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

Performance

LSAF vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LeaderShares AlphaFactor US Core Equity ETF (LSAF) 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, LSAF achieves a 13.16% return, which is significantly lower than DBE's 79.04% return.


LSAF

1D
0.59%
1M
3.77%
YTD
13.16%
6M
13.93%
1Y
24.96%
3Y*
20.36%
5Y*
9.96%
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)

LSAF vs. DBE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LSAF
LeaderShares AlphaFactor US Core Equity ETF
13.16%12.01%18.09%15.48%-13.12%22.75%6.92%28.35%-15.47%
DBE
Invesco DB Energy Fund
79.04%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-31.74%

Correlation

The correlation between LSAF and DBE is -0.30, 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

-0.30

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

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2018

0.23

The correlation between LSAF and DBE shifts across timeframes, from -0.30 (1 year) to 0.23 (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

LSAF vs. DBE — Risk / Return Rank

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

LSAF
LSAF Risk / Return Rank: 6060
Overall Rank
LSAF Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LSAF Sortino Ratio Rank: 5454
Sortino Ratio Rank
LSAF Omega Ratio Rank: 4848
Omega Ratio Rank
LSAF Calmar Ratio Rank: 7676
Calmar Ratio Rank
LSAF Martin Ratio Rank: 6868
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.

LSAF vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LeaderShares AlphaFactor US Core Equity ETF (LSAF) 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.


LSAFDBEDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.30

1.39

-0.09

Calmar ratioReturn relative to maximum drawdown

3.81

5.67

-1.86

Martin ratioReturn relative to average drawdown

12.46

11.08

+1.38

LSAF vs. DBE - Sharpe Ratio Comparison

The current LSAF Sharpe Ratio is 1.74, which is comparable to the DBE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of LSAF 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...

Sharpe Ratios by Period


LSAFDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

2.33

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.65

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.09

+0.39

Drawdowns

LSAF vs. DBE - Drawdown Comparison

The maximum LSAF drawdown since its inception was -41.67%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for LSAF and DBE.


Loading charts...

Drawdown Indicators


LSAFDBEDifference

Max Drawdown

Largest peak-to-trough decline

-41.67%

-86.69%

+45.02%

Max Drawdown (1Y)

Largest decline over 1 year

-6.58%

-14.41%

+7.83%

Max Drawdown (3Y)

Largest decline over 3 years

-20.26%

-23.89%

+3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.94%

-38.74%

+13.80%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

0.00%

-32.03%

+32.03%

Average Drawdown

Average peak-to-trough decline

-6.32%

-57.30%

+50.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

7.37%

-5.36%

Volatility

LSAF vs. DBE - Volatility Comparison

The current volatility for LeaderShares AlphaFactor US Core Equity ETF (LSAF) is 3.69%, while Invesco DB Energy Fund (DBE) has a volatility of 13.05%. This indicates that LSAF 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


LSAFDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

13.05%

-9.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

30.97%

-20.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.40%

35.07%

-20.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.39%

29.41%

-11.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.87%

28.34%

-6.47%

LSAF vs. DBE - Expense Ratio Comparison

LSAF has a 0.75% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

LSAF vs. DBE - Dividend Comparison

LSAF's dividend yield for the trailing twelve months is around 0.61%, less 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%
LSAF
LeaderShares AlphaFactor US Core Equity ETF
0.61%0.69%0.42%0.84%0.96%0.37%0.53%0.71%0.20%

Frequently Asked Questions


LSAF and DBE have a correlation of -0.30, 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 LSAF (3.69%). In terms of maximum drawdown, LSAF dropped -41.67% vs DBE's -86.69%.

On 5-year performance, DBE leads with 19.05% vs 9.96% for LSAF. On fees, LSAF is cheaper at 0.75% per year. On volatility, LSAF has been the lower-risk option at 3.69%. 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 19.05% return vs 9.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LSAF is cheaper with a 0.75% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.16%, compared with 0.61% for LSAF.

LSAF is categorized as Mid Cap Blend Equities, while DBE is Oil & Gas. LSAF tracks AlphaFactor US Core Equity Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Redwood and Invesco. Their fees differ too: 0.75% for LSAF and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.33 vs 1.74), 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 LSAF 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