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ESGG vs. DBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGG vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX Global ESG Select Index Fund (ESGG) and Invesco DB Oil Fund (DBO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESGG achieves a 14.95% return, which is significantly lower than DBO's 66.72% return. Over the past 10 years, ESGG has outperformed DBO with an annualized return of 13.94%, while DBO has yielded a comparatively lower 11.43% annualized return.


ESGG

1D
0.53%
1M
1.39%
6M
11.36%
YTD
14.95%
1Y
27.50%
3Y*
20.42%
5Y*
12.16%
10Y*
13.94%
ALL TIME*
13.88%

DBO

1D
-5.53%
1M
17.71%
6M
53.16%
YTD
66.72%
1Y
51.44%
3Y*
12.33%
5Y*
13.64%
10Y*
11.43%
ALL TIME*
0.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.34M$10.71M$13.49M
$88.70K$102.70K$84.24K

ESGG vs. DBO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESGG
FlexShares STOXX Global ESG Select Index Fund
14.95%24.01%14.48%25.57%-18.66%23.76%17.32%29.10%-8.44%23.60%
DBO
Invesco DB Oil Fund
66.72%-11.71%7.85%-4.44%13.04%60.74%-20.99%28.05%-15.22%4.86%

Correlation

The correlation between ESGG and DBO is -0.25, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.25

Correlation (3Y)
Balances recent behavior with more history.

-0.06

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.08

Correlation (10Y)
Provides a long-term view across more market conditions.

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2016

0.18

The correlation between ESGG and DBO shifts across timeframes, from -0.25 (1 year) to 0.18 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ESGG vs. DBO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ESGG
ESGG Risk / Return Rank: 8383
Overall Rank
ESGG Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ESGG Sortino Ratio Rank: 8585
Sortino Ratio Rank
ESGG Omega Ratio Rank: 8383
Omega Ratio Rank
ESGG Calmar Ratio Rank: 7979
Calmar Ratio Rank
ESGG Martin Ratio Rank: 8585
Martin Ratio Rank

DBO
DBO Risk / Return Rank: 5151
Overall Rank
DBO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 5353
Sortino Ratio Rank
DBO Omega Ratio Rank: 5050
Omega Ratio Rank
DBO Calmar Ratio Rank: 5151
Calmar Ratio Rank
DBO Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ESGG vs. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global ESG Select Index Fund (ESGG) and Invesco DB Oil Fund (DBO). 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.


ESGGDBODifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.37

1.23

+0.14

Calmar ratioReturn relative to maximum drawdown

3.01

1.86

+1.15

Martin ratioReturn relative to average drawdown

12.72

5.64

+7.08

ESGG vs. DBO - Sharpe Ratio Comparison

The current ESGG Sharpe Ratio is 2.09, which is higher than the DBO Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of ESGG and DBO, 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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Drawdowns

ESGG vs. DBO - Drawdown Comparison

The maximum ESGG drawdown since its inception was -32.31%, smaller than the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for ESGG and DBO.


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Drawdown Indicators


ESGGDBODifference

Max Drawdown

Largest peak-to-trough decline

-32.31%

-90.18%

+57.87%

Max Drawdown (1Y)

Largest decline over 1 year

-9.16%

-27.73%

+18.57%

Max Drawdown (3Y)

Largest decline over 3 years

-16.71%

-28.20%

+11.49%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

-37.68%

+10.11%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

-61.69%

+29.38%

Current Drawdown

Current decline from peak

-0.29%

-56.13%

+55.84%

Average Drawdown

Average peak-to-trough decline

-4.61%

-62.20%

+57.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

9.16%

-6.99%

Volatility

ESGG vs. DBO - Volatility Comparison

The current volatility for FlexShares STOXX Global ESG Select Index Fund (ESGG) is 4.19%, while Invesco DB Oil Fund (DBO) has a volatility of 18.99%. This indicates that ESGG experiences smaller price fluctuations and is considered to be less risky than DBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGGDBODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

18.99%

-14.80%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

34.30%

-23.14%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

38.86%

-25.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

33.43%

-17.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

32.24%

-15.69%

ESGG vs. DBO - Expense Ratio Comparison

ESGG has a 0.42% expense ratio, which is lower than DBO's 0.78% expense ratio.


Dividends

ESGG vs. DBO - Dividend Comparison

ESGG's dividend yield for the trailing twelve months is around 1.28%, less than DBO's 2.11% yield.


PositionTTM2025202420232022202120202019201820172016
DBO
Invesco DB Oil Fund
2.11%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%0.00%0.00%
ESGG
FlexShares STOXX Global ESG Select Index Fund
1.28%1.39%1.84%1.73%1.83%1.34%1.36%1.94%2.12%1.71%0.87%

Frequently Asked Questions


ESGG and DBO have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBO has higher volatility (18.99%) compared to ESGG (4.19%). In terms of maximum drawdown, ESGG dropped -32.31% vs DBO's -90.18%.

On 10-year performance, ESGG leads with 13.94% vs 11.43% for DBO. On fees, ESGG is cheaper at 0.42% per year. On volatility, ESGG has been the lower-risk option at 4.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ESGG has performed better with a 13.94% return vs 11.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ESGG is cheaper with a 0.42% expense ratio, compared with 0.78% for DBO.

DBO has the higher dividend yield at 2.11%, compared with 1.28% for ESGG.

ESGG is categorized as Large Cap Growth Equities, while DBO is Oil & Gas. ESGG tracks STOXX Global ESG Select KPIs Index, while DBO tracks DBIQ Optimum Yield Crude Oil Index Excess Return. They also come from different issuers: Northern Trust and Invesco. Their fees differ too: 0.42% for ESGG and 0.78% for DBO.

ESGG currently has the higher Sharpe Ratio (2.09 vs 1.33), 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 ESGG and DBO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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