BSVO vs. DBE
BSVO (EA Bridgeway Omni Small-Cap Value ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - BSVO is a Small Cap Value Equities fund actively managed by Bridgeway, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. BSVO is actively managed, while DBE is passively managed. Over the past 3 years, BSVO returned 18.56%/yr vs 23.42%/yr for DBE. At a 0.09 correlation, their price movements are largely independent. BSVO charges 0.47%/yr vs 0.78%/yr for DBE.
Performance
BSVO vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, BSVO achieves a 18.09% return, which is significantly lower than DBE's 83.68% return.
BSVO
- 1D
- -1.86%
- 1M
- 0.33%
- YTD
- 18.09%
- 6M
- 17.20%
- 1Y
- 41.30%
- 3Y*
- 18.56%
- 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%
BSVO vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BSVO EA Bridgeway Omni Small-Cap Value ETF | 18.09% | 9.21% | 4.68% | 22.38% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 2.96% | -4.34% |
Correlation
The correlation between BSVO and DBE is -0.20, 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 | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023 | 0.09 |
The correlation between BSVO and DBE shifts across timeframes, from -0.20 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BSVO vs. DBE — Risk / Return Rank
BSVO
DBE
BSVO vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EA Bridgeway Omni Small-Cap Value ETF (BSVO) 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.
| BSVO | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.40 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.99 | 5.89 | -0.90 |
| Martin ratioReturn relative to average drawdown | 14.22 | 11.53 | +2.69 |
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
| BSVO | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.43 | -0.22 |
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 | 0.78 | 0.09 | +0.69 |
Drawdowns
BSVO vs. DBE - Drawdown Comparison
The maximum BSVO drawdown since its inception was -28.67%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for BSVO and DBE.
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Drawdown Indicators
| BSVO | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.67% | -86.69% | +58.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -14.41% | +6.10% |
Max Drawdown (3Y)Largest decline over 3 years | -28.67% | -23.89% | -4.78% |
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 | -1.86% | -30.27% | +28.41% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -57.31% | +51.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 7.35% | -4.44% |
Volatility
BSVO vs. DBE - Volatility Comparison
The current volatility for EA Bridgeway Omni Small-Cap Value ETF (BSVO) is 4.77%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that BSVO 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
| BSVO | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 12.95% | -8.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 30.86% | -18.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.88% | 34.97% | -16.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.72% | 29.39% | -7.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 28.33% | -6.61% |
BSVO vs. DBE - Expense Ratio Comparison
BSVO has a 0.47% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
BSVO vs. DBE - Dividend Comparison
BSVO's dividend yield for the trailing twelve months is around 1.29%, less than DBE's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BSVO EA Bridgeway Omni Small-Cap Value ETF | 1.29% | 1.52% | 1.61% | 1.43% | 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
BSVO and DBE have a correlation of -0.20, 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 BSVO (4.77%). In terms of maximum drawdown, BSVO dropped -28.67% vs DBE's -86.69%.
On 3-year performance, DBE leads with 23.42% vs 18.56% for BSVO. On fees, BSVO is cheaper at 0.47% per year. On volatility, BSVO has been the lower-risk option at 4.77%. 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 18.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BSVO is cheaper with a 0.47% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.10%, compared with 1.29% for BSVO.
BSVO is categorized as Small Cap Value Equities, while DBE is Oil & Gas. They also come from different issuers: Bridgeway and Invesco. Their fees differ too: 0.47% for BSVO and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs 2.21), 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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