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FAS vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAS vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Financial Bull 3X Shares (FAS) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FAS achieves a -24.46% return, which is significantly lower than DBE's 83.68% return. Over the past 10 years, FAS has outperformed DBE with an annualized return of 18.36%, while DBE has yielded a comparatively lower 12.03% annualized return.


FAS

1D
-3.47%
1M
-5.15%
YTD
-24.46%
6M
-18.86%
1Y
-12.36%
3Y*
34.13%
5Y*
3.01%
10Y*
18.36%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAS vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAS
Direxion Daily Financial Bull 3X Shares
-24.46%21.48%84.47%14.92%-43.19%116.59%-34.97%113.04%-33.84%67.37%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%5.21%

Correlation

The correlation between FAS and DBE is -0.21, 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

-0.21

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2008

0.28

The correlation between FAS and DBE shifts across timeframes, from -0.21 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FAS vs. DBE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FAS
FAS Risk / Return Rank: 66
Overall Rank
FAS Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FAS Sortino Ratio Rank: 66
Sortino Ratio Rank
FAS Omega Ratio Rank: 66
Omega Ratio Rank
FAS Calmar Ratio Rank: 66
Calmar Ratio Rank
FAS Martin Ratio Rank: 55
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DBE Omega Ratio Rank: 6565
Omega Ratio Rank
DBE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBE Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FAS vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Financial Bull 3X Shares (FAS) 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.


FASDBEDifference
Sharpe ratioReturn per unit of total volatility

-2.72

Sortino ratioReturn per unit of downside risk

-3.08

Omega ratioGain probability vs. loss probability

0.98

1.40

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.30

5.89

-6.19

Martin ratioReturn relative to average drawdown

-0.71

11.53

-12.24

FAS vs. DBE - Sharpe Ratio Comparison

The current FAS Sharpe Ratio is -0.29, which is lower than the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of FAS and DBE, 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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Sharpe Ratios by Period


FASDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.29

2.43

-2.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.67

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.43

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.09

+0.10

Drawdowns

FAS vs. DBE - Drawdown Comparison

The maximum FAS drawdown since its inception was -91.61%, which is greater than DBE's maximum drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for FAS and DBE.


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Drawdown Indicators


FASDBEDifference

Max Drawdown

Largest peak-to-trough decline

-91.61%

-86.69%

-4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-40.88%

-14.41%

-26.47%

Max Drawdown (3Y)

Largest decline over 3 years

-43.10%

-23.89%

-19.21%

Max Drawdown (5Y)

Largest decline over 5 years

-66.88%

-38.74%

-28.14%

Max Drawdown (10Y)

Largest decline over 10 years

-85.99%

-60.84%

-25.15%

Current Drawdown

Current decline from peak

-30.69%

-30.27%

-0.42%

Average Drawdown

Average peak-to-trough decline

-31.11%

-57.31%

+26.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.51%

7.35%

+10.16%

Volatility

FAS vs. DBE - Volatility Comparison

The current volatility for Direxion Daily Financial Bull 3X Shares (FAS) is 9.50%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that FAS 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


FASDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

12.95%

-3.45%

Volatility (6M)

Calculated over the trailing 6-month period

32.51%

30.86%

+1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

42.76%

34.97%

+7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.49%

29.39%

+26.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.29%

28.33%

+32.96%

FAS vs. DBE - Expense Ratio Comparison

FAS has a 1.00% expense ratio, which is higher than DBE's 0.78% expense ratio.


Dividends

FAS vs. DBE - Dividend Comparison

FAS's dividend yield for the trailing twelve months is around 11.04%, more than DBE's 2.10% yield.


PositionTTM202520242023202220212020201920182017
DBE
Invesco DB Energy Fund
2.10%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%0.00%
FAS
Direxion Daily Financial Bull 3X Shares
11.04%8.21%0.76%1.77%0.91%0.60%0.47%0.62%1.43%0.11%

Frequently Asked Questions


FAS and DBE have a correlation of -0.21, 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 FAS (9.50%). In terms of maximum drawdown, FAS dropped -91.61% vs DBE's -86.69%.

On 10-year performance, FAS leads with 18.36% vs 12.03% for DBE. On fees, DBE is cheaper at 0.78% per year. On volatility, FAS has been the lower-risk option at 9.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FAS has performed better with a 18.36% return vs 12.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBE is cheaper with a 0.78% expense ratio, compared with 1.00% for FAS.

FAS has the higher dividend yield at 11.04%, compared with 2.10% for DBE.

FAS is categorized as Leveraged Equities, while DBE is Oil & Gas. FAS tracks Russell 1000 Financial Services Index (300%), while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Direxion and Invesco. Their fees differ too: 1.00% for FAS and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs -0.29), 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 FAS and DBE

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