARKF | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.14 | 2.43 | -2.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.67 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.09 | +0.15 |
Drawdowns
ARKF vs. DBE - Drawdown Comparison
The maximum ARKF drawdown since its inception was -78.63%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for ARKF and DBE.
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Drawdown Indicators
| ARKF | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.63% | -86.69% | +8.06% |
Max Drawdown (1Y)Largest decline over 1 year | -38.50% | -14.41% | -24.09% |
Max Drawdown (3Y)Largest decline over 3 years | -38.50% | -23.89% | -14.61% |
Max Drawdown (5Y)Largest decline over 5 years | -75.30% | -38.74% | -36.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.84% | — |
Current DrawdownCurrent decline from peak | -37.16% | -30.27% | -6.89% |
Average DrawdownAverage peak-to-trough decline | -34.96% | -57.31% | +22.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.22% | 7.35% | +12.87% |
Volatility
ARKF vs. DBE - Volatility Comparison
The current volatility for ARK Fintech Innovation ETF (ARKF) is 8.36%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that ARKF experiences smaller price fluctuations and is considered to be less risky 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
| ARKF | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.36% | 12.95% | -4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 24.47% | 30.86% | -6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.66% | 34.97% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.79% | 29.39% | +13.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.77% | 28.33% | +11.44% |
ARKF vs. DBE - Expense Ratio Comparison
ARKF has a 0.75% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
ARKF vs. DBE - Dividend Comparison
ARKF's dividend yield for the trailing twelve months is around 0.11%, less than DBE's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ARKF ARK Fintech Innovation ETF | 0.11% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.37% | 1.25% | 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
ARKF and DBE have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBE has higher volatility (12.95%) compared to ARKF (8.36%). In terms of maximum drawdown, ARKF dropped -78.63% vs DBE's -86.69%.
On 5-year performance, DBE leads with 19.66% vs -4.19% for ARKF. On fees, ARKF is cheaper at 0.75% per year. On volatility, ARKF has been the lower-risk option at 8.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DBE has performed better with a 19.66% return vs -4.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ARKF is cheaper with a 0.75% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.10%, compared with 0.11% for ARKF.
ARKF is categorized as Blockchain, while DBE is Oil & Gas. They also come from different issuers: ARK and Invesco. Their fees differ too: 0.75% for ARKF and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs -0.14), 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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