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FPXI vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FPXI vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust International Equity Opportunities ETF (FPXI) 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, FPXI achieves a 16.79% return, which is significantly lower than DBE's 71.26% return. Over the past 10 years, FPXI has underperformed DBE with an annualized return of 11.04%, while DBE has yielded a comparatively higher 12.24% annualized return.


FPXI

1D
0.39%
1M
-11.07%
6M
7.83%
YTD
16.79%
1Y
28.02%
3Y*
19.49%
5Y*
1.10%
10Y*
11.04%
ALL TIME*
8.39%

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
$2.73M$3.76M$4.60M

FPXI vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPXI
First Trust International Equity Opportunities ETF
16.79%26.37%12.62%9.56%-31.83%-15.73%71.50%33.69%-13.07%39.32%
DBE
Invesco DB Energy Fund
71.26%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%5.21%

Correlation

The correlation between FPXI and DBE is -0.25, 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.

-0.25

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

-0.06

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

0.05

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

0.14

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2014

0.15

The correlation between FPXI and DBE shifts across timeframes, from -0.25 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FPXI vs. DBE — Risk / Return Rank

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

FPXI
FPXI Risk / Return Rank: 3636
Overall Rank
FPXI Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FPXI Sortino Ratio Rank: 3737
Sortino Ratio Rank
FPXI Omega Ratio Rank: 3636
Omega Ratio Rank
FPXI Calmar Ratio Rank: 3434
Calmar Ratio Rank
FPXI Martin Ratio Rank: 3939
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.

FPXI vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust International Equity Opportunities ETF (FPXI) 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.


FPXIDBEDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.18

1.28

-0.10

Calmar ratioReturn relative to maximum drawdown

1.17

2.50

-1.33

Martin ratioReturn relative to average drawdown

4.19

7.82

-3.63

FPXI vs. DBE - Sharpe Ratio Comparison

The current FPXI Sharpe Ratio is 0.93, which is lower than the DBE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FPXI 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

FPXI vs. DBE - Drawdown Comparison

The maximum FPXI drawdown since its inception was -55.78%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for FPXI and DBE.


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Drawdown Indicators


FPXIDBEDifference

Max Drawdown

Largest peak-to-trough decline

-55.78%

-86.69%

+30.91%

Max Drawdown (1Y)

Largest decline over 1 year

-24.12%

-24.72%

+0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-24.12%

-24.72%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-50.75%

-38.74%

-12.01%

Max Drawdown (10Y)

Largest decline over 10 years

-55.78%

-60.84%

+5.06%

Current Drawdown

Current decline from peak

-20.17%

-34.98%

+14.81%

Average Drawdown

Average peak-to-trough decline

-20.12%

-57.13%

+37.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.70%

7.90%

-1.20%

Volatility

FPXI vs. DBE - Volatility Comparison

The current volatility for First Trust International Equity Opportunities ETF (FPXI) is 12.57%, while Invesco DB Energy Fund (DBE) has a volatility of 15.07%. This indicates that FPXI 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


FPXIDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.57%

15.07%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

27.10%

34.26%

-7.16%

Volatility (1Y)

Calculated over the trailing 1-year period

30.35%

37.66%

-7.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.12%

30.15%

-7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.91%

28.60%

-6.69%

FPXI vs. DBE - Expense Ratio Comparison

FPXI has a 0.70% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

FPXI vs. DBE - Dividend Comparison

FPXI's dividend yield for the trailing twelve months is around 0.68%, less than DBE's 2.26% yield.


PositionTTM20252024202320222021202020192018201720162015
DBE
Invesco DB Energy Fund
2.26%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%0.00%0.00%0.00%
FPXI
First Trust International Equity Opportunities ETF
0.68%0.70%0.93%0.71%1.13%0.71%0.18%0.67%1.75%0.75%2.09%1.34%

Frequently Asked Questions


FPXI 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 (15.07%) compared to FPXI (12.57%). In terms of maximum drawdown, FPXI dropped -55.78% vs DBE's -86.69%.

On 10-year performance, DBE leads with 12.24% vs 11.04% for FPXI. On fees, FPXI is cheaper at 0.70% per year. On volatility, FPXI has been the lower-risk option at 12.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBE has performed better with a 12.24% return vs 11.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FPXI is cheaper with a 0.70% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.26%, compared with 0.68% for FPXI.

FPXI is categorized as Foreign Large Cap Equities, while DBE is Oil & Gas. FPXI tracks IPOX International Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.70% for FPXI and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (1.64 vs 0.93), 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 FPXI and DBE

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