DBE vs. LDRT
DBE (Invesco DB Energy Fund) and LDRT (iShares iBonds 1-5 Year Treasury Ladder ETF) are both exchange-traded funds - DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index, while LDRT is a Government Bonds fund tracking the BlackRock iBonds® 1-5 Year Treasury Ladder Index. Both are passively managed. Over the past year, DBE returned 43.95% vs 3.31% for LDRT. At a correlation of -0.28, they often move in opposite directions. DBE charges 0.78%/yr vs 0.07%/yr for LDRT.
Performance
DBE vs. LDRT - Performance Comparison
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Returns By Period
In the year-to-date period, DBE achieves a 53.97% return, which is significantly higher than LDRT's 0.70% return.
DBE
- 1D
- -0.63%
- 1M
- -16.23%
- YTD
- 53.97%
- 6M
- 50.93%
- 1Y
- 43.95%
- 3Y*
- 16.83%
- 5Y*
- 14.66%
- 10Y*
- 10.12%
LDRT
- 1D
- -0.04%
- 1M
- 0.12%
- YTD
- 0.70%
- 6M
- 0.88%
- 1Y
- 3.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBE vs. LDRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DBE Invesco DB Energy Fund | 53.97% | -2.17% | 1.27% |
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF | 0.70% | 5.55% | 0.44% |
Correlation
The correlation between DBE and LDRT is -0.30, 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 | -0.30 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | -0.28 |
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Return for Risk
DBE vs. LDRT — Risk / Return Rank
DBE
LDRT
DBE vs. LDRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DB Energy Fund (DBE) and iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT). 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.
| DBE | LDRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 2.98 | -0.91 |
| Martin ratioReturn relative to average drawdown | 6.89 | 7.70 | -0.82 |
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Drawdowns
DBE vs. LDRT - Drawdown Comparison
The maximum DBE drawdown since its inception was -86.69%, which is greater than LDRT's maximum drawdown of -1.11%. Use the drawdown chart below to compare losses from any high point for DBE and LDRT.
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Drawdown Indicators
| DBE | LDRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.69% | -1.11% | -85.58% |
Max Drawdown (1Y)Largest decline over 1 year | -21.28% | -1.11% | -20.17% |
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 | -41.55% | -0.54% | -41.01% |
Average DrawdownAverage peak-to-trough decline | -57.24% | -0.33% | -56.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.42% | 0.43% | +5.99% |
Volatility
DBE vs. LDRT - Volatility Comparison
Invesco DB Energy Fund (DBE) has a higher volatility of 9.37% compared to iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) at 0.79%. This indicates that DBE's price experiences larger fluctuations and is considered to be riskier than LDRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBE | LDRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 0.79% | +8.58% |
Volatility (6M)Calculated over the trailing 6-month period | 31.44% | 1.64% | +29.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.27% | 2.79% | +32.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.58% | 2.76% | +26.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.34% | 2.76% | +25.58% |
DBE vs. LDRT - Expense Ratio Comparison
DBE has a 0.78% expense ratio, which is higher than LDRT's 0.07% expense ratio.
Dividends
DBE vs. LDRT - Dividend Comparison
DBE's dividend yield for the trailing twelve months is around 2.51%, less than LDRT's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.51% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF | 4.09% | 3.86% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DBE and LDRT have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBE has higher volatility (9.37%) compared to LDRT (0.79%). In terms of maximum drawdown, DBE dropped -86.69% vs LDRT's -1.11%.
On 1-year performance, DBE leads with 43.95% vs 3.31% for LDRT. On fees, LDRT is cheaper at 0.07% per year. On volatility, LDRT has been the lower-risk option at 0.79%. 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 43.95% return vs 3.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LDRT is cheaper with a 0.07% expense ratio, compared with 0.78% for DBE.
LDRT has the higher dividend yield at 4.09%, compared with 2.51% for DBE.
DBE is categorized as Oil & Gas, while LDRT is Government Bonds. DBE tracks DBIQ Optimum Yield Energy Index, while LDRT tracks BlackRock iBonds® 1-5 Year Treasury Ladder Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.78% for DBE and 0.07% for LDRT.
DBE currently has the higher Sharpe Ratio (1.27 vs 1.19), 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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