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HYIN vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYIN vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Alternative Income Fund (HYIN) 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, HYIN achieves a -5.23% return, which is significantly lower than DBE's 79.04% return.


HYIN

1D
1.27%
1M
-3.56%
YTD
-5.23%
6M
-5.97%
1Y
-3.94%
3Y*
5.20%
5Y*
-0.48%
10Y*

DBE

1D
-2.52%
1M
-6.01%
YTD
79.04%
6M
69.31%
1Y
81.31%
3Y*
22.41%
5Y*
19.05%
10Y*
11.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYIN vs. DBE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HYIN
WisdomTree Alternative Income Fund
-5.23%-0.46%7.39%21.84%-21.14%3.08%
DBE
Invesco DB Energy Fund
79.04%-2.17%2.96%-12.14%33.77%19.27%

Correlation

The correlation between HYIN and DBE is -0.23, 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

-0.23

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

-0.05

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

0.11

Correlation (All Time)
Calculated using the full available price history since May 7, 2021

0.10

The correlation between HYIN and DBE shifts across timeframes, from -0.23 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HYIN vs. DBE — Risk / Return Rank

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

HYIN
HYIN Risk / Return Rank: 66
Overall Rank
HYIN Sharpe Ratio Rank: 66
Sharpe Ratio Rank
HYIN Sortino Ratio Rank: 66
Sortino Ratio Rank
HYIN Omega Ratio Rank: 66
Omega Ratio Rank
HYIN Calmar Ratio Rank: 77
Calmar Ratio Rank
HYIN Martin Ratio Rank: 77
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6262
Sortino Ratio Rank
DBE Omega Ratio Rank: 6565
Omega Ratio Rank
DBE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBE Martin Ratio Rank: 6262
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.

HYIN vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Alternative Income Fund (HYIN) 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.


HYINDBEDifference
Sharpe ratioReturn per unit of total volatility

-2.64

Sortino ratioReturn per unit of downside risk

-3.22

Omega ratioGain probability vs. loss probability

0.96

1.39

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.25

5.67

-5.93

Martin ratioReturn relative to average drawdown

-0.54

11.08

-11.62

HYIN vs. DBE - Sharpe Ratio Comparison

The current HYIN Sharpe Ratio is -0.31, which is lower than the DBE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of HYIN 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


HYINDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

2.33

-2.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.65

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.09

-0.09

Drawdowns

HYIN vs. DBE - Drawdown Comparison

The maximum HYIN drawdown since its inception was -31.10%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for HYIN and DBE.


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Drawdown Indicators


HYINDBEDifference

Max Drawdown

Largest peak-to-trough decline

-31.10%

-86.69%

+55.59%

Max Drawdown (1Y)

Largest decline over 1 year

-15.52%

-14.41%

-1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-15.85%

-23.89%

+8.04%

Max Drawdown (5Y)

Largest decline over 5 years

-31.10%

-38.74%

+7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-11.06%

-32.03%

+20.97%

Average Drawdown

Average peak-to-trough decline

-9.02%

-57.30%

+48.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.28%

7.37%

-0.09%

Volatility

HYIN vs. DBE - Volatility Comparison

The current volatility for WisdomTree Alternative Income Fund (HYIN) is 3.44%, while Invesco DB Energy Fund (DBE) has a volatility of 13.05%. This indicates that HYIN 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


HYINDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

13.05%

-9.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

30.97%

-20.74%

Volatility (1Y)

Calculated over the trailing 1-year period

12.82%

35.07%

-22.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

29.41%

-12.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

28.34%

-11.53%

HYIN vs. DBE - Expense Ratio Comparison

HYIN has a 3.20% expense ratio, which is higher than DBE's 0.78% expense ratio.


Dividends

HYIN vs. DBE - Dividend Comparison

HYIN's dividend yield for the trailing twelve months is around 13.27%, more than DBE's 2.16% yield.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.16%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
HYIN
WisdomTree Alternative Income Fund
13.27%12.58%12.59%11.71%11.34%4.13%0.00%0.00%0.00%

Frequently Asked Questions


HYIN and DBE have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (13.05%) compared to HYIN (3.44%). In terms of maximum drawdown, HYIN dropped -31.10% vs DBE's -86.69%.

On 5-year performance, DBE leads with 19.05% vs -0.48% for HYIN. On fees, DBE is cheaper at 0.78% per year. On volatility, HYIN has been the lower-risk option at 3.44%. 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 19.05% return vs -0.48%. 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 3.20% for HYIN.

HYIN has the higher dividend yield at 13.27%, compared with 2.16% for DBE.

HYIN is categorized as Diversified Portfolio, while DBE is Oil & Gas. HYIN tracks Gapstow Liquid Alternative Credit Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 3.20% for HYIN and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.33 vs -0.31), 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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