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HFXI vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HFXI vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ 50 Percent Hedged FTSE International ETF (HFXI) 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, HFXI achieves a 17.13% return, which is significantly lower than DBE's 83.68% return. Both investments have delivered pretty close results over the past 10 years, with HFXI having a 11.47% annualized return and DBE not far ahead at 12.03%.


HFXI

1D
-0.45%
1M
7.03%
YTD
17.13%
6M
20.26%
1Y
35.26%
3Y*
20.46%
5Y*
12.14%
10Y*
11.47%

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)

HFXI vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HFXI
IQ 50 Percent Hedged FTSE International ETF
17.13%30.10%7.58%19.56%-10.71%13.96%6.88%23.67%-12.69%22.68%
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 HFXI and DBE is -0.38, 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

-0.38

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

-0.09

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

0.08

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2015

0.22

The correlation between HFXI and DBE shifts across timeframes, from -0.38 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HFXI vs. DBE — Risk / Return Rank

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

HFXI
HFXI Risk / Return Rank: 7171
Overall Rank
HFXI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HFXI Sortino Ratio Rank: 7373
Sortino Ratio Rank
HFXI Omega Ratio Rank: 7474
Omega Ratio Rank
HFXI Calmar Ratio Rank: 6565
Calmar Ratio Rank
HFXI Martin Ratio Rank: 7070
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.

HFXI vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ 50 Percent Hedged FTSE International ETF (HFXI) 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.


HFXIDBEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.44

1.40

+0.05

Calmar ratioReturn relative to maximum drawdown

3.27

5.89

-2.62

Martin ratioReturn relative to average drawdown

12.97

11.53

+1.44

HFXI vs. DBE - Sharpe Ratio Comparison

The current HFXI Sharpe Ratio is 2.41, which is comparable to the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of HFXI 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


HFXIDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

2.43

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.67

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.43

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.09

+0.47

Drawdowns

HFXI vs. DBE - Drawdown Comparison

The maximum HFXI drawdown since its inception was -32.42%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for HFXI and DBE.


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Drawdown Indicators


HFXIDBEDifference

Max Drawdown

Largest peak-to-trough decline

-32.42%

-86.69%

+54.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-14.41%

+3.57%

Max Drawdown (3Y)

Largest decline over 3 years

-13.52%

-23.89%

+10.37%

Max Drawdown (5Y)

Largest decline over 5 years

-22.35%

-38.74%

+16.39%

Max Drawdown (10Y)

Largest decline over 10 years

-32.42%

-60.84%

+28.42%

Current Drawdown

Current decline from peak

-0.45%

-30.27%

+29.82%

Average Drawdown

Average peak-to-trough decline

-5.46%

-57.31%

+51.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

7.35%

-4.63%

Volatility

HFXI vs. DBE - Volatility Comparison

The current volatility for IQ 50 Percent Hedged FTSE International ETF (HFXI) is 5.46%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that HFXI 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


HFXIDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

12.95%

-7.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

30.86%

-18.46%

Volatility (1Y)

Calculated over the trailing 1-year period

14.69%

34.97%

-20.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

29.39%

-14.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

28.33%

-11.70%

HFXI vs. DBE - Expense Ratio Comparison

HFXI has a 0.20% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

HFXI vs. DBE - Dividend Comparison

HFXI's dividend yield for the trailing twelve months is around 3.84%, more than DBE's 2.10% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
HFXI
IQ 50 Percent Hedged FTSE International ETF
3.84%4.19%2.68%2.49%4.65%3.10%2.00%3.19%4.33%2.56%2.71%0.78%

Frequently Asked Questions


HFXI and DBE have a correlation of -0.38, 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 HFXI (5.46%). In terms of maximum drawdown, HFXI dropped -32.42% vs DBE's -86.69%.

On 10-year performance, DBE leads with 12.03% vs 11.47% for HFXI. On fees, HFXI is cheaper at 0.20% per year. On volatility, HFXI has been the lower-risk option at 5.46%. 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 11.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HFXI is cheaper with a 0.20% expense ratio, compared with 0.78% for DBE.

HFXI has the higher dividend yield at 3.84%, compared with 2.10% for DBE.

HFXI is categorized as Foreign Large Cap Equities, while DBE is Oil & Gas. HFXI tracks FTSE Developed ex North America 50% Hedged to USD Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: New York Life and Invesco. Their fees differ too: 0.20% for HFXI and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 2.41), 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 HFXI and DBE

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