PortfoliosLab logoPortfoliosLab logo
DFAI vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFAI vs. DBE - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, DFAI achieves a 9.16% return, which is significantly lower than DBE's 83.68% return.


DFAI

1D
-0.84%
1M
2.67%
YTD
9.16%
6M
11.79%
1Y
24.65%
3Y*
18.12%
5Y*
9.36%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFAI vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DFAI
Dimensional International Core Equity Market ETF
9.16%34.04%4.68%17.60%-12.95%13.86%6.13%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%57.56%11.87%

Correlation

The correlation between DFAI and DBE is -0.37, 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

-0.37

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

-0.07

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

0.11

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2020

0.13

The correlation between DFAI and DBE shifts across timeframes, from -0.37 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DFAI vs. DBE — Risk / Return Rank

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

DFAI
DFAI Risk / Return Rank: 4949
Overall Rank
DFAI Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DFAI Sortino Ratio Rank: 5050
Sortino Ratio Rank
DFAI Omega Ratio Rank: 5050
Omega Ratio Rank
DFAI Calmar Ratio Rank: 4545
Calmar Ratio Rank
DFAI Martin Ratio Rank: 5252
Martin Ratio Rank

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
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.

DFAI vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and Invesco DB Energy Fund (DBE). 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.


DFAIDBEDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.32

1.40

-0.08

Calmar ratioReturn relative to maximum drawdown

2.26

5.89

-3.63

Martin ratioReturn relative to average drawdown

8.87

11.53

-2.66

DFAI vs. DBE - Sharpe Ratio Comparison

The current DFAI Sharpe Ratio is 1.76, which is comparable to the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of DFAI and DBE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DFAIDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

2.43

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.67

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.09

+0.69

Drawdowns

DFAI vs. DBE - Drawdown Comparison

The maximum DFAI drawdown since its inception was -27.44%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for DFAI and DBE.


Loading charts...

Drawdown Indicators


DFAIDBEDifference

Max Drawdown

Largest peak-to-trough decline

-27.44%

-86.69%

+59.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-14.41%

+3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-13.25%

-23.89%

+10.64%

Max Drawdown (5Y)

Largest decline over 5 years

-27.44%

-38.74%

+11.30%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-1.61%

-30.27%

+28.66%

Average Drawdown

Average peak-to-trough decline

-5.12%

-57.31%

+52.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

7.35%

-4.56%

Volatility

DFAI vs. DBE - Volatility Comparison

The current volatility for Dimensional International Core Equity Market ETF (DFAI) is 4.45%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that DFAI experiences smaller price fluctuations and is considered to be less risky than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DFAIDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

12.95%

-8.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.68%

30.86%

-19.18%

Volatility (1Y)

Calculated over the trailing 1-year period

14.08%

34.97%

-20.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

29.39%

-13.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

28.33%

-12.63%

DFAI vs. DBE - Expense Ratio Comparison

DFAI has a 0.18% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

DFAI vs. DBE - Dividend Comparison

DFAI's dividend yield for the trailing twelve months is around 2.26%, more than DBE's 2.10% 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%
DFAI
Dimensional International Core Equity Market ETF
2.26%2.45%2.72%2.64%2.72%2.06%0.09%0.00%0.00%

Frequently Asked Questions


DFAI and DBE have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (12.95%) compared to DFAI (4.45%). In terms of maximum drawdown, DFAI dropped -27.44% vs DBE's -86.69%.

On 5-year performance, DBE leads with 19.66% vs 9.36% for DFAI. On fees, DFAI is cheaper at 0.18% per year. On volatility, DFAI has been the lower-risk option at 4.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBE has performed better with a 19.66% return vs 9.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DFAI is cheaper with a 0.18% expense ratio, compared with 0.78% for DBE.

DFAI has the higher dividend yield at 2.26%, compared with 2.10% for DBE.

DFAI is categorized as Global Equities, while DBE is Oil & Gas. They also come from different issuers: Dimensional and Invesco. Their fees differ too: 0.18% for DFAI and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 1.76), 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

Find the right allocation for DFAI and DBE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer