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DBO vs. AVSF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBO vs. AVSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Oil Fund (DBO) and Avantis Short-Term Fixed Income ETF (AVSF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBO achieves a 76.15% return, which is significantly higher than AVSF's 0.55% return.


DBO

1D
-2.05%
1M
1.22%
YTD
76.15%
6M
69.63%
1Y
72.26%
3Y*
20.11%
5Y*
14.88%
10Y*
10.48%

AVSF

1D
0.12%
1M
0.16%
YTD
0.55%
6M
0.94%
1Y
3.99%
3Y*
4.84%
5Y*
1.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBO vs. AVSF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DBO
Invesco DB Oil Fund
76.15%-11.71%7.85%-4.44%13.04%60.74%14.85%
AVSF
Avantis Short-Term Fixed Income ETF
0.55%6.57%3.81%5.25%-5.52%-1.17%0.53%

Correlation

The correlation between DBO and AVSF is -0.42, 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

-0.42

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

-0.20

Correlation (5Y)
Calculated over the trailing 5-year period

-0.13

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2020

-0.12

Over the past year, the inverse relationship between DBO and AVSF has strengthened: their correlation has moved from -0.12 to -0.42, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

DBO vs. AVSF — Risk / Return Rank

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

DBO
DBO Risk / Return Rank: 6262
Overall Rank
DBO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 6060
Sortino Ratio Rank
DBO Omega Ratio Rank: 5757
Omega Ratio Rank
DBO Calmar Ratio Rank: 8080
Calmar Ratio Rank
DBO Martin Ratio Rank: 5050
Martin Ratio Rank

AVSF
AVSF Risk / Return Rank: 6565
Overall Rank
AVSF Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AVSF Sortino Ratio Rank: 7474
Sortino Ratio Rank
AVSF Omega Ratio Rank: 6868
Omega Ratio Rank
AVSF Calmar Ratio Rank: 5858
Calmar Ratio Rank
AVSF Martin Ratio Rank: 6161
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.

DBO vs. AVSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Oil Fund (DBO) and Avantis Short-Term Fixed Income ETF (AVSF). 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.


DBOAVSFDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.34

1.40

-0.06

Calmar ratioReturn relative to maximum drawdown

3.99

2.83

+1.17

Martin ratioReturn relative to average drawdown

8.09

10.73

-2.63

DBO vs. AVSF - Sharpe Ratio Comparison

The current DBO Sharpe Ratio is 2.10, which is comparable to the AVSF Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of DBO and AVSF, 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


DBOAVSFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.14

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.70

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.67

-0.66

Drawdowns

DBO vs. AVSF - Drawdown Comparison

The maximum DBO drawdown since its inception was -90.18%, which is greater than AVSF's maximum drawdown of -8.85%. Use the drawdown chart below to compare losses from any high point for DBO and AVSF.


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Drawdown Indicators


DBOAVSFDifference

Max Drawdown

Largest peak-to-trough decline

-90.18%

-8.85%

-81.33%

Max Drawdown (1Y)

Largest decline over 1 year

-18.19%

-1.42%

-16.77%

Max Drawdown (3Y)

Largest decline over 3 years

-28.20%

-1.42%

-26.78%

Max Drawdown (5Y)

Largest decline over 5 years

-37.68%

-8.85%

-28.83%

Max Drawdown (10Y)

Largest decline over 10 years

-61.69%

Current Drawdown

Current decline from peak

-53.65%

-0.43%

-53.22%

Average Drawdown

Average peak-to-trough decline

-62.25%

-2.20%

-60.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.96%

0.37%

+8.59%

Volatility

DBO vs. AVSF - Volatility Comparison

Invesco DB Oil Fund (DBO) has a higher volatility of 11.00% compared to Avantis Short-Term Fixed Income ETF (AVSF) at 0.57%. This indicates that DBO's price experiences larger fluctuations and is considered to be riskier than AVSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBOAVSFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.00%

0.57%

+10.43%

Volatility (6M)

Calculated over the trailing 6-month period

28.43%

1.35%

+27.08%

Volatility (1Y)

Calculated over the trailing 1-year period

34.63%

1.88%

+32.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.31%

2.65%

+29.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.79%

2.52%

+29.27%

DBO vs. AVSF - Expense Ratio Comparison

DBO has a 0.78% expense ratio, which is higher than AVSF's 0.15% expense ratio.


Dividends

DBO vs. AVSF - Dividend Comparison

DBO's dividend yield for the trailing twelve months is around 1.99%, less than AVSF's 4.36% yield.


PositionTTM20252024202320222021202020192018
AVSF
Avantis Short-Term Fixed Income ETF
4.36%4.31%4.34%3.93%1.78%0.48%0.10%0.00%0.00%
DBO
Invesco DB Oil Fund
1.99%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%

Frequently Asked Questions


DBO and AVSF have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBO has higher volatility (11.00%) compared to AVSF (0.57%). In terms of maximum drawdown, DBO dropped -90.18% vs AVSF's -8.85%.

On 5-year performance, DBO leads with 14.88% vs 1.85% for AVSF. On fees, AVSF is cheaper at 0.15% per year. On volatility, AVSF has been the lower-risk option at 0.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBO has performed better with a 14.88% return vs 1.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVSF is cheaper with a 0.15% expense ratio, compared with 0.78% for DBO.

AVSF has the higher dividend yield at 4.36%, compared with 1.99% for DBO.

DBO is categorized as Oil & Gas, while AVSF is Short-Term Bond. They also come from different issuers: Invesco and Avantis. Their fees differ too: 0.78% for DBO and 0.15% for AVSF.

AVSF currently has the higher Sharpe Ratio (2.14 vs 2.10), 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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