FIVY vs. DBE
FIVY (YieldMax Dorsey Wright Hybrid 5 Income ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - FIVY is a Derivative Income fund tracking the Nasdaq Dorsey Wright Tactical Hybrid Option Income Strategy Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past year, FIVY returned -6.42% vs 84.41% for DBE. At a correlation of -0.07, they often move in opposite directions. FIVY charges 0.88%/yr vs 0.78%/yr for DBE.
Performance
FIVY vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, FIVY achieves a -6.31% return, which is significantly lower than DBE's 83.68% return.
FIVY
- 1D
- -1.54%
- 1M
- -1.09%
- YTD
- -6.31%
- 6M
- -9.72%
- 1Y
- -6.42%
- 3Y*
- —
- 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%
FIVY vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FIVY YieldMax Dorsey Wright Hybrid 5 Income ETF | -6.31% | -1.07% | -9.94% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 3.26% |
Correlation
The correlation between FIVY and DBE is -0.20, 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 | -0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2024 | -0.07 |
The correlation between FIVY and DBE shifts across timeframes, from -0.20 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FIVY vs. DBE — Risk / Return Rank
FIVY
DBE
FIVY vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Dorsey Wright Hybrid 5 Income ETF (FIVY) 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.
| FIVY | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -3.05 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.40 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 5.89 | -6.09 |
| Martin ratioReturn relative to average drawdown | -0.41 | 11.53 | -11.94 |
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
| FIVY | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 2.43 | -2.64 |
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 | -0.36 | 0.09 | -0.45 |
Drawdowns
FIVY vs. DBE - Drawdown Comparison
The maximum FIVY drawdown since its inception was -32.77%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for FIVY and DBE.
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Drawdown Indicators
| FIVY | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.77% | -86.69% | +53.92% |
Max Drawdown (1Y)Largest decline over 1 year | -32.77% | -14.41% | -18.36% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.89% | — |
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 | -20.05% | -30.27% | +10.22% |
Average DrawdownAverage peak-to-trough decline | -13.11% | -57.31% | +44.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.84% | 7.35% | +8.49% |
Volatility
FIVY vs. DBE - Volatility Comparison
The current volatility for YieldMax Dorsey Wright Hybrid 5 Income ETF (FIVY) is 7.47%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that FIVY 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
| FIVY | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 12.95% | -5.48% |
Volatility (6M)Calculated over the trailing 6-month period | 21.19% | 30.86% | -9.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.28% | 34.97% | -4.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.80% | 29.39% | +3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.80% | 28.33% | +4.47% |
FIVY vs. DBE - Expense Ratio Comparison
FIVY has a 0.88% expense ratio, which is higher than DBE's 0.78% expense ratio.
Dividends
FIVY vs. DBE - Dividend Comparison
FIVY's dividend yield for the trailing twelve months is around 50.96%, more 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% |
FIVY YieldMax Dorsey Wright Hybrid 5 Income ETF | 50.96% | 46.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FIVY and DBE have a correlation of -0.20, 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 FIVY (7.47%). In terms of maximum drawdown, FIVY dropped -32.77% vs DBE's -86.69%.
On 1-year performance, DBE leads with 84.41% vs -6.42% for FIVY. On fees, DBE is cheaper at 0.78% per year. On volatility, FIVY has been the lower-risk option at 7.47%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DBE has performed better with a 84.41% return vs -6.42%. 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 0.88% for FIVY.
FIVY has the higher dividend yield at 50.96%, compared with 2.10% for DBE.
FIVY is categorized as Derivative Income, while DBE is Oil & Gas. FIVY tracks Nasdaq Dorsey Wright Tactical Hybrid Option Income Strategy Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: YieldMax and Invesco. Their fees differ too: 0.88% for FIVY and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs -0.21), 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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