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 2.17%/yr vs 17.10%/yr for DBE. At a 0.12 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 -9.43% return, which is significantly lower than DBE's 68.39% return.
ISHP
- 1D
- 0.49%
- 1M
- 3.63%
- 6M
- -12.02%
- YTD
- -9.43%
- 1Y
- -10.08%
- 3Y*
- 8.59%
- 5Y*
- 2.17%
- 10Y*
- —
DBE
- 1D
- -1.09%
- 1M
- 6.25%
- 6M
- 65.69%
- YTD
- 68.39%
- 1Y
- 57.64%
- 3Y*
- 17.96%
- 5Y*
- 17.10%
- 10Y*
- 11.45%
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 | -9.43% | 12.27% | 24.17% | 22.24% | -33.79% | 30.09% | 15.33% | 19.74% | -2.04% | 7.66% |
DBE Invesco DB Energy Fund | 68.39% | -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 -0.31, 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 | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2016 | 0.12 |
The correlation between ISHP and DBE shifts across timeframes, from -0.31 (1 year) to 0.12 (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ISHP | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.28 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 2.34 | -2.75 |
| Martin ratioReturn relative to average drawdown | -0.75 | 7.00 | -7.75 |
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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% | -24.72% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -24.75% | -24.72% | -0.03% |
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 | -16.79% | -36.07% | +19.28% |
Average DrawdownAverage peak-to-trough decline | -12.74% | -57.19% | +44.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.40% | 8.26% | +5.14% |
Volatility
ISHP vs. DBE - Volatility Comparison
The current volatility for First Trust S-Network Global E-Commerce ETF (ISHP) is 5.05%, while Invesco DB Energy Fund (DBE) has a volatility of 11.68%. 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 | 5.05% | 11.68% | -6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 32.70% | -18.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 35.99% | -18.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.29% | 29.88% | -2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.03% | 28.39% | -4.36% |
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 1.15%, less than DBE's 2.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.29% | 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 | 1.15% | 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 -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBE has higher volatility (11.68%) compared to ISHP (5.05%). In terms of maximum drawdown, ISHP dropped -47.57% vs DBE's -86.69%.
On 5-year performance, DBE leads with 17.10% vs 2.17% for ISHP. On fees, ISHP is cheaper at 0.60% per year. On volatility, ISHP has been the lower-risk option at 5.05%. 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 17.10% return vs 2.17%. 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 2.29%, compared with 1.15% 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 (1.61 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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