CATH vs. DBE
CATH (Global X S&P 500 Catholic Values ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - CATH is a S&P 500 fund tracking the S&P 500 Catholic Values Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past 10 years, CATH returned 14.82%/yr vs 12.03%/yr for DBE. At a 0.19 correlation, their price movements are largely independent. CATH charges 0.29%/yr vs 0.78%/yr for DBE.
Performance
CATH vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, CATH achieves a 9.37% return, which is significantly lower than DBE's 83.68% return. Over the past 10 years, CATH has outperformed DBE with an annualized return of 14.82%, while DBE has yielded a comparatively lower 12.03% annualized return.
CATH
- 1D
- -0.70%
- 1M
- 4.21%
- YTD
- 9.37%
- 6M
- 9.22%
- 1Y
- 24.47%
- 3Y*
- 20.86%
- 5Y*
- 12.53%
- 10Y*
- 14.82%
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%
CATH vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CATH Global X S&P 500 Catholic Values ETF | 9.37% | 17.08% | 23.34% | 26.15% | -19.96% | 28.87% | 18.80% | 30.64% | -5.80% | 22.83% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 2.96% | -12.14% | 33.77% | 57.56% | -25.91% | 19.72% | -12.95% | 5.21% |
Correlation
The correlation between CATH and DBE is -0.33, 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 | -0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2016 | 0.19 |
The correlation between CATH and DBE shifts across timeframes, from -0.33 (1 year) to 0.19 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CATH vs. DBE — Risk / Return Rank
CATH
DBE
CATH vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Catholic Values ETF (CATH) 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.
| CATH | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 5.89 | -3.28 |
| Martin ratioReturn relative to average drawdown | 11.67 | 11.53 | +0.14 |
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
| CATH | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 2.43 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.67 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.43 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.09 | +0.70 |
Drawdowns
CATH vs. DBE - Drawdown Comparison
The maximum CATH drawdown since its inception was -33.95%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for CATH and DBE.
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Drawdown Indicators
| CATH | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.95% | -86.69% | +52.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -14.41% | +4.99% |
Max Drawdown (3Y)Largest decline over 3 years | -19.34% | -23.89% | +4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -28.14% | -38.74% | +10.60% |
Max Drawdown (10Y)Largest decline over 10 years | -33.95% | -60.84% | +26.89% |
Current DrawdownCurrent decline from peak | -0.70% | -30.27% | +29.57% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -57.31% | +52.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 7.35% | -5.25% |
Volatility
CATH vs. DBE - Volatility Comparison
The current volatility for Global X S&P 500 Catholic Values ETF (CATH) is 2.69%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that CATH 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
| CATH | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 12.95% | -10.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 30.86% | -21.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.14% | 34.97% | -22.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 29.39% | -11.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 28.33% | -9.72% |
CATH vs. DBE - Expense Ratio Comparison
CATH has a 0.29% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
CATH vs. DBE - Dividend Comparison
CATH's dividend yield for the trailing twelve months is around 0.77%, less than DBE's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CATH Global X S&P 500 Catholic Values ETF | 0.77% | 0.84% | 0.95% | 1.16% | 1.34% | 1.03% | 1.23% | 0.68% | 2.01% | 1.27% | 0.50% |
DBE Invesco DB Energy Fund | 2.10% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% | 0.00% | 0.00% |
Frequently Asked Questions
CATH and DBE have a correlation of -0.33, 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 CATH (2.69%). In terms of maximum drawdown, CATH dropped -33.95% vs DBE's -86.69%.
On 10-year performance, CATH leads with 14.82% vs 12.03% for DBE. On fees, CATH is cheaper at 0.29% per year. On volatility, CATH has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, CATH has performed better with a 14.82% return vs 12.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CATH is cheaper with a 0.29% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.10%, compared with 0.77% for CATH.
CATH is categorized as S&P 500, while DBE is Oil & Gas. CATH tracks S&P 500 Catholic Values Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.29% for CATH and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs 2.03), 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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