AWAY vs. DBE
AWAY (ETFMG Travel Tech ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - AWAY is a Consumer Discretionary Equities fund tracking the Prime Travel Technology Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past 5 years, AWAY returned -7.50%/yr vs 17.10%/yr for DBE. At a 0.16 correlation, their price movements are largely independent. AWAY charges 0.75%/yr vs 0.78%/yr for DBE.
Performance
AWAY vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, AWAY achieves a -10.42% return, which is significantly lower than DBE's 68.39% return.
AWAY
- 1D
- 1.02%
- 1M
- 4.00%
- 6M
- -8.35%
- YTD
- -10.42%
- 1Y
- -16.24%
- 3Y*
- 1.02%
- 5Y*
- -7.50%
- 10Y*
- —
DBE
- 1D
- -1.09%
- 1M
- 6.25%
- 6M
- 65.69%
- YTD
- 68.39%
- 1Y
- 57.64%
- 3Y*
- 17.96%
- 5Y*
- 17.10%
- 10Y*
- 11.45%
AWAY vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AWAY ETFMG Travel Tech ETF | -10.42% | -3.36% | 10.44% | 17.94% | -32.25% | -5.91% | 3.47% |
DBE Invesco DB Energy Fund | 68.39% | -2.17% | 2.96% | -12.14% | 33.77% | 57.56% | -14.58% |
Correlation
The correlation between AWAY and DBE is -0.32, 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 | -0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2020 | 0.16 |
The correlation between AWAY and DBE shifts across timeframes, from -0.32 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AWAY vs. DBE — Risk / Return Rank
AWAY
DBE
AWAY vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ETFMG Travel Tech ETF (AWAY) 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.
| AWAY | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -3.11 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.28 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 2.34 | -2.84 |
| Martin ratioReturn relative to average drawdown | -0.90 | 7.00 | -7.90 |
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Drawdowns
AWAY vs. DBE - Drawdown Comparison
The maximum AWAY drawdown since its inception was -56.57%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for AWAY and DBE.
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Drawdown Indicators
| AWAY | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.57% | -86.69% | +30.12% |
Max Drawdown (1Y)Largest decline over 1 year | -32.83% | -24.72% | -8.11% |
Max Drawdown (3Y)Largest decline over 3 years | -32.83% | -24.72% | -8.11% |
Max Drawdown (5Y)Largest decline over 5 years | -49.10% | -38.74% | -10.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.84% | — |
Current DrawdownCurrent decline from peak | -45.96% | -36.07% | -9.89% |
Average DrawdownAverage peak-to-trough decline | -36.42% | -57.19% | +20.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.98% | 8.26% | +9.72% |
Volatility
AWAY vs. DBE - Volatility Comparison
The current volatility for ETFMG Travel Tech ETF (AWAY) is 6.38%, while Invesco DB Energy Fund (DBE) has a volatility of 11.68%. This indicates that AWAY 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
| AWAY | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 11.68% | -5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 19.17% | 32.70% | -13.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.62% | 35.99% | -13.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.88% | 29.88% | -3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.67% | 28.39% | +3.28% |
AWAY vs. DBE - Expense Ratio Comparison
AWAY has a 0.75% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
AWAY vs. DBE - Dividend Comparison
AWAY has not paid dividends to shareholders, while DBE's dividend yield for the trailing twelve months is around 2.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
AWAY ETFMG Travel Tech ETF | 0.00% | 0.00% | 0.28% | 0.00% | 0.00% | 0.00% | 0.04% | 0.00% | 0.00% |
DBE Invesco DB Energy Fund | 2.29% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
Frequently Asked Questions
AWAY and DBE have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBE has higher volatility (11.68%) compared to AWAY (6.38%). In terms of maximum drawdown, AWAY dropped -56.57% vs DBE's -86.69%.
On 5-year performance, DBE leads with 17.10% vs -7.50% for AWAY. On fees, AWAY is cheaper at 0.75% per year. On volatility, AWAY has been the lower-risk option at 6.38%. 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 17.10% return vs -7.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AWAY is cheaper with a 0.75% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.29%, compared with 0.00% for AWAY.
AWAY is categorized as Consumer Discretionary Equities, while DBE is Oil & Gas. AWAY tracks Prime Travel Technology Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: ETFMG and Invesco. Their fees differ too: 0.75% for AWAY and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (1.61 vs -0.72), 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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