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FLDR vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLDR vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Low Duration Bond Factor ETF (FLDR) 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, FLDR achieves a 1.89% return, which is significantly lower than DBE's 71.26% return.


FLDR

1D
-0.02%
1M
0.10%
6M
1.62%
YTD
1.89%
1Y
4.05%
3Y*
5.25%
5Y*
3.71%
10Y*
ALL TIME*
3.19%

DBE

1D
-4.26%
1M
15.98%
6M
57.84%
YTD
71.26%
1Y
61.44%
3Y*
15.22%
5Y*
17.82%
10Y*
12.24%
ALL TIME*
2.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.27M$1.08M$1.67M
$10.98M$13.45M$20.48M

FLDR vs. DBE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLDR
Fidelity Low Duration Bond Factor ETF
1.89%5.41%5.71%6.32%-0.33%-0.18%2.01%4.52%0.84%
DBE
Invesco DB Energy Fund
71.26%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-24.08%

Correlation

The correlation between FLDR and DBE is -0.23, 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.

-0.23

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

-0.16

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2018

-0.08

The correlation between FLDR and DBE shifts across timeframes, from -0.23 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FLDR vs. DBE — Risk / Return Rank

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

FLDR
FLDR Risk / Return Rank: 9898
Overall Rank
FLDR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLDR Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLDR Omega Ratio Rank: 9898
Omega Ratio Rank
FLDR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLDR Martin Ratio Rank: 9898
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 6666
Overall Rank
DBE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6666
Sortino Ratio Rank
DBE Omega Ratio Rank: 6464
Omega Ratio Rank
DBE Calmar Ratio Rank: 6969
Calmar Ratio Rank
DBE Martin Ratio Rank: 6363
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.

FLDR vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Low Duration Bond Factor ETF (FLDR) 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.


FLDRDBEDifference
Sharpe ratioReturn per unit of total volatility

+3.48

Sortino ratioReturn per unit of downside risk

+6.05

Omega ratioGain probability vs. loss probability

2.39

1.28

+1.11

Calmar ratioReturn relative to maximum drawdown

8.71

2.50

+6.21

Martin ratioReturn relative to average drawdown

56.97

7.82

+49.15

FLDR vs. DBE - Sharpe Ratio Comparison

The current FLDR Sharpe Ratio is 5.13, which is higher than the DBE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FLDR 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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Drawdowns

FLDR vs. DBE - Drawdown Comparison

The maximum FLDR drawdown since its inception was -12.23%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for FLDR and DBE.


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Drawdown Indicators


FLDRDBEDifference

Max Drawdown

Largest peak-to-trough decline

-12.23%

-86.69%

+74.46%

Max Drawdown (1Y)

Largest decline over 1 year

-0.47%

-24.72%

+24.25%

Max Drawdown (3Y)

Largest decline over 3 years

-0.76%

-24.72%

+23.96%

Max Drawdown (5Y)

Largest decline over 5 years

-2.31%

-38.74%

+36.43%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-0.06%

-34.98%

+34.92%

Average Drawdown

Average peak-to-trough decline

-0.34%

-57.13%

+56.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

7.90%

-7.83%

Volatility

FLDR vs. DBE - Volatility Comparison

The current volatility for Fidelity Low Duration Bond Factor ETF (FLDR) is 0.24%, while Invesco DB Energy Fund (DBE) has a volatility of 15.07%. This indicates that FLDR 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


FLDRDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.24%

15.07%

-14.83%

Volatility (6M)

Calculated over the trailing 6-month period

0.63%

34.26%

-33.63%

Volatility (1Y)

Calculated over the trailing 1-year period

0.80%

37.66%

-36.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.21%

30.15%

-28.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.21%

28.60%

-23.39%

FLDR vs. DBE - Expense Ratio Comparison

FLDR has a 0.15% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

FLDR vs. DBE - Dividend Comparison

FLDR's dividend yield for the trailing twelve months is around 4.29%, more than DBE's 2.26% yield.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.26%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
FLDR
Fidelity Low Duration Bond Factor ETF
4.29%4.66%5.50%5.28%2.09%0.51%1.22%2.69%1.38%

Frequently Asked Questions


FLDR and DBE have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (15.07%) compared to FLDR (0.24%). In terms of maximum drawdown, FLDR dropped -12.23% vs DBE's -86.69%.

On 5-year performance, DBE leads with 17.82% vs 3.71% for FLDR. On fees, FLDR is cheaper at 0.15% per year. On volatility, FLDR has been the lower-risk option at 0.24%. 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 17.82% return vs 3.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLDR is cheaper with a 0.15% expense ratio, compared with 0.78% for DBE.

FLDR has the higher dividend yield at 4.29%, compared with 2.26% for DBE.

FLDR is categorized as Short-Term Bond, while DBE is Oil & Gas. FLDR tracks Fidelity Low Duration Investment Grade Factor Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Fidelity and Invesco. Their fees differ too: 0.15% for FLDR and 0.78% for DBE.

FLDR currently has the higher Sharpe Ratio (5.13 vs 1.64), 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 FLDR and DBE

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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