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FLEH vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLEH vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Europe Hedged ETF (FLEH) 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, FLEH achieves a 6.27% return, which is significantly lower than DBE's 83.68% return.


FLEH

1D
-0.88%
1M
4.88%
YTD
6.27%
6M
9.17%
1Y
18.35%
3Y*
16.47%
5Y*
11.81%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLEH vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLEH
Franklin FTSE Europe Hedged ETF
6.27%41.56%2.26%16.21%-9.14%23.27%0.95%26.94%-8.54%-1.24%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%0.97%

Correlation

The correlation between FLEH and DBE is -0.43, 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

-0.43

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

-0.12

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

0.02

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2017

0.12

The correlation between FLEH and DBE shifts across timeframes, from -0.43 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FLEH vs. DBE — Risk / Return Rank

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

FLEH
FLEH Risk / Return Rank: 3030
Overall Rank
FLEH Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FLEH Sortino Ratio Rank: 3030
Sortino Ratio Rank
FLEH Omega Ratio Rank: 3030
Omega Ratio Rank
FLEH Calmar Ratio Rank: 2828
Calmar Ratio Rank
FLEH Martin Ratio Rank: 3333
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.

FLEH vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe Hedged ETF (FLEH) 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.


FLEHDBEDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.20

1.40

-0.20

Calmar ratioReturn relative to maximum drawdown

1.37

5.89

-4.52

Martin ratioReturn relative to average drawdown

4.99

11.53

-6.54

FLEH vs. DBE - Sharpe Ratio Comparison

The current FLEH Sharpe Ratio is 1.08, which is lower than the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of FLEH 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


FLEHDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

2.43

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.67

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.09

+0.47

Drawdowns

FLEH vs. DBE - Drawdown Comparison

The maximum FLEH drawdown since its inception was -33.94%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for FLEH and DBE.


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Drawdown Indicators


FLEHDBEDifference

Max Drawdown

Largest peak-to-trough decline

-33.94%

-86.69%

+52.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-14.41%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-15.67%

-23.89%

+8.22%

Max Drawdown (5Y)

Largest decline over 5 years

-18.67%

-38.74%

+20.07%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-1.50%

-30.27%

+28.77%

Average Drawdown

Average peak-to-trough decline

-4.71%

-57.31%

+52.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

7.35%

-3.67%

Volatility

FLEH vs. DBE - Volatility Comparison

The current volatility for Franklin FTSE Europe Hedged ETF (FLEH) is 6.75%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that FLEH 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


FLEHDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

12.95%

-6.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.38%

30.86%

-16.48%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

34.97%

-17.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

29.39%

-13.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

28.33%

-10.08%

FLEH vs. DBE - Expense Ratio Comparison

FLEH has a 0.09% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

FLEH vs. DBE - Dividend Comparison

FLEH's dividend yield for the trailing twelve months is around 2.09%, which matches 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%
FLEH
Franklin FTSE Europe Hedged ETF
2.09%2.22%3.18%3.25%21.45%3.03%1.94%6.06%12.17%0.07%

Frequently Asked Questions


FLEH and DBE have a correlation of -0.43, 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 FLEH (6.75%). In terms of maximum drawdown, FLEH dropped -33.94% vs DBE's -86.69%.

On 5-year performance, DBE leads with 19.66% vs 11.81% for FLEH. On fees, FLEH is cheaper at 0.09% per year. On volatility, FLEH has been the lower-risk option at 6.75%. 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 19.66% return vs 11.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLEH is cheaper with a 0.09% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.10%, compared with 2.09% for FLEH.

FLEH is categorized as Europe Equities, while DBE is Oil & Gas. FLEH tracks FTSE Developed Europe RIC Capped Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Franklin Templeton and Invesco. Their fees differ too: 0.09% for FLEH and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 1.08), 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 FLEH and DBE

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