ISHP vs. DBE
ISHP (First Trust S-Network Global E-Commerce ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - ISHP is a Consumer Discretionary Equities fund tracking the S-Network Global E-Commerce Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past 5 years, ISHP returned 1.20%/yr vs 19.66%/yr for DBE. At a 0.13 correlation, their price movements are largely independent. ISHP charges 0.60%/yr vs 0.78%/yr for DBE.
Performance
ISHP vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, ISHP achieves a -12.76% return, which is significantly lower than DBE's 83.68% return.
ISHP
- 1D
- -2.02%
- 1M
- -2.47%
- YTD
- -12.76%
- 6M
- -12.24%
- 1Y
- -9.78%
- 3Y*
- 10.66%
- 5Y*
- 1.20%
- 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%
ISHP vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISHP First Trust S-Network Global E-Commerce ETF | -12.76% | 12.27% | 24.17% | 22.24% | -33.79% | 30.09% | 15.33% | 19.74% | -2.04% | 7.66% |
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 ISHP and DBE is -0.34, 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 | -0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2016 | 0.13 |
The correlation between ISHP and DBE shifts across timeframes, from -0.34 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ISHP vs. DBE — Risk / Return Rank
ISHP
DBE
ISHP vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust S-Network Global E-Commerce ETF (ISHP) 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.
| ISHP | DBE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.57 | 2.43 | -3.00 |
Sortino ratioReturn per unit of downside risk | -0.69 | 2.96 | -3.64 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.40 | -0.48 |
Calmar ratioReturn relative to maximum drawdown | -0.40 | 5.89 | -6.29 |
Martin ratioReturn relative to average drawdown | -0.85 | 11.53 | -12.38 |
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
| ISHP | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 2.43 | -3.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.67 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.09 | +0.19 |
Drawdowns
ISHP vs. DBE - Drawdown Comparison
The maximum ISHP drawdown since its inception was -47.57%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for ISHP and DBE.
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Drawdown Indicators
| ISHP | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.57% | -86.69% | +39.12% |
Max Drawdown (1Y)Largest decline over 1 year | -24.75% | -14.41% | -10.34% |
Max Drawdown (3Y)Largest decline over 3 years | -24.75% | -23.89% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -47.57% | -38.74% | -8.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.84% | — |
Current DrawdownCurrent decline from peak | -19.86% | -30.27% | +10.41% |
Average DrawdownAverage peak-to-trough decline | -12.66% | -57.31% | +44.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.46% | 7.35% | +4.11% |
Volatility
ISHP vs. DBE - Volatility Comparison
The current volatility for First Trust S-Network Global E-Commerce ETF (ISHP) is 4.32%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that ISHP 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
| ISHP | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 12.95% | -8.63% |
Volatility (6M)Calculated over the trailing 6-month period | 13.42% | 30.86% | -17.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.23% | 34.97% | -17.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.29% | 29.39% | -2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.10% | 28.33% | -4.23% |
ISHP vs. DBE - Expense Ratio Comparison
ISHP has a 0.60% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
ISHP vs. DBE - Dividend Comparison
ISHP's dividend yield for the trailing twelve months is around 1.53%, less than DBE's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.10% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% | 0.00% | 0.00% |
ISHP First Trust S-Network Global E-Commerce ETF | 1.53% | 1.34% | 1.02% | 1.58% | 0.76% | 0.53% | 0.82% | 1.16% | 0.89% | 1.65% | 0.23% |
Frequently Asked Questions
ISHP and DBE have a correlation of -0.34, 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 ISHP (4.32%). In terms of maximum drawdown, ISHP dropped -47.57% vs DBE's -86.69%.
On 5-year performance, DBE leads with 19.66% vs 1.20% for ISHP. On fees, ISHP is cheaper at 0.60% per year. On volatility, ISHP has been the lower-risk option at 4.32%. 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 1.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISHP is cheaper with a 0.60% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.10%, compared with 1.53% for ISHP.
ISHP is categorized as Consumer Discretionary Equities, while DBE is Oil & Gas. ISHP tracks S-Network Global E-Commerce Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.60% for ISHP and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs -0.57), 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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