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HMOP vs. DBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HMOP vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Municipal Opportunities ETF (HMOP) and Invesco DB Oil Fund (DBO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HMOP achieves a 0.52% return, which is significantly lower than DBO's 76.48% return.


HMOP

1D
0.01%
1M
-1.47%
6M
-0.52%
YTD
0.52%
1Y
4.29%
3Y*
3.87%
5Y*
1.01%
10Y*
ALL TIME*
2.55%

DBO

1D
1.56%
1M
24.59%
6M
53.46%
YTD
76.48%
1Y
60.30%
3Y*
14.86%
5Y*
13.46%
10Y*
12.59%
ALL TIME*
0.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.01M$10.23M$13.95M
$2.79M$2.83M$2.79M

HMOP vs. DBO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HMOP
Hartford Municipal Opportunities ETF
0.52%4.70%2.52%6.83%-8.37%1.80%5.52%7.77%1.59%0.05%
DBO
Invesco DB Oil Fund
76.48%-11.71%7.85%-4.44%13.04%60.74%-20.99%28.05%-15.22%6.28%

Correlation

The correlation between HMOP and DBO is -0.39, 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.

-0.39

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

-0.19

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

-0.12

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2017

-0.09

Over the past year, the inverse relationship between HMOP and DBO has strengthened: their correlation has moved from -0.09 to -0.39, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

HMOP vs. DBO — Risk / Return Rank

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

HMOP
HMOP Risk / Return Rank: 6666
Overall Rank
HMOP Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HMOP Sortino Ratio Rank: 7878
Sortino Ratio Rank
HMOP Omega Ratio Rank: 8181
Omega Ratio Rank
HMOP Calmar Ratio Rank: 4848
Calmar Ratio Rank
HMOP Martin Ratio Rank: 4545
Martin Ratio Rank

DBO
DBO Risk / Return Rank: 5858
Overall Rank
DBO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 6161
Sortino Ratio Rank
DBO Omega Ratio Rank: 5757
Omega Ratio Rank
DBO Calmar Ratio Rank: 5757
Calmar Ratio Rank
DBO Martin Ratio Rank: 5252
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.

HMOP vs. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Municipal Opportunities ETF (HMOP) and Invesco DB Oil Fund (DBO). 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.


HMOPDBODifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.35

1.25

+0.10

Calmar ratioReturn relative to maximum drawdown

1.74

2.01

-0.27

Martin ratioReturn relative to average drawdown

5.17

6.09

-0.93

HMOP vs. DBO - Sharpe Ratio Comparison

The current HMOP Sharpe Ratio is 1.74, which is comparable to the DBO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of HMOP and DBO, 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

HMOP vs. DBO - Drawdown Comparison

The maximum HMOP drawdown since its inception was -13.12%, smaller than the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for HMOP and DBO.


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Drawdown Indicators


HMOPDBODifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-90.18%

+77.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-27.73%

+25.03%

Max Drawdown (3Y)

Largest decline over 3 years

-3.94%

-28.20%

+24.26%

Max Drawdown (5Y)

Largest decline over 5 years

-13.05%

-37.68%

+24.63%

Max Drawdown (10Y)

Largest decline over 10 years

-61.69%

Current Drawdown

Current decline from peak

-1.77%

-53.56%

+51.79%

Average Drawdown

Average peak-to-trough decline

-2.44%

-62.20%

+59.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

9.96%

-9.05%

Volatility

HMOP vs. DBO - Volatility Comparison

The current volatility for Hartford Municipal Opportunities ETF (HMOP) is 0.83%, while Invesco DB Oil Fund (DBO) has a volatility of 17.75%. This indicates that HMOP experiences smaller price fluctuations and is considered to be less risky than DBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HMOPDBODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

17.75%

-16.92%

Volatility (6M)

Calculated over the trailing 6-month period

2.05%

33.77%

-31.72%

Volatility (1Y)

Calculated over the trailing 1-year period

2.73%

38.53%

-35.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.89%

33.35%

-29.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.24%

32.20%

-27.96%

HMOP vs. DBO - Expense Ratio Comparison

HMOP has a 0.29% expense ratio, which is lower than DBO's 0.78% expense ratio.


Dividends

HMOP vs. DBO - Dividend Comparison

HMOP's dividend yield for the trailing twelve months is around 3.54%, more than DBO's 1.99% yield.


PositionTTM20252024202320222021202020192018
DBO
Invesco DB Oil Fund
1.99%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%
HMOP
Hartford Municipal Opportunities ETF
3.54%3.40%3.22%2.92%2.12%1.67%5.26%2.87%2.27%

Frequently Asked Questions


HMOP and DBO have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBO has higher volatility (17.75%) compared to HMOP (0.83%). In terms of maximum drawdown, HMOP dropped -13.12% vs DBO's -90.18%.

On 5-year performance, DBO leads with 13.46% vs 1.01% for HMOP. On fees, HMOP is cheaper at 0.29% per year. On volatility, HMOP has been the lower-risk option at 0.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBO has performed better with a 13.46% return vs 1.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HMOP is cheaper with a 0.29% expense ratio, compared with 0.78% for DBO.

HMOP has the higher dividend yield at 3.54%, compared with 1.99% for DBO.

HMOP is categorized as Municipal Bonds, while DBO is Oil & Gas. They also come from different issuers: Hartford and Invesco. Their fees differ too: 0.29% for HMOP and 0.78% for DBO.

HMOP currently has the higher Sharpe Ratio (1.74 vs 1.45), 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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