DJTU vs. DBE
DJTU (T-Rex 2X Long DJT Daily Target ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - DJTU is a Leveraged Equities fund tracking the Trump Media & Technology Group Corp. (DJT), while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past year, DJTU returned -92.27% vs 81.31% for DBE. At a correlation of -0.06, they often move in opposite directions. DJTU charges 1.05%/yr vs 0.78%/yr for DBE.
Performance
DJTU vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, DJTU achieves a -66.41% return, which is significantly lower than DBE's 79.04% return.
DJTU
- 1D
- 3.53%
- 1M
- -11.41%
- YTD
- -66.41%
- 6M
- -63.54%
- 1Y
- -92.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBE
- 1D
- -2.52%
- 1M
- -6.01%
- YTD
- 79.04%
- 6M
- 69.31%
- 1Y
- 81.31%
- 3Y*
- 22.41%
- 5Y*
- 19.05%
- 10Y*
- 11.58%
DJTU vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DJTU T-Rex 2X Long DJT Daily Target ETF | -66.41% | -82.88% |
DBE Invesco DB Energy Fund | 79.04% | -4.79% |
Correlation
The correlation between DJTU and DBE is -0.18, 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 | -0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2025 | -0.06 |
The correlation between DJTU and DBE shifts across timeframes, from -0.18 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DJTU vs. DBE — Risk / Return Rank
DJTU
DBE
DJTU vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long DJT Daily Target ETF (DJTU) 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.
| DJTU | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.03 | ||
| Sortino ratioReturn per unit of downside risk | -5.00 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.39 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 5.67 | -6.67 |
| Martin ratioReturn relative to average drawdown | -1.34 | 11.08 | -12.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DJTU | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | 2.33 | -3.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.64 | 0.09 | -0.73 |
Drawdowns
DJTU vs. DBE - Drawdown Comparison
The maximum DJTU drawdown since its inception was -95.98%, which is greater than DBE's maximum drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for DJTU and DBE.
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Drawdown Indicators
| DJTU | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.98% | -86.69% | -9.29% |
Max Drawdown (1Y)Largest decline over 1 year | -93.12% | -14.41% | -78.71% |
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 DrawdownCurrent decline from peak | -95.13% | -32.03% | -63.10% |
Average DrawdownAverage peak-to-trough decline | -67.50% | -57.30% | -10.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 70.42% | 7.37% | +63.05% |
Volatility
DJTU vs. DBE - Volatility Comparison
T-Rex 2X Long DJT Daily Target ETF (DJTU) has a higher volatility of 26.75% compared to Invesco DB Energy Fund (DBE) at 13.05%. This indicates that DJTU's price experiences larger fluctuations and is considered to be riskier than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJTU | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.75% | 13.05% | +13.70% |
Volatility (6M)Calculated over the trailing 6-month period | 103.96% | 30.97% | +72.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 132.84% | 35.07% | +97.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 140.70% | 29.41% | +111.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 140.70% | 28.34% | +112.36% |
DJTU vs. DBE - Expense Ratio Comparison
DJTU has a 1.05% expense ratio, which is higher than DBE's 0.78% expense ratio.
Dividends
DJTU vs. DBE - Dividend Comparison
DJTU has not paid dividends to shareholders, while DBE's dividend yield for the trailing twelve months is around 2.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.16% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
DJTU T-Rex 2X Long DJT Daily Target ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DJTU and DBE have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DJTU has higher volatility (26.75%) compared to DBE (13.05%). In terms of maximum drawdown, DJTU dropped -95.98% vs DBE's -86.69%.
On 1-year performance, DBE leads with 81.31% vs -92.27% for DJTU. On fees, DBE is cheaper at 0.78% per year. On volatility, DBE has been the lower-risk option at 13.05%. 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 81.31% return vs -92.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DBE is cheaper with a 0.78% expense ratio, compared with 1.05% for DJTU.
DBE has the higher dividend yield at 2.16%, compared with 0.00% for DJTU.
DJTU is categorized as Leveraged Equities, while DBE is Oil & Gas. DJTU tracks Trump Media & Technology Group Corp. (DJT), while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: T-Rex and Invesco. Their fees differ too: 1.05% for DJTU and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.33 vs -0.70), 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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