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GXTG vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXTG vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Thematic Growth ETF (GXTG) 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, GXTG achieves a 1.80% return, which is significantly lower than DBE's 63.93% return.


GXTG

1D
3.13%
1M
-3.78%
6M
-0.36%
YTD
1.80%
1Y
-4.66%
3Y*
-2.08%
5Y*
-12.79%
10Y*
ALL TIME*
0.19%

DBE

1D
-4.28%
1M
11.01%
6M
47.49%
YTD
63.93%
1Y
55.67%
3Y*
13.55%
5Y*
16.46%
10Y*
11.75%
ALL TIME*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.35M$1.09M$1.64M
$123.03K$106.22K$198.85K

GXTG vs. DBE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GXTG
Global X Thematic Growth ETF
1.80%3.52%-3.55%10.26%-48.08%3.21%61.07%4.74%
DBE
Invesco DB Energy Fund
63.93%-2.17%2.96%-12.14%33.77%57.56%-25.91%5.93%

Correlation

The correlation between GXTG and DBE is -0.20, 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.

-0.20

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

-0.03

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

0.06

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2019

0.12

The correlation between GXTG and DBE shifts across timeframes, from -0.20 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GXTG vs. DBE — Risk / Return Rank

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

GXTG
GXTG Risk / Return Rank: 88
Overall Rank
GXTG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
GXTG Sortino Ratio Rank: 99
Sortino Ratio Rank
GXTG Omega Ratio Rank: 99
Omega Ratio Rank
GXTG Calmar Ratio Rank: 88
Calmar Ratio Rank
GXTG Martin Ratio Rank: 88
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 5353
Overall Rank
DBE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 5252
Sortino Ratio Rank
DBE Omega Ratio Rank: 5050
Omega Ratio Rank
DBE Calmar Ratio Rank: 5757
Calmar Ratio Rank
DBE Martin Ratio Rank: 5353
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.

GXTG vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Thematic Growth ETF (GXTG) 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.


GXTGDBEDifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.00

1.26

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.16

2.26

-2.42

Martin ratioReturn relative to average drawdown

-0.37

7.03

-7.40

GXTG vs. DBE - Sharpe Ratio Comparison

The current GXTG Sharpe Ratio is -0.15, which is lower than the DBE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of GXTG 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

GXTG vs. DBE - Drawdown Comparison

The maximum GXTG drawdown since its inception was -67.81%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for GXTG and DBE.


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Drawdown Indicators


GXTGDBEDifference

Max Drawdown

Largest peak-to-trough decline

-67.81%

-86.69%

+18.88%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-24.72%

-4.42%

Max Drawdown (3Y)

Largest decline over 3 years

-29.14%

-24.72%

-4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-61.17%

-38.74%

-22.43%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-59.76%

-37.77%

-21.99%

Average Drawdown

Average peak-to-trough decline

-43.43%

-57.12%

+13.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.71%

7.95%

+4.76%

Volatility

GXTG vs. DBE - Volatility Comparison

The current volatility for Global X Thematic Growth ETF (GXTG) is 13.53%, while Invesco DB Energy Fund (DBE) has a volatility of 15.88%. This indicates that GXTG 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


GXTGDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.53%

15.88%

-2.35%

Volatility (6M)

Calculated over the trailing 6-month period

25.87%

33.82%

-7.95%

Volatility (1Y)

Calculated over the trailing 1-year period

31.66%

37.86%

-6.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.78%

30.19%

-1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.15%

28.64%

+1.51%

GXTG vs. DBE - Expense Ratio Comparison

GXTG has a 0.50% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

GXTG vs. DBE - Dividend Comparison

GXTG's dividend yield for the trailing twelve months is around 1.47%, less than DBE's 2.36% yield.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.36%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
GXTG
Global X Thematic Growth ETF
1.47%1.40%1.08%1.99%1.48%1.56%0.48%0.31%0.00%

Frequently Asked Questions


GXTG 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 (15.88%) compared to GXTG (13.53%). In terms of maximum drawdown, GXTG dropped -67.81% vs DBE's -86.69%.

On 5-year performance, DBE leads with 16.46% vs -12.79% for GXTG. On fees, GXTG is cheaper at 0.50% per year. On volatility, GXTG has been the lower-risk option at 13.53%. 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 16.46% return vs -12.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GXTG is cheaper with a 0.50% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.36%, compared with 1.47% for GXTG.

GXTG is categorized as Global Equities, while DBE is Oil & Gas. GXTG tracks Solactive Thematic Growth Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.50% for GXTG and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (1.48 vs -0.15), 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 GXTG 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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