PortfoliosLab logoPortfoliosLab logo
JUNT vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JUNT vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Large Cap Buffer10 Jun ETF (JUNT) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JUNT achieves a 5.12% return, which is significantly lower than DBE's 71.26% return.


JUNT

1D
0.81%
1M
1.26%
6M
4.03%
YTD
5.12%
1Y
11.55%
3Y*
13.17%
5Y*
10Y*
ALL TIME*
13.98%

DBE

1D
-4.26%
1M
15.98%
6M
57.84%
YTD
71.26%
1Y
61.44%
3Y*
15.22%
5Y*
17.82%
10Y*
12.24%
ALL TIME*
2.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.27M$1.08M$1.67M
$360.08K$344.55K$1.88M

JUNT vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023
JUNT
AllianzIM U.S. Large Cap Buffer10 Jun ETF
5.12%12.42%16.03%10.45%
DBE
Invesco DB Energy Fund
71.26%-2.17%2.96%6.28%

Correlation

The correlation between JUNT and DBE is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.26

Correlation (3Y)
Balances recent behavior with more history.

-0.08

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2023

-0.08

The correlation between JUNT and DBE shifts across timeframes, from -0.26 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JUNT vs. DBE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JUNT
JUNT Risk / Return Rank: 7575
Overall Rank
JUNT Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
JUNT Sortino Ratio Rank: 6969
Sortino Ratio Rank
JUNT Omega Ratio Rank: 7878
Omega Ratio Rank
JUNT Calmar Ratio Rank: 7474
Calmar Ratio Rank
JUNT Martin Ratio Rank: 8686
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 6666
Overall Rank
DBE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6666
Sortino Ratio Rank
DBE Omega Ratio Rank: 6464
Omega Ratio Rank
DBE Calmar Ratio Rank: 6969
Calmar Ratio Rank
DBE Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JUNT vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Large Cap Buffer10 Jun ETF (JUNT) 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.


JUNTDBEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.35

1.28

+0.07

Calmar ratioReturn relative to maximum drawdown

2.85

2.50

+0.35

Martin ratioReturn relative to average drawdown

13.43

7.82

+5.62

JUNT vs. DBE - Sharpe Ratio Comparison

The current JUNT Sharpe Ratio is 1.70, which is comparable to the DBE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of JUNT 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.


Loading charts...

Drawdowns

JUNT vs. DBE - Drawdown Comparison

The maximum JUNT drawdown since its inception was -12.78%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for JUNT and DBE.


Loading charts...

Drawdown Indicators


JUNTDBEDifference

Max Drawdown

Largest peak-to-trough decline

-12.78%

-86.69%

+73.91%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-24.72%

+20.64%

Max Drawdown (3Y)

Largest decline over 3 years

-12.78%

-24.72%

+11.94%

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

0.00%

-34.98%

+34.98%

Average Drawdown

Average peak-to-trough decline

-0.98%

-57.13%

+56.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

7.90%

-7.04%

Volatility

JUNT vs. DBE - Volatility Comparison

The current volatility for AllianzIM U.S. Large Cap Buffer10 Jun ETF (JUNT) is 2.76%, while Invesco DB Energy Fund (DBE) has a volatility of 15.07%. This indicates that JUNT 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.


Loading charts...

Volatility by Period


JUNTDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

15.07%

-12.31%

Volatility (6M)

Calculated over the trailing 6-month period

5.87%

34.26%

-28.39%

Volatility (1Y)

Calculated over the trailing 1-year period

6.82%

37.66%

-30.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.29%

30.15%

-20.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.29%

28.60%

-19.31%

JUNT vs. DBE - Expense Ratio Comparison

JUNT has a 0.74% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

JUNT vs. DBE - Dividend Comparison

JUNT has not paid dividends to shareholders, while DBE's dividend yield for the trailing twelve months is around 2.26%.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.26%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
JUNT
AllianzIM U.S. Large Cap Buffer10 Jun ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JUNT and DBE have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (15.07%) compared to JUNT (2.76%). In terms of maximum drawdown, JUNT dropped -12.78% vs DBE's -86.69%.

On 3-year performance, DBE leads with 15.22% vs 13.17% for JUNT. On fees, JUNT is cheaper at 0.74% per year. On volatility, JUNT has been the lower-risk option at 2.76%. 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 15.22% return vs 13.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JUNT is cheaper with a 0.74% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.26%, compared with 0.00% for JUNT.

JUNT is categorized as Options Trading, while DBE is Oil & Gas. They also come from different issuers: Allianz and Invesco. Their fees differ too: 0.74% for JUNT and 0.78% for DBE.

JUNT currently has the higher Sharpe Ratio (1.70 vs 1.64), 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

Find the right allocation for JUNT and DBE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer