IBUY vs. DBE
IBUY (Amplify Online Retail ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - IBUY is a Consumer Discretionary Equities fund tracking the EQM Online Retail Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past 10 years, IBUY returned 10.38%/yr vs 12.03%/yr for DBE. At a 0.14 correlation, their price movements are largely independent. IBUY charges 0.65%/yr vs 0.78%/yr for DBE.
Performance
IBUY vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, IBUY achieves a -10.92% return, which is significantly lower than DBE's 83.68% return. Over the past 10 years, IBUY has underperformed DBE with an annualized return of 10.38%, while DBE has yielded a comparatively higher 12.03% annualized return.
IBUY
- 1D
- -1.83%
- 1M
- -1.00%
- YTD
- -10.92%
- 6M
- -10.14%
- 1Y
- -2.54%
- 3Y*
- 15.79%
- 5Y*
- -11.36%
- 10Y*
- 10.38%
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%
IBUY vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBUY Amplify Online Retail ETF | -10.92% | 15.26% | 20.14% | 38.01% | -55.71% | -22.99% | 123.79% | 28.47% | -1.93% | 50.27% |
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 IBUY and DBE is -0.31, 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 | -0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
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 Apr 21, 2016 | 0.14 |
The correlation between IBUY and DBE shifts across timeframes, from -0.31 (1 year) to 0.14 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IBUY vs. DBE — Risk / Return Rank
IBUY
DBE
IBUY vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify Online Retail ETF (IBUY) 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.
| IBUY | DBE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.12 | 2.43 | -2.55 |
Sortino ratioReturn per unit of downside risk | -0.02 | 2.96 | -2.97 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.40 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | -0.11 | 5.89 | -6.00 |
Martin ratioReturn relative to average drawdown | -0.24 | 11.53 | -11.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBUY | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 2.43 | -2.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.67 | -1.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.43 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.09 | +0.25 |
Drawdowns
IBUY vs. DBE - Drawdown Comparison
The maximum IBUY drawdown since its inception was -73.00%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for IBUY and DBE.
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Drawdown Indicators
| IBUY | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.00% | -86.69% | +13.69% |
Max Drawdown (1Y)Largest decline over 1 year | -23.23% | -14.41% | -8.82% |
Max Drawdown (3Y)Largest decline over 3 years | -28.87% | -23.89% | -4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -71.15% | -38.74% | -32.41% |
Max Drawdown (10Y)Largest decline over 10 years | -73.00% | -60.84% | -12.16% |
Current DrawdownCurrent decline from peak | -52.29% | -30.27% | -22.02% |
Average DrawdownAverage peak-to-trough decline | -29.65% | -57.31% | +27.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.50% | 7.35% | +3.15% |
Volatility
IBUY vs. DBE - Volatility Comparison
The current volatility for Amplify Online Retail ETF (IBUY) is 5.60%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that IBUY 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
| IBUY | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 12.95% | -7.35% |
Volatility (6M)Calculated over the trailing 6-month period | 15.70% | 30.86% | -15.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.51% | 34.97% | -13.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.07% | 29.39% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.16% | 28.33% | +0.83% |
IBUY vs. DBE - Expense Ratio Comparison
IBUY has a 0.65% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
IBUY vs. DBE - Dividend Comparison
IBUY's dividend yield for the trailing twelve months is around 0.12%, less than DBE's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.10% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
IBUY Amplify Online Retail ETF | 0.12% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.54% | 0.29% | 0.00% |
Frequently Asked Questions
IBUY and DBE have a correlation of -0.31, 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 IBUY (5.60%). In terms of maximum drawdown, IBUY dropped -73.00% vs DBE's -86.69%.
On 10-year performance, DBE leads with 12.03% vs 10.38% for IBUY. On fees, IBUY is cheaper at 0.65% per year. On volatility, IBUY has been the lower-risk option at 5.60%. 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 10.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBUY is cheaper with a 0.65% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.10%, compared with 0.12% for IBUY.
IBUY is categorized as Consumer Discretionary Equities, while DBE is Oil & Gas. IBUY tracks EQM Online Retail Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Amplify and Invesco. Their fees differ too: 0.65% for IBUY and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs -0.12), 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.
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