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IFRA vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFRA vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Infrastructure ETF (IFRA) 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, IFRA achieves a 16.86% return, which is significantly lower than DBE's 83.68% return.


IFRA

1D
0.20%
1M
-1.29%
YTD
16.86%
6M
16.28%
1Y
28.44%
3Y*
20.10%
5Y*
13.03%
10Y*

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)

IFRA vs. DBE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IFRA
iShares U.S. Infrastructure ETF
16.86%15.90%17.02%13.42%-3.32%29.81%7.37%27.00%-8.57%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-16.13%

Correlation

The correlation between IFRA 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

0.00

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

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2018

0.23

The correlation between IFRA and DBE shifts across timeframes, from -0.23 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IFRA vs. DBE — Risk / Return Rank

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

IFRA
IFRA Risk / Return Rank: 6060
Overall Rank
IFRA Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IFRA Sortino Ratio Rank: 5959
Sortino Ratio Rank
IFRA Omega Ratio Rank: 5252
Omega Ratio Rank
IFRA Calmar Ratio Rank: 6767
Calmar Ratio Rank
IFRA Martin Ratio Rank: 6868
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.

IFRA vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Infrastructure ETF (IFRA) 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.


IFRADBEDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.33

1.40

-0.07

Calmar ratioReturn relative to maximum drawdown

3.40

5.89

-2.49

Martin ratioReturn relative to average drawdown

12.70

11.53

+1.17

IFRA vs. DBE - Sharpe Ratio Comparison

The current IFRA Sharpe Ratio is 1.94, which is comparable to the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of IFRA 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


IFRADBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

2.43

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.67

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.09

+0.54

Drawdowns

IFRA vs. DBE - Drawdown Comparison

The maximum IFRA drawdown since its inception was -41.06%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for IFRA and DBE.


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Drawdown Indicators


IFRADBEDifference

Max Drawdown

Largest peak-to-trough decline

-41.06%

-86.69%

+45.63%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

-14.41%

+6.01%

Max Drawdown (3Y)

Largest decline over 3 years

-19.93%

-23.89%

+3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

-38.74%

+18.81%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-2.66%

-30.27%

+27.61%

Average Drawdown

Average peak-to-trough decline

-5.14%

-57.31%

+52.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

7.35%

-5.10%

Volatility

IFRA vs. DBE - Volatility Comparison

The current volatility for iShares U.S. Infrastructure ETF (IFRA) is 4.89%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that IFRA 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


IFRADBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

12.95%

-8.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

30.86%

-19.54%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

34.97%

-20.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

29.39%

-11.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

28.33%

-6.95%

IFRA vs. DBE - Expense Ratio Comparison

IFRA has a 0.30% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

IFRA vs. DBE - Dividend Comparison

IFRA's dividend yield for the trailing twelve months is around 1.59%, less than DBE's 2.10% yield.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.10%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
IFRA
iShares U.S. Infrastructure ETF
1.59%1.84%1.75%1.98%1.98%1.63%2.08%1.68%2.50%

Frequently Asked Questions


IFRA 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 (12.95%) compared to IFRA (4.89%). In terms of maximum drawdown, IFRA dropped -41.06% vs DBE's -86.69%.

On 5-year performance, DBE leads with 19.66% vs 13.03% for IFRA. On fees, IFRA is cheaper at 0.30% per year. On volatility, IFRA has been the lower-risk option at 4.89%. 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 19.66% return vs 13.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IFRA is cheaper with a 0.30% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.10%, compared with 1.59% for IFRA.

IFRA is categorized as Industrials Equities, while DBE is Oil & Gas. IFRA tracks NYSE FactSet U.S. Infrastructure Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.30% for IFRA and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 1.94), 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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