EGUS vs. DBE
EGUS (Ishares ESG Aware MSCI USA Growth ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - EGUS is a Large Cap Growth Equities fund tracking the MSCI USA Growth Extended ESG Focus Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past 3 years, EGUS returned 26.92%/yr vs 23.42%/yr for DBE. At a correlation of -0.05, they often move in opposite directions. EGUS charges 0.18%/yr vs 0.78%/yr for DBE.
Performance
EGUS vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, EGUS achieves a 12.08% return, which is significantly lower than DBE's 83.68% return.
EGUS
- 1D
- -1.06%
- 1M
- 8.21%
- YTD
- 12.08%
- 6M
- 11.25%
- 1Y
- 32.26%
- 3Y*
- 26.92%
- 5Y*
- —
- 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%
EGUS vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EGUS Ishares ESG Aware MSCI USA Growth ETF | 12.08% | 19.02% | 32.85% | 27.00% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 2.96% | -5.38% |
Correlation
The correlation between EGUS and DBE is -0.30, 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 | -0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2023 | -0.05 |
Over the past year, the inverse relationship between EGUS and DBE has strengthened: their correlation has moved from -0.05 to -0.30, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
EGUS vs. DBE — Risk / Return Rank
EGUS
DBE
EGUS vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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.
| EGUS | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.40 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 5.89 | -3.82 |
| Martin ratioReturn relative to average drawdown | 7.03 | 11.53 | -4.50 |
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
| EGUS | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.43 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.45 | 0.09 | +1.36 |
Drawdowns
EGUS vs. DBE - Drawdown Comparison
The maximum EGUS drawdown since its inception was -24.87%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for EGUS and DBE.
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Drawdown Indicators
| EGUS | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.87% | -86.69% | +61.82% |
Max Drawdown (1Y)Largest decline over 1 year | -15.66% | -14.41% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -24.87% | -23.89% | -0.98% |
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 | -1.06% | -30.27% | +29.21% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -57.31% | +53.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.60% | 7.35% | -2.75% |
Volatility
EGUS vs. DBE - Volatility Comparison
The current volatility for Ishares ESG Aware MSCI USA Growth ETF (EGUS) is 3.98%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that EGUS 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
| EGUS | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 12.95% | -8.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.67% | 30.86% | -18.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 34.97% | -18.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.15% | 29.39% | -10.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.15% | 28.33% | -9.18% |
EGUS vs. DBE - Expense Ratio Comparison
EGUS has a 0.18% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
EGUS vs. DBE - Dividend Comparison
EGUS's dividend yield for the trailing twelve months is around 0.19%, 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% |
EGUS Ishares ESG Aware MSCI USA Growth ETF | 0.19% | 0.22% | 0.25% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EGUS and DBE have a correlation of -0.30, 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 EGUS (3.98%). In terms of maximum drawdown, EGUS dropped -24.87% vs DBE's -86.69%.
On 3-year performance, EGUS leads with 26.92% vs 23.42% for DBE. On fees, EGUS is cheaper at 0.18% per year. On volatility, EGUS has been the lower-risk option at 3.98%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, EGUS has performed better with a 26.92% return vs 23.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EGUS is cheaper with a 0.18% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.10%, compared with 0.19% for EGUS.
EGUS is categorized as Large Cap Growth Equities, while DBE is Oil & Gas. EGUS tracks MSCI USA Growth Extended ESG Focus Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for EGUS and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs 1.99), 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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