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HTUS vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTUS vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hull Tactical US ETF (HTUS) 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, HTUS achieves a 11.33% return, which is significantly lower than DBE's 83.68% return. Both investments have delivered pretty close results over the past 10 years, with HTUS having a 12.52% annualized return and DBE not far behind at 12.03%.


HTUS

1D
-0.55%
1M
5.04%
YTD
11.33%
6M
12.04%
1Y
28.96%
3Y*
22.15%
5Y*
15.35%
10Y*
12.52%

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)

HTUS vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTUS
Hull Tactical US ETF
11.33%16.57%25.02%30.11%-13.00%24.29%13.21%20.27%-10.04%14.19%
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 HTUS and DBE is -0.34, 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

-0.34

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

-0.07

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

0.07

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2015

0.14

The correlation between HTUS and DBE shifts across timeframes, from -0.34 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HTUS vs. DBE — Risk / Return Rank

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

HTUS
HTUS Risk / Return Rank: 7878
Overall Rank
HTUS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HTUS Sortino Ratio Rank: 8282
Sortino Ratio Rank
HTUS Omega Ratio Rank: 8181
Omega Ratio Rank
HTUS Calmar Ratio Rank: 6767
Calmar Ratio Rank
HTUS Martin Ratio Rank: 8484
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.

HTUS vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) 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.


HTUSDBEDifference

Sharpe ratio

Return per unit of total volatility

2.53

2.43

+0.10

Sortino ratio

Return per unit of downside risk

3.71

2.96

+0.76

Omega ratio

Gain probability vs. loss probability

1.50

1.40

+0.10

Calmar ratio

Return relative to maximum drawdown

3.35

5.89

-2.54

Martin ratio

Return relative to average drawdown

17.27

11.53

+5.74

HTUS vs. DBE - Sharpe Ratio Comparison

The current HTUS Sharpe Ratio is 2.53, which is comparable to the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of HTUS 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


HTUSDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

2.43

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.67

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.43

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.09

+0.48

Drawdowns

HTUS vs. DBE - Drawdown Comparison

The maximum HTUS drawdown since its inception was -47.50%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for HTUS and DBE.


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Drawdown Indicators


HTUSDBEDifference

Max Drawdown

Largest peak-to-trough decline

-47.50%

-86.69%

+39.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-14.41%

+5.73%

Max Drawdown (3Y)

Largest decline over 3 years

-24.41%

-23.89%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

-38.74%

+14.33%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

-60.84%

+13.34%

Current Drawdown

Current decline from peak

-0.55%

-30.27%

+29.72%

Average Drawdown

Average peak-to-trough decline

-4.06%

-57.31%

+53.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

7.35%

-5.67%

Volatility

HTUS vs. DBE - Volatility Comparison

The current volatility for Hull Tactical US ETF (HTUS) is 2.47%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that HTUS 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


HTUSDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

12.95%

-10.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

30.86%

-21.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.50%

34.97%

-23.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.03%

29.39%

-10.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.45%

28.33%

-6.88%

HTUS vs. DBE - Expense Ratio Comparison

HTUS has a 0.97% expense ratio, which is higher than DBE's 0.78% expense ratio.


Dividends

HTUS vs. DBE - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 10.68%, 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%
HTUS
Hull Tactical US ETF
10.68%11.89%17.80%1.18%5.63%7.20%3.77%0.92%8.69%8.29%3.02%

Frequently Asked Questions


HTUS and DBE have a correlation of -0.34, 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 HTUS (2.47%). In terms of maximum drawdown, HTUS dropped -47.50% vs DBE's -86.69%.

On 10-year performance, HTUS leads with 12.52% vs 12.03% for DBE. On fees, DBE is cheaper at 0.78% per year. On volatility, HTUS has been the lower-risk option at 2.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HTUS has performed better with a 12.52% return vs 12.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBE is cheaper with a 0.78% expense ratio, compared with 0.97% for HTUS.

HTUS has the higher dividend yield at 10.68%, compared with 2.10% for DBE.

HTUS is categorized as Long-Short, while DBE is Oil & Gas. They also come from different issuers: Exchange Traded Concepts and Invesco. Their fees differ too: 0.97% for HTUS and 0.78% for DBE.

HTUS currently has the higher Sharpe Ratio (2.53 vs 2.43), 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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