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DJTU vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJTU vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long DJT Daily Target ETF (DJTU) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

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

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

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

DJTU
DJTU Risk / Return Rank: 11
Overall Rank
DJTU Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DJTU Sortino Ratio Rank: 11
Sortino Ratio Rank
DJTU Omega Ratio Rank: 11
Omega Ratio Rank
DJTU Calmar Ratio Rank: 00
Calmar Ratio Rank
DJTU Martin Ratio Rank: 22
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6262
Sortino Ratio Rank
DBE Omega Ratio Rank: 6565
Omega Ratio Rank
DBE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBE Martin Ratio Rank: 6262
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.

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.


DJTUDBEDifference
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

DJTU vs. DBE - Sharpe Ratio Comparison

The current DJTU Sharpe Ratio is -0.70, which is lower than the DBE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of DJTU 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.


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Sharpe Ratios by Period


DJTUDBEDifference

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


DJTUDBEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-95.13%

-32.03%

-63.10%

Average Drawdown

Average peak-to-trough decline

-67.50%

-57.30%

-10.20%

Ulcer Index

Depth 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


DJTUDBEDifference

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%.


PositionTTM20252024202320222021202020192018
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.

Portfolio Optimizer

Find the right allocation for DJTU and DBE

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