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DBE vs. PBOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBE vs. PBOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Energy Fund (DBE) and Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBE achieves a 83.68% return, which is significantly higher than PBOG's 32.22% return.


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%

PBOG

1D
1.23%
1M
-2.32%
YTD
32.22%
6M
29.70%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBE vs. PBOG - Yearly Performance Comparison


Correlation

The correlation between DBE and PBOG is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 26, 2025

0.70

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Return for Risk

DBE vs. PBOG — Risk / Return Rank

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

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DBE Omega Ratio Rank: 6565
Omega Ratio Rank
DBE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBE Martin Ratio Rank: 6363
Martin Ratio Rank

PBOG
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.

DBE vs. PBOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Energy Fund (DBE) and Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). 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.


DBEPBOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

5.89

Martin ratioReturn relative to average drawdown

11.53

DBE vs. PBOG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DBEPBOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

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

0.09

3.31

-3.22

Drawdowns

DBE vs. PBOG - Drawdown Comparison

The maximum DBE drawdown since its inception was -86.69%, which is greater than PBOG's maximum drawdown of -11.45%. Use the drawdown chart below to compare losses from any high point for DBE and PBOG.


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Drawdown Indicators


DBEPBOGDifference

Max Drawdown

Largest peak-to-trough decline

-86.69%

-11.45%

-75.24%

Max Drawdown (1Y)

Largest decline over 1 year

-14.41%

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 Drawdown

Current decline from peak

-30.27%

-6.81%

-23.46%

Average Drawdown

Average peak-to-trough decline

-57.31%

-3.10%

-54.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.35%

Volatility

DBE vs. PBOG - Volatility Comparison


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Volatility by Period


DBEPBOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.95%

Volatility (6M)

Calculated over the trailing 6-month period

30.86%

Volatility (1Y)

Calculated over the trailing 1-year period

34.97%

23.67%

+11.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.39%

23.67%

+5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.33%

23.67%

+4.66%

DBE vs. PBOG - Expense Ratio Comparison

DBE has a 0.78% expense ratio, which is higher than PBOG's 0.13% expense ratio.


Dividends

DBE vs. PBOG - Dividend Comparison

DBE's dividend yield for the trailing twelve months is around 2.10%, more than PBOG's 0.13% yield.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.10%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
PBOG
Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF
0.13%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DBE and PBOG have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBOG is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBOG is cheaper with a 0.13% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.10%, compared with 0.13% for PBOG.

DBE tracks DBIQ Optimum Yield Energy Index, while PBOG tracks BITA Global Oil & Gas Select Index. They also come from different issuers: Invesco and Portfolio Building Blocks. Their fees differ too: 0.78% for DBE and 0.13% for PBOG.

Portfolio Optimizer

Find the right allocation for DBE and PBOG

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