PortfoliosLab logoPortfoliosLab logo
BIZD vs. DBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIZD vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck BDC Income ETF (BIZD) and Invesco DB Oil Fund (DBO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BIZD achieves a -4.84% return, which is significantly lower than DBO's 66.72% return. Over the past 10 years, BIZD has underperformed DBO with an annualized return of 7.38%, while DBO has yielded a comparatively higher 11.43% annualized return.


BIZD

1D
2.74%
1M
1.84%
6M
-1.94%
YTD
-4.84%
1Y
-10.71%
3Y*
3.90%
5Y*
5.36%
10Y*
7.38%
ALL TIME*
6.33%

DBO

1D
-5.53%
1M
17.71%
6M
53.16%
YTD
66.72%
1Y
51.44%
3Y*
12.33%
5Y*
13.64%
10Y*
11.43%
ALL TIME*
0.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$35.10M$40.21M$41.46M
$11.34M$10.71M$13.49M

BIZD vs. DBO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIZD
VanEck BDC Income ETF
-4.84%-4.96%15.63%27.02%-8.51%36.25%-7.12%30.87%-6.88%0.36%
DBO
Invesco DB Oil Fund
66.72%-11.71%7.85%-4.44%13.04%60.74%-20.99%28.05%-15.22%4.86%

Correlation

The correlation between BIZD and DBO is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.17

Correlation (3Y)
Balances recent behavior with more history.

-0.01

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.11

Correlation (10Y)
Provides a long-term view across more market conditions.

0.16

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2013

0.21

The correlation between BIZD and DBO shifts across timeframes, from -0.17 (1 year) to 0.21 (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

BIZD vs. DBO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BIZD
BIZD Risk / Return Rank: 55
Overall Rank
BIZD Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BIZD Sortino Ratio Rank: 55
Sortino Ratio Rank
BIZD Omega Ratio Rank: 55
Omega Ratio Rank
BIZD Calmar Ratio Rank: 55
Calmar Ratio Rank
BIZD Martin Ratio Rank: 55
Martin Ratio Rank

DBO
DBO Risk / Return Rank: 5151
Overall Rank
DBO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 5353
Sortino Ratio Rank
DBO Omega Ratio Rank: 5050
Omega Ratio Rank
DBO Calmar Ratio Rank: 5151
Calmar Ratio Rank
DBO Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BIZD vs. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck BDC Income ETF (BIZD) and Invesco DB Oil Fund (DBO). 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.


BIZDDBODifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-2.63

Omega ratioGain probability vs. loss probability

0.92

1.23

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.57

1.86

-2.43

Martin ratioReturn relative to average drawdown

-0.96

5.64

-6.60

BIZD vs. DBO - Sharpe Ratio Comparison

The current BIZD Sharpe Ratio is -0.57, which is lower than the DBO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of BIZD and DBO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BIZD vs. DBO - Drawdown Comparison

The maximum BIZD drawdown since its inception was -55.44%, smaller than the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for BIZD and DBO.


Loading charts...

Drawdown Indicators


BIZDDBODifference

Max Drawdown

Largest peak-to-trough decline

-55.44%

-90.18%

+34.74%

Max Drawdown (1Y)

Largest decline over 1 year

-18.99%

-27.73%

+8.74%

Max Drawdown (3Y)

Largest decline over 3 years

-22.56%

-28.20%

+5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-37.68%

+14.77%

Max Drawdown (10Y)

Largest decline over 10 years

-55.44%

-61.69%

+6.25%

Current Drawdown

Current decline from peak

-15.60%

-56.13%

+40.53%

Average Drawdown

Average peak-to-trough decline

-6.85%

-62.20%

+55.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.22%

9.16%

+2.06%

Volatility

BIZD vs. DBO - Volatility Comparison

The current volatility for VanEck BDC Income ETF (BIZD) is 5.43%, while Invesco DB Oil Fund (DBO) has a volatility of 18.99%. This indicates that BIZD experiences smaller price fluctuations and is considered to be less risky than DBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BIZDDBODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

18.99%

-13.56%

Volatility (6M)

Calculated over the trailing 6-month period

15.32%

34.30%

-18.98%

Volatility (1Y)

Calculated over the trailing 1-year period

19.00%

38.86%

-19.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

33.43%

-15.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.83%

32.24%

-10.41%

BIZD vs. DBO - Expense Ratio Comparison

BIZD has a 12.86% expense ratio, which is higher than DBO's 0.78% expense ratio.


Dividends

BIZD vs. DBO - Dividend Comparison

BIZD's dividend yield for the trailing twelve months is around 11.96%, more than DBO's 2.11% yield.


PositionTTM20252024202320222021202020192018201720162015
BIZD
VanEck BDC Income ETF
11.96%11.78%10.94%10.96%11.21%8.14%10.39%9.13%10.88%9.13%8.51%9.12%
DBO
Invesco DB Oil Fund
2.11%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%0.00%0.00%0.00%

Frequently Asked Questions


BIZD and DBO have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBO has higher volatility (18.99%) compared to BIZD (5.43%). In terms of maximum drawdown, BIZD dropped -55.44% vs DBO's -90.18%.

On 10-year performance, DBO leads with 11.43% vs 7.38% for BIZD. On fees, DBO is cheaper at 0.78% per year. On volatility, BIZD has been the lower-risk option at 5.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBO has performed better with a 11.43% return vs 7.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBO is cheaper with a 0.78% expense ratio, compared with 12.86% for BIZD.

BIZD has the higher dividend yield at 11.96%, compared with 2.11% for DBO.

BIZD is categorized as Financials Equities, while DBO is Oil & Gas. BIZD tracks MVIS US Business Development Companies Index, while DBO tracks DBIQ Optimum Yield Crude Oil Index Excess Return. They also come from different issuers: VanEck and Invesco. Their fees differ too: 12.86% for BIZD and 0.78% for DBO.

DBO currently has the higher Sharpe Ratio (1.33 vs -0.57), 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.

Portfolio Optimizer

Find the right allocation for BIZD and DBO

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