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CEPI vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEPI vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX Crypto Equity Premium Income ETF (CEPI) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEPI achieves a 18.92% return, which is significantly lower than DBE's 63.93% return.


CEPI

1D
1.25%
1M
2.09%
6M
17.67%
YTD
18.92%
1Y
21.57%
3Y*
5Y*
10Y*
ALL TIME*
12.94%

DBE

1D
-4.28%
1M
11.01%
6M
47.49%
YTD
63.93%
1Y
55.67%
3Y*
13.55%
5Y*
16.46%
10Y*
11.75%
ALL TIME*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.24M$1.26M$1.60M
$1.35M$1.09M$1.64M

CEPI vs. DBE - Yearly Performance Comparison


2026 (YTD)20252024
CEPI
REX Crypto Equity Premium Income ETF
18.92%10.75%-7.02%
DBE
Invesco DB Energy Fund
63.93%-2.17%3.23%

Correlation

The correlation between CEPI and DBE is -0.18, 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.

-0.18

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2024

-0.05

The correlation between CEPI and DBE shifts across timeframes, from -0.18 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CEPI vs. DBE — Risk / Return Rank

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

CEPI
CEPI Risk / Return Rank: 2828
Overall Rank
CEPI Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CEPI Sortino Ratio Rank: 2929
Sortino Ratio Rank
CEPI Omega Ratio Rank: 2828
Omega Ratio Rank
CEPI Calmar Ratio Rank: 2828
Calmar Ratio Rank
CEPI Martin Ratio Rank: 2626
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 5353
Overall Rank
DBE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 5252
Sortino Ratio Rank
DBE Omega Ratio Rank: 5050
Omega Ratio Rank
DBE Calmar Ratio Rank: 5757
Calmar Ratio Rank
DBE Martin Ratio Rank: 5353
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.

CEPI vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX Crypto Equity Premium Income ETF (CEPI) 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.

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.


CEPIDBEDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.15

1.26

-0.11

Calmar ratioReturn relative to maximum drawdown

0.96

2.26

-1.30

Martin ratioReturn relative to average drawdown

2.24

7.03

-4.80

CEPI vs. DBE - Sharpe Ratio Comparison

The current CEPI Sharpe Ratio is 0.74, which is lower than the DBE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of CEPI and DBE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CEPI vs. DBE - Drawdown Comparison

The maximum CEPI drawdown since its inception was -29.48%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for CEPI and DBE.


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Drawdown Indicators


CEPIDBEDifference

Max Drawdown

Largest peak-to-trough decline

-29.48%

-86.69%

+57.21%

Max Drawdown (1Y)

Largest decline over 1 year

-22.47%

-24.72%

+2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-24.72%

Max Drawdown (5Y)

Largest decline over 5 years

-38.74%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-4.56%

-37.77%

+33.21%

Average Drawdown

Average peak-to-trough decline

-8.22%

-57.12%

+48.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.65%

7.95%

+1.70%

Volatility

CEPI vs. DBE - Volatility Comparison

The current volatility for REX Crypto Equity Premium Income ETF (CEPI) is 11.17%, while Invesco DB Energy Fund (DBE) has a volatility of 15.88%. This indicates that CEPI 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


CEPIDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.17%

15.88%

-4.71%

Volatility (6M)

Calculated over the trailing 6-month period

23.73%

33.82%

-10.09%

Volatility (1Y)

Calculated over the trailing 1-year period

29.34%

37.86%

-8.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.88%

30.19%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.88%

28.64%

+3.24%

CEPI vs. DBE - Expense Ratio Comparison

CEPI has a 0.85% expense ratio, which is higher than DBE's 0.78% expense ratio.


Dividends

CEPI vs. DBE - Dividend Comparison

CEPI's dividend yield for the trailing twelve months is around 44.15%, more than DBE's 2.36% yield.


PositionTTM20252024202320222021202020192018
CEPI
REX Crypto Equity Premium Income ETF
44.15%50.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBE
Invesco DB Energy Fund
2.36%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%

Frequently Asked Questions


CEPI and DBE have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (15.88%) compared to CEPI (11.17%). In terms of maximum drawdown, CEPI dropped -29.48% vs DBE's -86.69%.

On 1-year performance, DBE leads with 55.67% vs 21.57% for CEPI. On fees, DBE is cheaper at 0.78% per year. On volatility, CEPI has been the lower-risk option at 11.17%. 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 55.67% return vs 21.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBE is cheaper with a 0.78% expense ratio, compared with 0.85% for CEPI.

CEPI has the higher dividend yield at 44.15%, compared with 2.36% for DBE.

CEPI is categorized as Derivative Income, while DBE is Oil & Gas. They also come from different issuers: REX and Invesco. Their fees differ too: 0.85% for CEPI and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (1.48 vs 0.74), 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 CEPI and DBE

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