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INQQ vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INQQ vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in India Internet & Ecommerce ETF (INQQ) 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, INQQ achieves a -17.70% return, which is significantly lower than DBE's 79.04% return.


INQQ

1D
1.28%
1M
-5.11%
YTD
-17.70%
6M
-19.24%
1Y
-23.05%
3Y*
3.61%
5Y*
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)

INQQ vs. DBE - Yearly Performance Comparison


2026 (YTD)2025202420232022
INQQ
India Internet & Ecommerce ETF
-17.70%-7.05%19.12%31.45%-34.73%
DBE
Invesco DB Energy Fund
79.04%-2.17%2.96%-12.14%-1.69%

Correlation

The correlation between INQQ and DBE is -0.37, 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

-0.37

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

-0.12

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2022

-0.02

Over the past year, the inverse relationship between INQQ and DBE has strengthened: their correlation has moved from -0.02 to -0.37, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

INQQ vs. DBE — Risk / Return Rank

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

INQQ
INQQ Risk / Return Rank: 11
Overall Rank
INQQ Sharpe Ratio Rank: 00
Sharpe Ratio Rank
INQQ Sortino Ratio Rank: 11
Sortino Ratio Rank
INQQ Omega Ratio Rank: 11
Omega Ratio Rank
INQQ Calmar Ratio Rank: 33
Calmar Ratio Rank
INQQ Martin Ratio Rank: 11
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.

INQQ vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for India Internet & Ecommerce ETF (INQQ) 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.


INQQDBEDifference
Sharpe ratioReturn per unit of total volatility

-3.65

Sortino ratioReturn per unit of downside risk

-4.77

Omega ratioGain probability vs. loss probability

0.78

1.39

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.76

5.67

-6.43

Martin ratioReturn relative to average drawdown

-1.62

11.08

-12.69

INQQ vs. DBE - Sharpe Ratio Comparison

The current INQQ Sharpe Ratio is -1.32, which is lower than the DBE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of INQQ 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


INQQDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.32

2.33

-3.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.29

0.09

-0.38

Drawdowns

INQQ vs. DBE - Drawdown Comparison

The maximum INQQ drawdown since its inception was -40.53%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for INQQ and DBE.


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Drawdown Indicators


INQQDBEDifference

Max Drawdown

Largest peak-to-trough decline

-40.53%

-86.69%

+46.16%

Max Drawdown (1Y)

Largest decline over 1 year

-30.41%

-14.41%

-16.00%

Max Drawdown (3Y)

Largest decline over 3 years

-32.45%

-23.89%

-8.56%

Max Drawdown (5Y)

Largest decline over 5 years

-38.74%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-27.58%

-32.03%

+4.45%

Average Drawdown

Average peak-to-trough decline

-17.06%

-57.30%

+40.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.29%

7.37%

+6.92%

Volatility

INQQ vs. DBE - Volatility Comparison

The current volatility for India Internet & Ecommerce ETF (INQQ) is 6.00%, while Invesco DB Energy Fund (DBE) has a volatility of 13.05%. This indicates that INQQ 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


INQQDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

13.05%

-7.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.67%

30.97%

-16.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

35.07%

-17.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

29.41%

-9.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

28.34%

-8.37%

INQQ vs. DBE - Expense Ratio Comparison

INQQ has a 0.86% expense ratio, which is higher than DBE's 0.78% expense ratio.


Dividends

INQQ vs. DBE - Dividend Comparison

INQQ's dividend yield for the trailing twelve months is around 2.71%, 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%
INQQ
India Internet & Ecommerce ETF
2.71%2.23%1.18%0.04%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


INQQ and DBE have a correlation of -0.37, 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 INQQ (6.00%). In terms of maximum drawdown, INQQ dropped -40.53% vs DBE's -86.69%.

On 3-year performance, DBE leads with 22.41% vs 3.61% for INQQ. On fees, DBE is cheaper at 0.78% per year. On volatility, INQQ has been the lower-risk option at 6.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DBE has performed better with a 22.41% return vs 3.61%. 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 0.86% for INQQ.

INQQ has the higher dividend yield at 2.71%, compared with 2.16% for DBE.

INQQ is categorized as Asia Pacific Equities, while DBE is Oil & Gas. INQQ tracks INQQ The India Internet & Ecommerce Index - Benchmark TR Gross, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: India and Invesco. Their fees differ too: 0.86% for INQQ and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.33 vs -1.32), 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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