DRUP vs. DBE
DRUP (GraniteShares Nasdaq Select Disruptors ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - DRUP is a Large Cap Growth Equities fund tracking the Nasdaq US Large Cap Select Disruptors Index - Benchmark TR Gross, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past 5 years, DRUP returned 8.53%/yr vs 14.66%/yr for DBE. At a 0.12 correlation, their price movements are largely independent. DRUP charges 0.60%/yr vs 0.78%/yr for DBE.
Performance
DRUP vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, DRUP achieves a -10.33% return, which is significantly lower than DBE's 53.97% return.
DRUP
- 1D
- 0.51%
- 1M
- -4.09%
- YTD
- -10.33%
- 6M
- -11.73%
- 1Y
- -0.34%
- 3Y*
- 15.07%
- 5Y*
- 8.53%
- 10Y*
- —
DBE
- 1D
- -0.63%
- 1M
- -16.23%
- YTD
- 53.97%
- 6M
- 50.93%
- 1Y
- 43.95%
- 3Y*
- 16.83%
- 5Y*
- 14.66%
- 10Y*
- 10.12%
DRUP vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DRUP GraniteShares Nasdaq Select Disruptors ETF | -10.33% | 18.18% | 23.11% | 42.32% | -28.18% | 26.13% | 28.71% | 11.72% |
DBE Invesco DB Energy Fund | 53.97% | -2.17% | 2.96% | -12.14% | 33.77% | 57.56% | -25.91% | 12.40% |
Correlation
The correlation between DRUP and DBE is -0.15, 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 | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2019 | 0.12 |
The correlation between DRUP and DBE shifts across timeframes, from -0.15 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DRUP vs. DBE — Risk / Return Rank
DRUP
DBE
DRUP vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares Nasdaq Select Disruptors ETF (DRUP) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DRUP | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.23 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 2.07 | -2.09 |
| Martin ratioReturn relative to average drawdown | -0.04 | 6.89 | -6.92 |
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Drawdowns
DRUP vs. DBE - Drawdown Comparison
The maximum DRUP drawdown since its inception was -31.29%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for DRUP and DBE.
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Drawdown Indicators
| DRUP | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.29% | -86.69% | +55.40% |
Max Drawdown (1Y)Largest decline over 1 year | -23.21% | -21.28% | -1.93% |
Max Drawdown (3Y)Largest decline over 3 years | -23.77% | -23.89% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -31.29% | -38.74% | +7.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.84% | — |
Current DrawdownCurrent decline from peak | -12.97% | -41.55% | +28.58% |
Average DrawdownAverage peak-to-trough decline | -8.42% | -57.24% | +48.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.55% | 6.42% | +3.13% |
Volatility
DRUP vs. DBE - Volatility Comparison
The current volatility for GraniteShares Nasdaq Select Disruptors ETF (DRUP) is 8.52%, while Invesco DB Energy Fund (DBE) has a volatility of 9.37%. This indicates that DRUP 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.
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Volatility by Period
| DRUP | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.52% | 9.37% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 16.61% | 31.44% | -14.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.02% | 35.27% | -15.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 29.58% | -7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.22% | 28.34% | -5.12% |
DRUP vs. DBE - Expense Ratio Comparison
DRUP has a 0.60% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
DRUP vs. DBE - Dividend Comparison
DRUP has not paid dividends to shareholders, while DBE's dividend yield for the trailing twelve months is around 2.51%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.51% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
DRUP GraniteShares Nasdaq Select Disruptors ETF | 0.00% | 0.00% | 0.00% | 0.40% | 0.51% | 0.28% | 0.53% | 0.19% | 0.00% |
Frequently Asked Questions
DRUP and DBE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBE has higher volatility (9.37%) compared to DRUP (8.52%). In terms of maximum drawdown, DRUP dropped -31.29% vs DBE's -86.69%.
On 5-year performance, DBE leads with 14.66% vs 8.53% for DRUP. On fees, DRUP is cheaper at 0.60% per year. On volatility, DRUP has been the lower-risk option at 8.52%. 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 14.66% return vs 8.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DRUP is cheaper with a 0.60% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.51%, compared with 0.00% for DRUP.
DRUP is categorized as Large Cap Growth Equities, while DBE is Oil & Gas. DRUP tracks Nasdaq US Large Cap Select Disruptors Index - Benchmark TR Gross, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: GraniteShares and Invesco. Their fees differ too: 0.60% for DRUP and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (1.27 vs -0.02), 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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