BOBP vs. DBE
BOBP (CORE16 Best of Breed Premier Index ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - BOBP is a Large Cap Blend Equities fund tracking the CORE16 Best of Breed Premier Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past year, BOBP returned 34.52% vs 84.41% for DBE. At a correlation of -0.27, they often move in opposite directions. BOBP charges 0.70%/yr vs 0.78%/yr for DBE.
Performance
BOBP vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, BOBP achieves a 24.96% return, which is significantly lower than DBE's 83.68% return.
BOBP
- 1D
- 0.43%
- 1M
- 9.07%
- YTD
- 24.96%
- 6M
- 24.49%
- 1Y
- 34.52%
- 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%
BOBP vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BOBP CORE16 Best of Breed Premier Index ETF | 24.96% | 8.50% |
DBE Invesco DB Energy Fund | 83.68% | 1.61% |
Correlation
The correlation between BOBP and DBE is -0.27, 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 | -0.27 |
Correlation (All Time) Calculated using the full available price history since May 22, 2025 | -0.27 |
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Return for Risk
BOBP vs. DBE — Risk / Return Rank
BOBP
DBE
BOBP vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CORE16 Best of Breed Premier Index ETF (BOBP) 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.
| BOBP | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.40 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 5.89 | -3.24 |
| Martin ratioReturn relative to average drawdown | 11.75 | 11.53 | +0.22 |
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
| BOBP | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 2.43 | -0.55 |
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 | 1.89 | 0.09 | +1.80 |
Drawdowns
BOBP vs. DBE - Drawdown Comparison
The maximum BOBP drawdown since its inception was -13.06%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for BOBP and DBE.
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Drawdown Indicators
| BOBP | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.06% | -86.69% | +73.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.06% | -14.41% | +1.35% |
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 | 0.00% | -30.27% | +30.27% |
Average DrawdownAverage peak-to-trough decline | -1.63% | -57.31% | +55.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 7.35% | -4.40% |
Volatility
BOBP vs. DBE - Volatility Comparison
The current volatility for CORE16 Best of Breed Premier Index ETF (BOBP) is 7.11%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that BOBP 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
| BOBP | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.11% | 12.95% | -5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 30.86% | -14.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.46% | 34.97% | -16.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.27% | 29.39% | -11.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 28.33% | -10.06% |
BOBP vs. DBE - Expense Ratio Comparison
BOBP has a 0.70% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
BOBP vs. DBE - Dividend Comparison
BOBP's dividend yield for the trailing twelve months is around 2.65%, more than DBE's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BOBP CORE16 Best of Breed Premier Index ETF | 2.65% | 3.31% | 0.00% | 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
BOBP and DBE have a correlation of -0.27, 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 BOBP (7.11%). In terms of maximum drawdown, BOBP dropped -13.06% vs DBE's -86.69%.
On 1-year performance, DBE leads with 84.41% vs 34.52% for BOBP. On fees, BOBP is cheaper at 0.70% per year. On volatility, BOBP has been the lower-risk option at 7.11%. 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 34.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BOBP is cheaper with a 0.70% expense ratio, compared with 0.78% for DBE.
BOBP has the higher dividend yield at 2.65%, compared with 2.10% for DBE.
BOBP is categorized as Large Cap Blend Equities, while DBE is Oil & Gas. BOBP tracks CORE16 Best of Breed Premier Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Exchange Traded Concepts and Invesco. Their fees differ too: 0.70% for BOBP and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs 1.88), 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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