BBLU vs. DBE
BBLU (Ea Bridgeway Blue Chip ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - BBLU is a Large Cap Growth Equities fund actively managed by Alpha Architect, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. BBLU is actively managed, while DBE is passively managed. Over the past 3 years, BBLU returned 23.09%/yr vs 23.42%/yr for DBE. At a 0.05 correlation, their price movements are largely independent. BBLU charges 0.15%/yr vs 0.78%/yr for DBE.
Performance
BBLU vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, BBLU achieves a 10.22% return, which is significantly lower than DBE's 83.68% return.
BBLU
- 1D
- -0.83%
- 1M
- 5.85%
- YTD
- 10.22%
- 6M
- 10.38%
- 1Y
- 29.32%
- 3Y*
- 23.09%
- 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%
BBLU vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BBLU Ea Bridgeway Blue Chip ETF | 10.22% | 18.40% | 27.47% | 31.11% | 6.20% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 2.96% | -12.14% | -6.67% |
Correlation
The correlation between BBLU 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 (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2022 | 0.05 |
The correlation between BBLU and DBE shifts across timeframes, from -0.22 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BBLU vs. DBE — Risk / Return Rank
BBLU
DBE
BBLU vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) 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.
| BBLU | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.40 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 5.89 | -1.81 |
| Martin ratioReturn relative to average drawdown | 16.28 | 11.53 | +4.75 |
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
| BBLU | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 2.43 | +0.20 |
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 | 1.81 | 0.09 | +1.71 |
Drawdowns
BBLU vs. DBE - Drawdown Comparison
The maximum BBLU drawdown since its inception was -17.20%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for BBLU and DBE.
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Drawdown Indicators
| BBLU | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.20% | -86.69% | +69.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -14.41% | +7.19% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | -23.89% | +6.69% |
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 | -0.83% | -30.27% | +29.44% |
Average DrawdownAverage peak-to-trough decline | -1.98% | -57.31% | +55.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 7.35% | -5.54% |
Volatility
BBLU vs. DBE - Volatility Comparison
The current volatility for Ea Bridgeway Blue Chip ETF (BBLU) is 2.82%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that BBLU 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
| BBLU | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 12.95% | -10.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 30.86% | -22.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 34.97% | -23.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.53% | 29.39% | -14.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.53% | 28.33% | -13.80% |
BBLU vs. DBE - Expense Ratio Comparison
BBLU has a 0.15% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
BBLU vs. DBE - Dividend Comparison
BBLU's dividend yield for the trailing twelve months is around 1.14%, less than DBE's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BBLU Ea Bridgeway Blue Chip ETF | 1.14% | 1.25% | 1.39% | 1.68% | 32.08% | 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
BBLU 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 BBLU (2.82%). In terms of maximum drawdown, BBLU dropped -17.20% vs DBE's -86.69%.
On 3-year performance, DBE leads with 23.42% vs 23.09% for BBLU. On fees, BBLU is cheaper at 0.15% per year. On volatility, BBLU has been the lower-risk option at 2.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DBE has performed better with a 23.42% return vs 23.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BBLU is cheaper with a 0.15% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.10%, compared with 1.14% for BBLU.
BBLU is categorized as Large Cap Growth Equities, while DBE is Oil & Gas. They also come from different issuers: Alpha Architect and Invesco. Their fees differ too: 0.15% for BBLU and 0.78% for DBE.
BBLU currently has the higher Sharpe Ratio (2.63 vs 2.43), 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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