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FHLC vs. DBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHLC vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Health Care Index ETF (FHLC) 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, FHLC achieves a 6.75% return, which is significantly lower than DBO's 76.48% return. Over the past 10 years, FHLC has underperformed DBO with an annualized return of 9.78%, while DBO has yielded a comparatively higher 12.59% annualized return.


FHLC

1D
-0.87%
1M
-1.15%
6M
6.97%
YTD
6.75%
1Y
27.92%
3Y*
9.06%
5Y*
5.04%
10Y*
9.78%
ALL TIME*
10.72%

DBO

1D
1.56%
1M
24.59%
6M
53.46%
YTD
76.48%
1Y
60.30%
3Y*
14.86%
5Y*
13.46%
10Y*
12.59%
ALL TIME*
0.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.01M$10.23M$13.95M
$13.10M$18.62M$15.92M

FHLC vs. DBO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHLC
Fidelity MSCI Health Care Index ETF
6.75%15.42%2.48%2.58%-5.55%20.39%18.13%21.94%4.71%23.34%
DBO
Invesco DB Oil Fund
76.48%-11.71%7.85%-4.44%13.04%60.74%-20.99%28.05%-15.22%4.86%

Correlation

The correlation between FHLC and DBO is -0.30, 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.

-0.30

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

-0.19

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

-0.06

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

0.06

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2013

0.08

The correlation between FHLC and DBO shifts across timeframes, from -0.30 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FHLC vs. DBO — Risk / Return Rank

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

FHLC
FHLC Risk / Return Rank: 7777
Overall Rank
FHLC Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FHLC Sortino Ratio Rank: 8787
Sortino Ratio Rank
FHLC Omega Ratio Rank: 7878
Omega Ratio Rank
FHLC Calmar Ratio Rank: 7878
Calmar Ratio Rank
FHLC Martin Ratio Rank: 5858
Martin Ratio Rank

DBO
DBO Risk / Return Rank: 5858
Overall Rank
DBO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 6161
Sortino Ratio Rank
DBO Omega Ratio Rank: 5757
Omega Ratio Rank
DBO Calmar Ratio Rank: 5757
Calmar Ratio Rank
DBO Martin Ratio Rank: 5252
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.

FHLC vs. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Health Care Index ETF (FHLC) 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.


FHLCDBODifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratioReturn relative to maximum drawdown

2.75

2.01

+0.75

Martin ratioReturn relative to average drawdown

6.86

6.09

+0.77

FHLC vs. DBO - Sharpe Ratio Comparison

The current FHLC Sharpe Ratio is 1.89, which is higher than the DBO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FHLC 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

FHLC vs. DBO - Drawdown Comparison

The maximum FHLC drawdown since its inception was -28.76%, smaller than the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for FHLC and DBO.


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Drawdown Indicators


FHLCDBODifference

Max Drawdown

Largest peak-to-trough decline

-28.76%

-90.18%

+61.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-27.73%

+17.35%

Max Drawdown (3Y)

Largest decline over 3 years

-16.87%

-28.20%

+11.33%

Max Drawdown (5Y)

Largest decline over 5 years

-17.73%

-37.68%

+19.95%

Max Drawdown (10Y)

Largest decline over 10 years

-28.76%

-61.69%

+32.93%

Current Drawdown

Current decline from peak

-2.78%

-53.56%

+50.78%

Average Drawdown

Average peak-to-trough decline

-5.16%

-62.20%

+57.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

9.96%

-5.80%

Volatility

FHLC vs. DBO - Volatility Comparison

The current volatility for Fidelity MSCI Health Care Index ETF (FHLC) is 5.57%, while Invesco DB Oil Fund (DBO) has a volatility of 17.75%. This indicates that FHLC 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


FHLCDBODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

17.75%

-12.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.69%

33.77%

-22.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.36%

38.53%

-23.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.25%

33.35%

-18.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

32.20%

-15.31%

FHLC vs. DBO - Expense Ratio Comparison

FHLC has a 0.08% expense ratio, which is lower than DBO's 0.78% expense ratio.


Dividends

FHLC vs. DBO - Dividend Comparison

FHLC's dividend yield for the trailing twelve months is around 1.30%, less than DBO's 1.99% yield.


PositionTTM20252024202320222021202020192018201720162015
DBO
Invesco DB Oil Fund
1.99%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%0.00%0.00%0.00%
FHLC
Fidelity MSCI Health Care Index ETF
1.30%1.40%1.51%1.40%1.30%1.16%1.45%1.18%1.38%1.38%1.40%2.07%

Frequently Asked Questions


FHLC and DBO 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.

DBO has higher volatility (17.75%) compared to FHLC (5.57%). In terms of maximum drawdown, FHLC dropped -28.76% vs DBO's -90.18%.

On 10-year performance, DBO leads with 12.59% vs 9.78% for FHLC. On fees, FHLC is cheaper at 0.08% per year. On volatility, FHLC has been the lower-risk option at 5.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBO has performed better with a 12.59% return vs 9.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FHLC is cheaper with a 0.08% expense ratio, compared with 0.78% for DBO.

DBO has the higher dividend yield at 1.99%, compared with 1.30% for FHLC.

FHLC is categorized as Health & Biotech Equities, while DBO is Oil & Gas. FHLC tracks MSCI USA IMI Health Care Index, while DBO tracks DBIQ Optimum Yield Crude Oil Index Excess Return. They also come from different issuers: Fidelity and Invesco. Their fees differ too: 0.08% for FHLC and 0.78% for DBO.

FHLC currently has the higher Sharpe Ratio (1.89 vs 1.45), 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 FHLC 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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