BBB vs. DBE
BBB (CYBER HORNET S&P 500 and Bitcoin 75/25 Strategy ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - BBB is a Diversified Portfolio fund tracking the S&P 500 and S&P Bitcoin 75/25 Blend Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past year, BBB returned 6.63% vs 84.41% for DBE. At a correlation of -0.04, they often move in opposite directions. BBB charges 0.98%/yr vs 0.78%/yr for DBE.
Performance
BBB vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, BBB achieves a 0.99% return, which is significantly lower than DBE's 83.68% return.
BBB
- 1D
- -1.05%
- 1M
- -0.85%
- YTD
- 0.99%
- 6M
- -0.49%
- 1Y
- 6.63%
- 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%
BBB vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BBB CYBER HORNET S&P 500 and Bitcoin 75/25 Strategy ETF | 0.99% | 9.73% | 38.82% | -0.24% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 2.96% | -0.57% |
Correlation
The correlation between BBB and DBE is -0.22, 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 | -0.22 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2023 | -0.04 |
The correlation between BBB and DBE shifts across timeframes, from -0.22 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BBB vs. DBE — Risk / Return Rank
BBB
DBE
BBB vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CYBER HORNET S&P 500 and Bitcoin 75/25 Strategy ETF (BBB) 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.
| BBB | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.40 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 5.89 | -5.51 |
| Martin ratioReturn relative to average drawdown | 0.96 | 11.53 | -10.57 |
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
| BBB | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 2.43 | -2.05 |
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 | 0.88 | 0.09 | +0.79 |
Drawdowns
BBB vs. DBE - Drawdown Comparison
The maximum BBB drawdown since its inception was -21.98%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for BBB and DBE.
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Drawdown Indicators
| BBB | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.98% | -86.69% | +64.71% |
Max Drawdown (1Y)Largest decline over 1 year | -17.74% | -14.41% | -3.33% |
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 | -6.16% | -30.27% | +24.11% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -57.31% | +52.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.94% | 7.35% | -0.41% |
Volatility
BBB vs. DBE - Volatility Comparison
The current volatility for CYBER HORNET S&P 500 and Bitcoin 75/25 Strategy ETF (BBB) is 3.73%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that BBB 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
| BBB | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 12.95% | -9.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 30.86% | -17.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.54% | 34.97% | -17.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.02% | 29.39% | -7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.02% | 28.33% | -6.31% |
BBB vs. DBE - Expense Ratio Comparison
BBB has a 0.98% expense ratio, which is higher than DBE's 0.78% expense ratio.
Dividends
BBB vs. DBE - Dividend Comparison
BBB's dividend yield for the trailing twelve months is around 0.21%, less than DBE's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BBB CYBER HORNET S&P 500 and Bitcoin 75/25 Strategy ETF | 0.21% | 0.21% | 6.74% | 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
BBB and DBE have a correlation of -0.22, 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 BBB (3.73%). In terms of maximum drawdown, BBB dropped -21.98% vs DBE's -86.69%.
On 1-year performance, DBE leads with 84.41% vs 6.63% for BBB. On fees, DBE is cheaper at 0.78% per year. On volatility, BBB has been the lower-risk option at 3.73%. 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 6.63%. 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 0.98% for BBB.
DBE has the higher dividend yield at 2.10%, compared with 0.21% for BBB.
BBB is categorized as Diversified Portfolio, while DBE is Oil & Gas. BBB tracks S&P 500 and S&P Bitcoin 75/25 Blend Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: CYBER HORNET and Invesco. Their fees differ too: 0.98% for BBB and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs 0.38), 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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