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GTO vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTO vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Total Return Bond ETF (GTO) 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, GTO achieves a 0.68% return, which is significantly lower than DBE's 83.68% return. Over the past 10 years, GTO has underperformed DBE with an annualized return of 2.93%, while DBE has yielded a comparatively higher 12.03% annualized return.


GTO

1D
-0.15%
1M
0.49%
YTD
0.68%
6M
0.69%
1Y
6.41%
3Y*
4.86%
5Y*
0.07%
10Y*
2.93%

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)

GTO vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GTO
Invesco Total Return Bond ETF
0.68%7.17%2.63%5.95%-14.77%-0.38%10.86%11.65%-0.26%7.41%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%5.21%

Correlation

The correlation between GTO and DBE is -0.42, 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

-0.42

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

-0.20

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

-0.13

Correlation (10Y)
Calculated over the trailing 10-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2016

-0.11

Over the past year, the inverse relationship between GTO and DBE has strengthened: their correlation has moved from -0.11 to -0.42, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

GTO vs. DBE — Risk / Return Rank

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

GTO
GTO Risk / Return Rank: 5353
Overall Rank
GTO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GTO Sortino Ratio Rank: 5959
Sortino Ratio Rank
GTO Omega Ratio Rank: 5656
Omega Ratio Rank
GTO Calmar Ratio Rank: 4747
Calmar Ratio Rank
GTO Martin Ratio Rank: 4646
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.

GTO vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Total Return Bond ETF (GTO) 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.


GTODBEDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.35

1.40

-0.05

Calmar ratioReturn relative to maximum drawdown

2.36

5.89

-3.54

Martin ratioReturn relative to average drawdown

7.50

11.53

-4.03

GTO vs. DBE - Sharpe Ratio Comparison

The current GTO Sharpe Ratio is 1.88, which is comparable to the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of GTO 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


GTODBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.43

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.67

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.43

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.09

+0.43

Drawdowns

GTO vs. DBE - Drawdown Comparison

The maximum GTO drawdown since its inception was -20.61%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for GTO and DBE.


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Drawdown Indicators


GTODBEDifference

Max Drawdown

Largest peak-to-trough decline

-20.61%

-86.69%

+66.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-14.41%

+11.68%

Max Drawdown (3Y)

Largest decline over 3 years

-5.98%

-23.89%

+17.91%

Max Drawdown (5Y)

Largest decline over 5 years

-20.61%

-38.74%

+18.13%

Max Drawdown (10Y)

Largest decline over 10 years

-20.61%

-60.84%

+40.23%

Current Drawdown

Current decline from peak

-1.62%

-30.27%

+28.65%

Average Drawdown

Average peak-to-trough decline

-4.80%

-57.31%

+52.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

7.35%

-6.49%

Volatility

GTO vs. DBE - Volatility Comparison

The current volatility for Invesco Total Return Bond ETF (GTO) is 1.19%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that GTO 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


GTODBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

12.95%

-11.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

30.86%

-28.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

34.97%

-31.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.68%

29.39%

-23.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.58%

28.33%

-22.75%

GTO vs. DBE - Expense Ratio Comparison

GTO has a 0.35% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

GTO vs. DBE - Dividend Comparison

GTO's dividend yield for the trailing twelve months is around 4.76%, more than DBE's 2.10% yield.


PositionTTM2025202420232022202120202019201820172016
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%0.00%
GTO
Invesco Total Return Bond ETF
4.76%4.70%4.42%4.05%3.47%1.93%4.04%2.97%5.25%2.81%2.57%

Frequently Asked Questions


GTO and DBE have a correlation of -0.42, 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 GTO (1.19%). In terms of maximum drawdown, GTO dropped -20.61% vs DBE's -86.69%.

On 10-year performance, DBE leads with 12.03% vs 2.93% for GTO. On fees, GTO is cheaper at 0.35% per year. On volatility, GTO has been the lower-risk option at 1.19%. 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 12.03% return vs 2.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GTO is cheaper with a 0.35% expense ratio, compared with 0.78% for DBE.

GTO has the higher dividend yield at 4.76%, compared with 2.10% for DBE.

GTO is categorized as Intermediate Core-Plus Bond, while DBE is Oil & Gas. Their fees differ too: 0.35% for GTO and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 1.88), 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

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