ARKG vs. DBE
ARKG (ARK Genomic Revolution Multi-Sector ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - ARKG is a Health & Biotech Equities fund actively managed by ARK, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. ARKG is actively managed, while DBE is passively managed. Over the past 10 years, ARKG returned 7.22%/yr vs 12.03%/yr for DBE. At a 0.08 correlation, their price movements are largely independent. ARKG charges 0.75%/yr vs 0.78%/yr for DBE.
Performance
ARKG vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, ARKG achieves a 17.09% return, which is significantly lower than DBE's 83.68% return. Over the past 10 years, ARKG has underperformed DBE with an annualized return of 7.22%, while DBE has yielded a comparatively higher 12.03% annualized return.
ARKG
- 1D
- -0.24%
- 1M
- 10.92%
- YTD
- 17.09%
- 6M
- 10.02%
- 1Y
- 53.35%
- 3Y*
- 0.67%
- 5Y*
- -15.72%
- 10Y*
- 7.22%
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%
ARKG vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARKG ARK Genomic Revolution Multi-Sector ETF | 17.09% | 23.04% | -28.24% | 16.22% | -53.90% | -33.92% | 180.40% | 44.00% | -1.26% | 46.61% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 2.96% | -12.14% | 33.77% | 57.56% | -25.91% | 19.72% | -12.95% | 5.21% |
Correlation
The correlation between ARKG and DBE is -0.26, 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 | -0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2014 | 0.08 |
The correlation between ARKG and DBE shifts across timeframes, from -0.26 (1 year) to 0.09 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ARKG vs. DBE — Risk / Return Rank
ARKG
DBE
ARKG vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ARK Genomic Revolution Multi-Sector ETF (ARKG) 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.
| ARKG | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.40 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 5.89 | -3.94 |
| Martin ratioReturn relative to average drawdown | 4.67 | 11.53 | -6.86 |
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
| ARKG | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 2.43 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.67 | -1.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.43 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.09 | +0.04 |
Drawdowns
ARKG vs. DBE - Drawdown Comparison
The maximum ARKG drawdown since its inception was -83.59%, roughly equal to the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for ARKG and DBE.
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Drawdown Indicators
| ARKG | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.59% | -86.69% | +3.10% |
Max Drawdown (1Y)Largest decline over 1 year | -27.51% | -14.41% | -13.10% |
Max Drawdown (3Y)Largest decline over 3 years | -51.96% | -23.89% | -28.07% |
Max Drawdown (5Y)Largest decline over 5 years | -80.18% | -38.74% | -41.44% |
Max Drawdown (10Y)Largest decline over 10 years | -83.59% | -60.84% | -22.75% |
Current DrawdownCurrent decline from peak | -69.65% | -30.27% | -39.38% |
Average DrawdownAverage peak-to-trough decline | -35.87% | -57.31% | +21.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.46% | 7.35% | +4.11% |
Volatility
ARKG vs. DBE - Volatility Comparison
The current volatility for ARK Genomic Revolution Multi-Sector ETF (ARKG) is 11.90%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that ARKG 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
| ARKG | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.90% | 12.95% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 28.77% | 30.86% | -2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.12% | 34.97% | +6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.61% | 29.39% | +16.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.12% | 28.33% | +12.79% |
ARKG vs. DBE - Expense Ratio Comparison
ARKG has a 0.75% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
ARKG vs. DBE - Dividend Comparison
ARKG has not paid dividends to shareholders, while DBE's dividend yield for the trailing twelve months is around 2.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ARKG ARK Genomic Revolution Multi-Sector ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.62% | 0.85% | 3.14% | 0.82% | 1.34% |
DBE Invesco DB Energy Fund | 2.10% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% | 0.00% |
Frequently Asked Questions
ARKG and DBE have a correlation of -0.26, 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 ARKG (11.90%). In terms of maximum drawdown, ARKG dropped -83.59% vs DBE's -86.69%.
On 10-year performance, DBE leads with 12.03% vs 7.22% for ARKG. On fees, ARKG is cheaper at 0.75% per year. On volatility, ARKG has been the lower-risk option at 11.90%. 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 12.03% return vs 7.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ARKG 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 0.00% for ARKG.
ARKG is categorized as Health & Biotech Equities, while DBE is Oil & Gas. They also come from different issuers: ARK and Invesco. Their fees differ too: 0.75% for ARKG and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs 1.31), 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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