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DBE vs. QOWZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBE vs. QOWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Energy Fund (DBE) and Invesco Nasdaq Free Cash Flow Achievers ETF (QOWZ). 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 75.49% return, which is significantly higher than QOWZ's -5.00% return.


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%

QOWZ

1D
-2.94%
1M
2.32%
YTD
-5.00%
6M
-6.51%
1Y
-0.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBE vs. QOWZ - Yearly Performance Comparison


2026 (YTD)202520242023
DBE
Invesco DB Energy Fund
75.49%-2.17%2.96%0.69%
QOWZ
Invesco Nasdaq Free Cash Flow Achievers ETF
-5.00%7.24%33.16%6.47%

Correlation

The correlation between DBE and QOWZ is -0.23, 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

-0.23

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2023

-0.06

The correlation between DBE and QOWZ shifts across timeframes, from -0.23 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBE vs. QOWZ — Risk / Return Rank

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

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

QOWZ
QOWZ Risk / Return Rank: 88
Overall Rank
QOWZ Sharpe Ratio Rank: 99
Sharpe Ratio Rank
QOWZ Sortino Ratio Rank: 88
Sortino Ratio Rank
QOWZ Omega Ratio Rank: 88
Omega Ratio Rank
QOWZ Calmar Ratio Rank: 99
Calmar Ratio Rank
QOWZ Martin Ratio Rank: 88
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.

DBE vs. QOWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Energy Fund (DBE) and Invesco Nasdaq Free Cash Flow Achievers ETF (QOWZ). 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.


DBEQOWZDifference
Sharpe ratioReturn per unit of total volatility

+2.24

Sortino ratioReturn per unit of downside risk

+2.70

Omega ratioGain probability vs. loss probability

1.37

1.00

+0.36

Calmar ratioReturn relative to maximum drawdown

5.32

-0.05

+5.37

Martin ratioReturn relative to average drawdown

10.35

-0.12

+10.48

DBE vs. QOWZ - Sharpe Ratio Comparison

The current DBE Sharpe Ratio is 2.18, which is higher than the QOWZ Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of DBE and QOWZ, 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


DBEQOWZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

-0.05

+2.24

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

0.09

0.83

-0.74

Drawdowns

DBE vs. QOWZ - Drawdown Comparison

The maximum DBE drawdown since its inception was -86.69%, which is greater than QOWZ's maximum drawdown of -20.36%. Use the drawdown chart below to compare losses from any high point for DBE and QOWZ.


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Drawdown Indicators


DBEQOWZDifference

Max Drawdown

Largest peak-to-trough decline

-86.69%

-20.36%

-66.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.41%

-17.81%

+3.40%

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

-33.38%

-8.62%

-24.76%

Average Drawdown

Average peak-to-trough decline

-57.30%

-3.99%

-53.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.39%

6.74%

+0.65%

Volatility

DBE vs. QOWZ - Volatility Comparison

Invesco DB Energy Fund (DBE) has a higher volatility of 11.07% compared to Invesco Nasdaq Free Cash Flow Achievers ETF (QOWZ) at 6.04%. This indicates that DBE's price experiences larger fluctuations and is considered to be riskier than QOWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBEQOWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.07%

6.04%

+5.03%

Volatility (6M)

Calculated over the trailing 6-month period

31.06%

12.33%

+18.73%

Volatility (1Y)

Calculated over the trailing 1-year period

35.12%

15.53%

+19.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.41%

19.33%

+10.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.34%

19.33%

+9.01%

DBE vs. QOWZ - Expense Ratio Comparison

DBE has a 0.78% expense ratio, which is higher than QOWZ's 0.39% expense ratio.


Dividends

DBE vs. QOWZ - Dividend Comparison

DBE's dividend yield for the trailing twelve months is around 2.20%, more than QOWZ's 0.27% yield.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.20%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
QOWZ
Invesco Nasdaq Free Cash Flow Achievers ETF
0.27%0.28%0.66%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DBE and QOWZ have a correlation of -0.23, 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 QOWZ (6.04%). In terms of maximum drawdown, DBE dropped -86.69% vs QOWZ's -20.36%.

On 1-year performance, DBE leads with 76.30% vs -0.84% for QOWZ. On fees, QOWZ is cheaper at 0.39% per year. On volatility, QOWZ has been the lower-risk option at 6.04%. 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 76.30% return vs -0.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QOWZ is cheaper with a 0.39% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.20%, compared with 0.27% for QOWZ.

DBE is categorized as Oil & Gas, while QOWZ is Large Cap Growth Equities. DBE tracks DBIQ Optimum Yield Energy Index, while QOWZ tracks Nasdaq US Free Cash Flow Achievers Index - Benchmark TR Gross. Their fees differ too: 0.78% for DBE and 0.39% for QOWZ.

DBE currently has the higher Sharpe Ratio (2.18 vs -0.05), 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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