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 -11.00%/yr vs 19.05%/yr for DBE. At a 0.17 correlation, their price movements are largely independent. AWAY charges 0.75%/yr vs 0.78%/yr for DBE.
Performance
AWAY vs. DBE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AWAY achieves a -15.47% return, which is significantly lower than DBE's 79.04% return.
AWAY
- 1D
- 1.11%
- 1M
- -1.83%
- YTD
- -15.47%
- 6M
- -16.29%
- 1Y
- -17.95%
- 3Y*
- 0.57%
- 5Y*
- -11.00%
- 10Y*
- —
DBE
- 1D
- -2.52%
- 1M
- -6.01%
- YTD
- 79.04%
- 6M
- 69.31%
- 1Y
- 81.31%
- 3Y*
- 22.41%
- 5Y*
- 19.05%
- 10Y*
- 11.58%
AWAY vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AWAY ETFMG Travel Tech ETF | -15.47% | -3.36% | 10.44% | 17.94% | -32.25% | -5.91% | 4.41% |
DBE Invesco DB Energy Fund | 79.04% | -2.17% | 2.96% | -12.14% | 33.77% | 57.56% | -14.58% |
Correlation
The correlation between AWAY and DBE is -0.31, 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 | -0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2020 | 0.17 |
The correlation between AWAY and DBE shifts across timeframes, from -0.31 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| AWAY | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.14 | ||
| Sortino ratioReturn per unit of downside risk | -3.90 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.39 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 5.67 | -6.22 |
| Martin ratioReturn relative to average drawdown | -1.10 | 11.08 | -12.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AWAY | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.80 | 2.33 | -3.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | 0.65 | -1.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.09 | -0.26 |
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.
Loading charts...
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% | -14.41% | -18.42% |
Max Drawdown (3Y)Largest decline over 3 years | -32.83% | -23.89% | -8.94% |
Max Drawdown (5Y)Largest decline over 5 years | -52.49% | -38.74% | -13.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.84% | — |
Current DrawdownCurrent decline from peak | -49.01% | -32.03% | -16.98% |
Average DrawdownAverage peak-to-trough decline | -36.16% | -57.30% | +21.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.40% | 7.37% | +9.03% |
Volatility
AWAY vs. DBE - Volatility Comparison
The current volatility for ETFMG Travel Tech ETF (AWAY) is 7.10%, while Invesco DB Energy Fund (DBE) has a volatility of 13.05%. 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.
Loading charts...
Volatility by Period
| AWAY | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 13.05% | -5.95% |
Volatility (6M)Calculated over the trailing 6-month period | 17.95% | 30.97% | -13.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.39% | 35.07% | -12.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.83% | 29.41% | -2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.81% | 28.34% | +3.47% |
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 2.16%.
| 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 | 2.16% | 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 -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBE has higher volatility (13.05%) compared to AWAY (7.10%). In terms of maximum drawdown, AWAY dropped -56.57% vs DBE's -86.69%.
On 5-year performance, DBE leads with 19.05% vs -11.00% for AWAY. On fees, AWAY is cheaper at 0.75% per year. On volatility, AWAY has been the lower-risk option at 7.10%. 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 19.05% return vs -11.00%. 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 2.16%, 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 (2.33 vs -0.80), 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.
Find the right allocation for AWAY and DBE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer