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DBO vs. PBOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBO vs. PBOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Oil Fund (DBO) 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, DBO achieves a 84.75% return, which is significantly higher than PBOG's 32.22% return.


DBO

1D
2.27%
1M
-2.34%
YTD
84.75%
6M
81.10%
1Y
80.26%
3Y*
21.86%
5Y*
15.98%
10Y*
11.37%

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)

DBO vs. PBOG - Yearly Performance Comparison


Correlation

The correlation between DBO and PBOG is 0.72, 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

0.72

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Return for Risk

DBO vs. PBOG — Risk / Return Rank

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

DBO
DBO Risk / Return Rank: 6565
Overall Rank
DBO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 6262
Sortino Ratio Rank
DBO Omega Ratio Rank: 6060
Omega Ratio Rank
DBO Calmar Ratio Rank: 8383
Calmar Ratio Rank
DBO Martin Ratio Rank: 5252
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.

DBO vs. PBOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Oil Fund (DBO) 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.


DBOPBOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

4.44

Martin ratioReturn relative to average drawdown

9.02

DBO vs. PBOG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DBOPBOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

3.31

-3.29

Drawdowns

DBO vs. PBOG - Drawdown Comparison

The maximum DBO drawdown since its inception was -90.18%, which is greater than PBOG's maximum drawdown of -11.45%. Use the drawdown chart below to compare losses from any high point for DBO and PBOG.


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Drawdown Indicators


DBOPBOGDifference

Max Drawdown

Largest peak-to-trough decline

-90.18%

-11.45%

-78.73%

Max Drawdown (1Y)

Largest decline over 1 year

-18.19%

Max Drawdown (3Y)

Largest decline over 3 years

-28.20%

Max Drawdown (5Y)

Largest decline over 5 years

-37.68%

Max Drawdown (10Y)

Largest decline over 10 years

-61.69%

Current Drawdown

Current decline from peak

-51.38%

-6.81%

-44.57%

Average Drawdown

Average peak-to-trough decline

-62.25%

-3.10%

-59.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.92%

Volatility

DBO vs. PBOG - Volatility Comparison


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Volatility by Period


DBOPBOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.61%

Volatility (6M)

Calculated over the trailing 6-month period

28.20%

Volatility (1Y)

Calculated over the trailing 1-year period

34.46%

23.67%

+10.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.29%

23.67%

+8.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.78%

23.67%

+8.11%

DBO vs. PBOG - Expense Ratio Comparison

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


Dividends

DBO vs. PBOG - Dividend Comparison

DBO's dividend yield for the trailing twelve months is around 1.90%, more than PBOG's 0.13% yield.


PositionTTM20252024202320222021202020192018
DBO
Invesco DB Oil Fund
1.90%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%
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


DBO and PBOG have a correlation of 0.72, 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 DBO.

DBO has the higher dividend yield at 1.90%, compared with 0.13% for PBOG.

DBO tracks DBIQ Optimum Yield Crude Oil Index Excess Return, 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 DBO and 0.13% for PBOG.

Portfolio Optimizer

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