ITDB vs. DBE
ITDB (Ishares Lifepath Target Date 2030 ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - ITDB is a Target Retirement Date fund actively managed by iShares, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. ITDB is actively managed, while DBE is passively managed. Over the past year, ITDB returned 16.43% vs 81.31% for DBE. At a correlation of -0.15, they often move in opposite directions. ITDB charges 0.09%/yr vs 0.78%/yr for DBE.
Performance
ITDB vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, ITDB achieves a 6.50% return, which is significantly lower than DBE's 79.04% return.
ITDB
- 1D
- 0.16%
- 1M
- 1.96%
- YTD
- 6.50%
- 6M
- 6.87%
- 1Y
- 16.43%
- 3Y*
- —
- 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%
ITDB vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITDB Ishares Lifepath Target Date 2030 ETF | 6.50% | 14.58% | 9.65% | 11.73% |
DBE Invesco DB Energy Fund | 79.04% | -2.17% | 2.96% | -16.09% |
Correlation
The correlation between ITDB and DBE is -0.38, 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 | -0.38 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2023 | -0.15 |
Over the past year, the inverse relationship between ITDB and DBE has strengthened: their correlation has moved from -0.15 to -0.38, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
ITDB vs. DBE — Risk / Return Rank
ITDB
DBE
ITDB vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2030 ETF (ITDB) 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.
| ITDB | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.39 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 5.67 | -2.76 |
| Martin ratioReturn relative to average drawdown | 12.83 | 11.08 | +1.75 |
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
| ITDB | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 2.33 | -0.05 |
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 | 1.94 | 0.09 | +1.85 |
Drawdowns
ITDB vs. DBE - Drawdown Comparison
The maximum ITDB drawdown since its inception was -8.41%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for ITDB and DBE.
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Drawdown Indicators
| ITDB | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.41% | -86.69% | +78.28% |
Max Drawdown (1Y)Largest decline over 1 year | -5.66% | -14.41% | +8.75% |
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 | -0.31% | -32.03% | +31.72% |
Average DrawdownAverage peak-to-trough decline | -0.94% | -57.30% | +56.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 7.37% | -6.09% |
Volatility
ITDB vs. DBE - Volatility Comparison
The current volatility for Ishares Lifepath Target Date 2030 ETF (ITDB) is 2.45%, while Invesco DB Energy Fund (DBE) has a volatility of 13.05%. This indicates that ITDB 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
| ITDB | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 13.05% | -10.60% |
Volatility (6M)Calculated over the trailing 6-month period | 5.90% | 30.97% | -25.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.23% | 35.07% | -27.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.60% | 29.41% | -20.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.60% | 28.34% | -19.74% |
ITDB vs. DBE - Expense Ratio Comparison
ITDB has a 0.09% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
ITDB vs. DBE - Dividend Comparison
ITDB's dividend yield for the trailing twelve months is around 1.92%, less than DBE's 2.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.16% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
ITDB Ishares Lifepath Target Date 2030 ETF | 1.92% | 2.05% | 1.96% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ITDB and DBE have a correlation of -0.38, 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 ITDB (2.45%). In terms of maximum drawdown, ITDB dropped -8.41% vs DBE's -86.69%.
On 1-year performance, DBE leads with 81.31% vs 16.43% for ITDB. On fees, ITDB is cheaper at 0.09% per year. On volatility, ITDB has been the lower-risk option at 2.45%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DBE has performed better with a 81.31% return vs 16.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITDB is cheaper with a 0.09% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.16%, compared with 1.92% for ITDB.
ITDB is categorized as Target Retirement Date, while DBE is Oil & Gas. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.09% for ITDB and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.33 vs 2.29), 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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