FFIU vs. DBE
FFIU (UVA Unconstrained Medium-Term Fixed Income ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - FFIU is a Corporate Bonds fund actively managed by Mcivy Co. LLC, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. FFIU is actively managed, while DBE is passively managed. Over the past 5 years, FFIU returned -0.16%/yr vs 14.87%/yr for DBE. At a correlation of -0.09, they often move in opposite directions. FFIU charges 0.51%/yr vs 0.78%/yr for DBE.
Performance
FFIU vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, FFIU achieves a -0.37% return, which is significantly lower than DBE's 54.94% return.
FFIU
- 1D
- -0.52%
- 1M
- 1.19%
- YTD
- -0.37%
- 6M
- 0.70%
- 1Y
- 4.65%
- 3Y*
- 4.04%
- 5Y*
- -0.16%
- 10Y*
- —
DBE
- 1D
- -1.50%
- 1M
- -15.70%
- YTD
- 54.94%
- 6M
- 54.06%
- 1Y
- 36.16%
- 3Y*
- 17.07%
- 5Y*
- 14.87%
- 10Y*
- 10.19%
FFIU vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFIU UVA Unconstrained Medium-Term Fixed Income ETF | -0.37% | 8.55% | 0.21% | 7.42% | -15.18% | 0.10% | 7.91% | 9.62% | -0.68% | -0.31% |
DBE Invesco DB Energy Fund | 54.94% | -2.17% | 2.96% | -12.14% | 33.77% | 57.56% | -25.91% | 19.72% | -12.95% | 19.98% |
Correlation
The correlation between FFIU and DBE is -0.25, 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 | -0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2017 | -0.09 |
The correlation between FFIU and DBE shifts across timeframes, from -0.25 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FFIU vs. DBE — Risk / Return Rank
FFIU
DBE
FFIU vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UVA Unconstrained Medium-Term Fixed Income ETF (FFIU) 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.
| FFIU | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.20 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.75 | -0.77 |
| Martin ratioReturn relative to average drawdown | 2.06 | 5.77 | -3.71 |
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Drawdowns
FFIU vs. DBE - Drawdown Comparison
The maximum FFIU drawdown since its inception was -20.43%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for FFIU and DBE.
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Drawdown Indicators
| FFIU | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.43% | -86.69% | +66.26% |
Max Drawdown (1Y)Largest decline over 1 year | -4.79% | -20.78% | +15.99% |
Max Drawdown (3Y)Largest decline over 3 years | -7.26% | -23.89% | +16.63% |
Max Drawdown (5Y)Largest decline over 5 years | -20.43% | -38.74% | +18.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.84% | — |
Current DrawdownCurrent decline from peak | -2.78% | -41.18% | +38.40% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -57.24% | +51.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 8.02% | -5.76% |
Volatility
FFIU vs. DBE - Volatility Comparison
The current volatility for UVA Unconstrained Medium-Term Fixed Income ETF (FFIU) is 1.46%, while Invesco DB Energy Fund (DBE) has a volatility of 9.38%. This indicates that FFIU 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
| FFIU | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 9.38% | -7.92% |
Volatility (6M)Calculated over the trailing 6-month period | 4.75% | 31.50% | -26.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.20% | 35.33% | -27.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.14% | 29.58% | -21.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.20% | 28.37% | -21.17% |
FFIU vs. DBE - Expense Ratio Comparison
FFIU has a 0.51% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
FFIU vs. DBE - Dividend Comparison
FFIU's dividend yield for the trailing twelve months is around 3.99%, more than DBE's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.49% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% | 0.00% |
FFIU UVA Unconstrained Medium-Term Fixed Income ETF | 3.99% | 3.89% | 4.06% | 3.78% | 3.23% | 3.24% | 2.73% | 2.90% | 2.62% | 0.66% |
Frequently Asked Questions
FFIU and DBE 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.
DBE has higher volatility (9.38%) compared to FFIU (1.46%). In terms of maximum drawdown, FFIU dropped -20.43% vs DBE's -86.69%.
On 5-year performance, DBE leads with 14.87% vs -0.16% for FFIU. On fees, FFIU is cheaper at 0.51% per year. On volatility, FFIU has been the lower-risk option at 1.46%. 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 14.87% return vs -0.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FFIU is cheaper with a 0.51% expense ratio, compared with 0.78% for DBE.
FFIU has the higher dividend yield at 3.99%, compared with 2.49% for DBE.
FFIU is categorized as Corporate Bonds, while DBE is Oil & Gas. They also come from different issuers: Mcivy Co. LLC and Invesco. Their fees differ too: 0.51% for FFIU and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (1.03 vs 0.57), 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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