MYCM vs. DBE
MYCM (State Street My2033 Corporate Bond ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - MYCM is a Corporate Bonds fund actively managed by State Street, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. MYCM is actively managed, while DBE is passively managed. Over the past year, MYCM returned 6.52% vs 84.41% for DBE. At a correlation of -0.28, they often move in opposite directions. MYCM charges 0.15%/yr vs 0.78%/yr for DBE.
Performance
MYCM vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, MYCM achieves a 0.42% return, which is significantly lower than DBE's 83.68% return.
MYCM
- 1D
- -0.19%
- 1M
- 0.25%
- YTD
- 0.42%
- 6M
- 0.38%
- 1Y
- 6.52%
- 3Y*
- —
- 5Y*
- —
- 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%
MYCM vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYCM State Street My2033 Corporate Bond ETF | 0.42% | 9.21% | -3.14% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 3.50% |
Correlation
The correlation between MYCM and DBE is -0.41, 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 | -0.41 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2024 | -0.28 |
The correlation between MYCM and DBE shifts across timeframes, from -0.41 (1 year) to -0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MYCM vs. DBE — Risk / Return Rank
MYCM
DBE
MYCM vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street My2033 Corporate Bond ETF (MYCM) 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.
| MYCM | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.40 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 5.89 | -3.50 |
| Martin ratioReturn relative to average drawdown | 7.98 | 11.53 | -3.55 |
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
| MYCM | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 2.43 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.09 | +0.62 |
Drawdowns
MYCM vs. DBE - Drawdown Comparison
The maximum MYCM drawdown since its inception was -4.58%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for MYCM and DBE.
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Drawdown Indicators
| MYCM | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.58% | -86.69% | +82.11% |
Max Drawdown (1Y)Largest decline over 1 year | -2.74% | -14.41% | +11.67% |
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 | -1.18% | -30.27% | +29.09% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -57.31% | +56.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.82% | 7.35% | -6.53% |
Volatility
MYCM vs. DBE - Volatility Comparison
The current volatility for State Street My2033 Corporate Bond ETF (MYCM) is 1.25%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that MYCM 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
| MYCM | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 12.95% | -11.70% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 30.86% | -27.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.97% | 34.97% | -31.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.12% | 29.39% | -24.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.12% | 28.33% | -23.21% |
MYCM vs. DBE - Expense Ratio Comparison
MYCM has a 0.15% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
MYCM vs. DBE - Dividend Comparison
MYCM's dividend yield for the trailing twelve months is around 4.74%, more than DBE's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.10% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
MYCM State Street My2033 Corporate Bond ETF | 4.74% | 4.70% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MYCM and DBE have a correlation of -0.41, 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 MYCM (1.25%). In terms of maximum drawdown, MYCM dropped -4.58% vs DBE's -86.69%.
On 1-year performance, DBE leads with 84.41% vs 6.52% for MYCM. On fees, MYCM is cheaper at 0.15% per year. On volatility, MYCM has been the lower-risk option at 1.25%. 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 84.41% return vs 6.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MYCM is cheaper with a 0.15% expense ratio, compared with 0.78% for DBE.
MYCM has the higher dividend yield at 4.74%, compared with 2.10% for DBE.
MYCM is categorized as Corporate Bonds, while DBE is Oil & Gas. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.15% for MYCM and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs 1.65), 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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