ILIT vs. DBE
ILIT (Ishares Lithium Miners And Producers ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - ILIT is a Energy Equities fund tracking the STOXX Global Lithium Miners and Producers Index - USD - Benchmark TR Net, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past year, ILIT returned 181.76% vs 84.41% for DBE. At a 0.05 correlation, their price movements are largely independent. ILIT charges 0.47%/yr vs 0.78%/yr for DBE.
Performance
ILIT vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, ILIT achieves a 25.82% return, which is significantly lower than DBE's 83.68% return.
ILIT
- 1D
- -3.77%
- 1M
- -12.04%
- YTD
- 25.82%
- 6M
- 35.19%
- 1Y
- 181.76%
- 3Y*
- —
- 5Y*
- —
- 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%
ILIT vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ILIT Ishares Lithium Miners And Producers ETF | 25.82% | 81.51% | -45.14% | -28.86% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 2.96% | 2.82% |
Correlation
The correlation between ILIT and DBE is -0.17, 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 | -0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023 | 0.05 |
The correlation between ILIT and DBE shifts across timeframes, from -0.17 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ILIT vs. DBE — Risk / Return Rank
ILIT
DBE
ILIT vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lithium Miners And Producers ETF (ILIT) 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.
| ILIT | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.40 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 8.00 | 5.89 | +2.11 |
| Martin ratioReturn relative to average drawdown | 22.21 | 11.53 | +10.68 |
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
| ILIT | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.74 | 2.43 | +1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.09 | -0.19 |
Drawdowns
ILIT vs. DBE - Drawdown Comparison
The maximum ILIT drawdown since its inception was -73.69%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for ILIT and DBE.
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Drawdown Indicators
| ILIT | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.69% | -86.69% | +13.00% |
Max Drawdown (1Y)Largest decline over 1 year | -22.86% | -14.41% | -8.45% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.89% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.84% | — |
Current DrawdownCurrent decline from peak | -17.69% | -30.27% | +12.58% |
Average DrawdownAverage peak-to-trough decline | -45.87% | -57.31% | +11.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.22% | 7.35% | +0.87% |
Volatility
ILIT vs. DBE - Volatility Comparison
The current volatility for Ishares Lithium Miners And Producers ETF (ILIT) is 11.95%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that ILIT 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
| ILIT | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.95% | 12.95% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 33.28% | 30.86% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.97% | 34.97% | +14.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.58% | 29.39% | +12.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.58% | 28.33% | +13.25% |
ILIT vs. DBE - Expense Ratio Comparison
ILIT has a 0.47% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
ILIT vs. DBE - Dividend Comparison
ILIT's dividend yield for the trailing twelve months is around 1.81%, 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% |
ILIT Ishares Lithium Miners And Producers ETF | 1.81% | 2.27% | 6.48% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ILIT and DBE have a correlation of -0.17, 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 ILIT (11.95%). In terms of maximum drawdown, ILIT dropped -73.69% vs DBE's -86.69%.
On 1-year performance, ILIT leads with 181.76% vs 84.41% for DBE. On fees, ILIT is cheaper at 0.47% per year. On volatility, ILIT has been the lower-risk option at 11.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ILIT has performed better with a 181.76% return vs 84.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ILIT is cheaper with a 0.47% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.10%, compared with 1.81% for ILIT.
ILIT is categorized as Energy Equities, while DBE is Oil & Gas. ILIT tracks STOXX Global Lithium Miners and Producers Index - USD - Benchmark TR Net, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.47% for ILIT and 0.78% for DBE.
ILIT currently has the higher Sharpe Ratio (3.74 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.
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