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 -1.49%/yr vs 17.10%/yr for DBE. At a 0.14 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 -8.14% return, which is significantly lower than DBE's 68.39% return.
EBIZ
- 1D
- 0.80%
- 1M
- 7.07%
- 6M
- -11.23%
- YTD
- -8.14%
- 1Y
- -3.72%
- 3Y*
- 15.14%
- 5Y*
- -1.49%
- 10Y*
- —
DBE
- 1D
- -1.09%
- 1M
- 6.25%
- 6M
- 65.69%
- YTD
- 68.39%
- 1Y
- 57.64%
- 3Y*
- 17.96%
- 5Y*
- 17.10%
- 10Y*
- 11.45%
EBIZ vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EBIZ Global X E-commerce ETF | -8.14% | 17.74% | 31.26% | 30.88% | -40.96% | -13.26% | 74.39% | 32.76% | -10.56% |
DBE Invesco DB Energy Fund | 68.39% | -2.17% | 2.96% | -12.14% | 33.77% | 57.56% | -25.91% | 19.72% | -8.15% |
Correlation
The correlation between EBIZ and DBE is -0.28, 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 | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2018 | 0.14 |
The correlation between EBIZ and DBE shifts across timeframes, from -0.28 (1 year) to 0.14 (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.
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.
| EBIZ | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.28 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.34 | -2.48 |
| Martin ratioReturn relative to average drawdown | -0.24 | 7.00 | -7.24 |
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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% | -24.72% | -3.01% |
Max Drawdown (3Y)Largest decline over 3 years | -27.73% | -24.72% | -3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -56.69% | -38.74% | -17.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.84% | — |
Current DrawdownCurrent decline from peak | -19.50% | -36.07% | +16.57% |
Average DrawdownAverage peak-to-trough decline | -24.32% | -57.19% | +32.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.34% | 8.26% | +7.08% |
Volatility
EBIZ vs. DBE - Volatility Comparison
The current volatility for Global X E-commerce ETF (EBIZ) is 5.62%, while Invesco DB Energy Fund (DBE) has a volatility of 11.68%. 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 | 5.62% | 11.68% | -6.06% |
Volatility (6M)Calculated over the trailing 6-month period | 15.81% | 32.70% | -16.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.34% | 35.99% | -15.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.96% | 29.88% | -0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.55% | 28.39% | +0.16% |
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 0.51%, less than DBE's 2.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.29% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
EBIZ Global X E-commerce ETF | 0.51% | 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 -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBE has higher volatility (11.68%) compared to EBIZ (5.62%). In terms of maximum drawdown, EBIZ dropped -61.58% vs DBE's -86.69%.
On 5-year performance, DBE leads with 17.10% vs -1.49% for EBIZ. On fees, EBIZ is cheaper at 0.50% per year. On volatility, EBIZ has been the lower-risk option at 5.62%. 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 17.10% return vs -1.49%. 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 2.29%, compared with 0.51% 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 (1.61 vs -0.18), 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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