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CVAR vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVAR vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cultivar ETF (CVAR) 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, CVAR achieves a 0.41% return, which is significantly lower than DBE's 75.49% return.


CVAR

1D
-0.97%
1M
-0.71%
YTD
0.41%
6M
1.56%
1Y
11.39%
3Y*
8.25%
5Y*
10Y*

DBE

1D
-1.98%
1M
-1.03%
YTD
75.49%
6M
64.58%
1Y
76.30%
3Y*
21.68%
5Y*
18.57%
10Y*
11.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVAR vs. DBE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CVAR
Cultivar ETF
0.41%14.95%3.12%11.74%-5.03%0.71%
DBE
Invesco DB Energy Fund
75.49%-2.17%2.96%-12.14%33.77%1.01%

Correlation

The correlation between CVAR and DBE is -0.17, 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

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2021

0.12

The correlation between CVAR and DBE shifts across timeframes, from -0.17 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CVAR vs. DBE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CVAR
CVAR Risk / Return Rank: 2828
Overall Rank
CVAR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CVAR Sortino Ratio Rank: 3030
Sortino Ratio Rank
CVAR Omega Ratio Rank: 2828
Omega Ratio Rank
CVAR Calmar Ratio Rank: 3030
Calmar Ratio Rank
CVAR Martin Ratio Rank: 2626
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 6969
Overall Rank
DBE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6161
Sortino Ratio Rank
DBE Omega Ratio Rank: 6363
Omega Ratio Rank
DBE Calmar Ratio Rank: 9090
Calmar Ratio Rank
DBE Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CVAR vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cultivar ETF (CVAR) 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.


CVARDBEDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.19

Calmar ratioReturn relative to maximum drawdown

1.35

5.32

-3.97

Martin ratioReturn relative to average drawdown

3.26

10.35

-7.09

CVAR vs. DBE - Sharpe Ratio Comparison

The current CVAR Sharpe Ratio is 1.00, which is lower than the DBE Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of CVAR 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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Sharpe Ratios by Period


CVARDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.18

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.09

+0.28

Drawdowns

CVAR vs. DBE - Drawdown Comparison

The maximum CVAR drawdown since its inception was -19.39%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for CVAR and DBE.


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Drawdown Indicators


CVARDBEDifference

Max Drawdown

Largest peak-to-trough decline

-19.39%

-86.69%

+67.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-14.41%

+5.96%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

-23.89%

+8.31%

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

-6.42%

-33.38%

+26.96%

Average Drawdown

Average peak-to-trough decline

-5.51%

-57.30%

+51.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

7.39%

-3.89%

Volatility

CVAR vs. DBE - Volatility Comparison

The current volatility for Cultivar ETF (CVAR) is 2.49%, while Invesco DB Energy Fund (DBE) has a volatility of 11.07%. This indicates that CVAR 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


CVARDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

11.07%

-8.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

31.06%

-23.48%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

35.12%

-23.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

29.41%

-13.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.47%

28.34%

-12.87%

CVAR vs. DBE - Expense Ratio Comparison

CVAR has a 0.87% expense ratio, which is higher than DBE's 0.78% expense ratio.


Dividends

CVAR vs. DBE - Dividend Comparison

CVAR's dividend yield for the trailing twelve months is around 1.52%, less than DBE's 2.20% yield.


PositionTTM20252024202320222021202020192018
CVAR
Cultivar ETF
1.52%1.53%3.57%1.41%5.52%0.00%0.00%0.00%0.00%
DBE
Invesco DB Energy Fund
2.20%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%

Frequently Asked Questions


CVAR and DBE 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.

DBE has higher volatility (11.07%) compared to CVAR (2.49%). In terms of maximum drawdown, CVAR dropped -19.39% vs DBE's -86.69%.

On 3-year performance, DBE leads with 21.68% vs 8.25% for CVAR. On fees, DBE is cheaper at 0.78% per year. On volatility, CVAR has been the lower-risk option at 2.49%. 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 21.68% return vs 8.25%. 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 0.87% for CVAR.

DBE has the higher dividend yield at 2.20%, compared with 1.52% for CVAR.

CVAR is categorized as Mid Cap Value Equities, while DBE is Oil & Gas. They also come from different issuers: Cultivar and Invesco. Their fees differ too: 0.87% for CVAR and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.18 vs 1.00), 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

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