EBIZ vs. DBE
EBIZ (Global X E-commerce ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - EBIZ is a Consumer Discretionary Equities fund tracking the Solactive E-commerce Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past 5 years, EBIZ returned -3.65%/yr vs 19.66%/yr for DBE. At a 0.15 correlation, their price movements are largely independent. EBIZ charges 0.50%/yr vs 0.78%/yr for DBE.
Performance
EBIZ vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, EBIZ achieves a -15.29% return, which is significantly lower than DBE's 83.68% return.
EBIZ
- 1D
- -2.05%
- 1M
- -2.71%
- YTD
- -15.29%
- 6M
- -15.50%
- 1Y
- -8.74%
- 3Y*
- 17.16%
- 5Y*
- -3.65%
- 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%
EBIZ vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EBIZ Global X E-commerce ETF | -15.29% | 17.74% | 31.26% | 30.88% | -40.96% | -13.26% | 74.39% | 32.76% | -11.01% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 2.96% | -12.14% | 33.77% | 57.56% | -25.91% | 19.72% | -7.00% |
Correlation
The correlation between EBIZ and DBE is -0.29, 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 | -0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2018 | 0.15 |
The correlation between EBIZ and DBE shifts across timeframes, from -0.29 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EBIZ vs. DBE — Risk / Return Rank
EBIZ
DBE
EBIZ vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce ETF (EBIZ) 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.
| EBIZ | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.87 | ||
| Sortino ratioReturn per unit of downside risk | -3.45 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.40 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 5.89 | -6.21 |
| Martin ratioReturn relative to average drawdown | -0.65 | 11.53 | -12.18 |
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
| EBIZ | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 2.43 | -2.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.67 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.09 | +0.19 |
Drawdowns
EBIZ vs. DBE - Drawdown Comparison
The maximum EBIZ drawdown since its inception was -61.58%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for EBIZ and DBE.
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Drawdown Indicators
| EBIZ | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.58% | -86.69% | +25.11% |
Max Drawdown (1Y)Largest decline over 1 year | -27.73% | -14.41% | -13.32% |
Max Drawdown (3Y)Largest decline over 3 years | -27.73% | -23.89% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -58.21% | -38.74% | -19.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.84% | — |
Current DrawdownCurrent decline from peak | -25.77% | -30.27% | +4.50% |
Average DrawdownAverage peak-to-trough decline | -24.33% | -57.31% | +32.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.41% | 7.35% | +6.06% |
Volatility
EBIZ vs. DBE - Volatility Comparison
The current volatility for Global X E-commerce ETF (EBIZ) is 5.39%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that EBIZ 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
| EBIZ | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 12.95% | -7.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 30.86% | -15.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.82% | 34.97% | -15.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.90% | 29.39% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.68% | 28.33% | +0.35% |
EBIZ vs. DBE - Expense Ratio Comparison
EBIZ has a 0.50% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
EBIZ vs. DBE - Dividend Comparison
EBIZ's dividend yield for the trailing twelve months is around 0.60%, less than DBE's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.10% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
EBIZ Global X E-commerce ETF | 0.60% | 0.51% | 0.23% | 0.00% | 0.10% | 0.57% | 0.84% | 0.18% | 0.00% |
Frequently Asked Questions
EBIZ and DBE have a correlation of -0.29, 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 EBIZ (5.39%). In terms of maximum drawdown, EBIZ dropped -61.58% vs DBE's -86.69%.
On 5-year performance, DBE leads with 19.66% vs -3.65% for EBIZ. On fees, EBIZ is cheaper at 0.50% per year. On volatility, EBIZ has been the lower-risk option at 5.39%. 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 -3.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EBIZ is cheaper with a 0.50% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.10%, compared with 0.60% for EBIZ.
EBIZ is categorized as Consumer Discretionary Equities, while DBE is Oil & Gas. EBIZ tracks Solactive E-commerce Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.50% for EBIZ and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs -0.44), 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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