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DBE vs. VDE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBE vs. VDE - Performance Comparison

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

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DBE vs. VDE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBE
Invesco DB Energy Fund
68.74%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%5.21%
VDE
Vanguard Energy ETF
38.21%7.11%6.75%0.03%62.89%56.31%-33.02%9.28%-19.95%-2.50%

Returns By Period

In the year-to-date period, DBE achieves a 68.74% return, which is significantly higher than VDE's 38.21% return. Over the past 10 years, DBE has outperformed VDE with an annualized return of 13.36%, while VDE has yielded a comparatively lower 11.24% annualized return.


DBE

1D
-3.79%
1M
43.62%
YTD
68.74%
6M
60.99%
1Y
56.23%
3Y*
18.11%
5Y*
19.81%
10Y*
13.36%

VDE

1D
-1.12%
1M
10.44%
YTD
38.21%
6M
39.44%
1Y
37.45%
3Y*
18.47%
5Y*
24.23%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBE vs. VDE - Expense Ratio Comparison

DBE has a 0.78% expense ratio, which is higher than VDE's 0.10% expense ratio.


Return for Risk

DBE vs. VDE — Risk / Return Rank

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

DBE
DBE Risk / Return Rank: 8585
Overall Rank
DBE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 8888
Sortino Ratio Rank
DBE Omega Ratio Rank: 8282
Omega Ratio Rank
DBE Calmar Ratio Rank: 9595
Calmar Ratio Rank
DBE Martin Ratio Rank: 7272
Martin Ratio Rank

VDE
VDE Risk / Return Rank: 7777
Overall Rank
VDE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VDE Sortino Ratio Rank: 7979
Sortino Ratio Rank
VDE Omega Ratio Rank: 7979
Omega Ratio Rank
VDE Calmar Ratio Rank: 8080
Calmar Ratio Rank
VDE Martin Ratio Rank: 6464
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. VDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Energy Fund (DBE) and Vanguard Energy ETF (VDE). 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.


DBEVDEDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.51

+0.28

Sortino ratio

Return per unit of downside risk

2.42

1.93

+0.49

Omega ratio

Gain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratio

Return relative to maximum drawdown

4.08

2.05

+2.03

Martin ratio

Return relative to average drawdown

7.27

5.89

+1.38

DBE vs. VDE - Sharpe Ratio Comparison

The current DBE Sharpe Ratio is 1.79, which is comparable to the VDE Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of DBE and VDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DBEVDEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.51

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.92

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.38

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.29

-0.21

Correlation

The correlation between DBE and VDE is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DBE vs. VDE - Dividend Comparison

DBE's dividend yield for the trailing twelve months is around 2.29%, which matches VDE's 2.27% yield.


TTM20252024202320222021202020192018201720162015
DBE
Invesco DB Energy Fund
2.29%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%0.00%0.00%0.00%
VDE
Vanguard Energy ETF
2.27%3.11%3.23%3.34%3.65%4.13%4.76%3.42%3.35%2.90%2.31%3.17%

Drawdowns

DBE vs. VDE - Drawdown Comparison

The maximum DBE drawdown since its inception was -86.69%, which is greater than VDE's maximum drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for DBE and VDE.


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Drawdown Indicators


DBEVDEDifference

Max Drawdown

Largest peak-to-trough decline

-86.69%

-74.20%

-12.49%

Max Drawdown (1Y)

Largest decline over 1 year

-14.70%

-18.91%

+4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-38.74%

-26.58%

-12.16%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

-69.29%

+8.45%

Current Drawdown

Current decline from peak

-35.94%

-2.21%

-33.73%

Average Drawdown

Average peak-to-trough decline

-57.53%

-20.07%

-37.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.26%

6.60%

+1.66%

Volatility

DBE vs. VDE - Volatility Comparison

Invesco DB Energy Fund (DBE) has a higher volatility of 17.01% compared to Vanguard Energy ETF (VDE) at 4.96%. This indicates that DBE's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBEVDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.01%

4.96%

+12.05%

Volatility (6M)

Calculated over the trailing 6-month period

25.33%

13.82%

+11.51%

Volatility (1Y)

Calculated over the trailing 1-year period

31.66%

24.93%

+6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.66%

26.51%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.87%

29.86%

-1.99%