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PAVE vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAVE vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X US Infrastructure Development ETF (PAVE) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PAVE achieves a 19.88% return, which is significantly lower than DBE's 83.68% return.


PAVE

1D
0.70%
1M
1.96%
YTD
19.88%
6M
18.87%
1Y
37.15%
3Y*
26.78%
5Y*
17.39%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAVE vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAVE
Global X US Infrastructure Development ETF
19.88%19.36%17.92%31.01%-7.17%36.42%19.72%33.26%-19.15%14.11%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%16.43%

Correlation

The correlation between PAVE and DBE is -0.27, 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

-0.27

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

-0.03

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

0.12

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2017

0.22

The correlation between PAVE and DBE shifts across timeframes, from -0.27 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PAVE vs. DBE — Risk / Return Rank

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

PAVE
PAVE Risk / Return Rank: 5959
Overall Rank
PAVE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PAVE Sortino Ratio Rank: 5858
Sortino Ratio Rank
PAVE Omega Ratio Rank: 5353
Omega Ratio Rank
PAVE Calmar Ratio Rank: 6262
Calmar Ratio Rank
PAVE Martin Ratio Rank: 6363
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DBE Omega Ratio Rank: 6565
Omega Ratio Rank
DBE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBE Martin Ratio Rank: 6363
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.

PAVE vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X US Infrastructure Development ETF (PAVE) 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.


PAVEDBEDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.34

1.40

-0.06

Calmar ratioReturn relative to maximum drawdown

3.13

5.89

-2.76

Martin ratioReturn relative to average drawdown

11.50

11.53

-0.03

PAVE vs. DBE - Sharpe Ratio Comparison

The current PAVE Sharpe Ratio is 1.99, which is comparable to the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of PAVE 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.


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Sharpe Ratios by Period


PAVEDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.43

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.67

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.09

+0.59

Drawdowns

PAVE vs. DBE - Drawdown Comparison

The maximum PAVE drawdown since its inception was -44.08%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for PAVE and DBE.


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Drawdown Indicators


PAVEDBEDifference

Max Drawdown

Largest peak-to-trough decline

-44.08%

-86.69%

+42.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-14.41%

+2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-26.23%

-23.89%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-38.74%

+12.51%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-1.82%

-30.27%

+28.45%

Average Drawdown

Average peak-to-trough decline

-6.24%

-57.31%

+51.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

7.35%

-4.11%

Volatility

PAVE vs. DBE - Volatility Comparison

The current volatility for Global X US Infrastructure Development ETF (PAVE) is 6.42%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that PAVE 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


PAVEDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

12.95%

-6.53%

Volatility (6M)

Calculated over the trailing 6-month period

15.17%

30.86%

-15.69%

Volatility (1Y)

Calculated over the trailing 1-year period

18.84%

34.97%

-16.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.60%

29.39%

-7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.38%

28.33%

-3.95%

PAVE vs. DBE - Expense Ratio Comparison

PAVE has a 0.47% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

PAVE vs. DBE - Dividend Comparison

PAVE's dividend yield for the trailing twelve months is around 0.77%, less than DBE's 2.10% yield.


PositionTTM202520242023202220212020201920182017
DBE
Invesco DB Energy Fund
2.10%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%0.00%
PAVE
Global X US Infrastructure Development ETF
0.77%0.92%0.54%0.68%0.84%0.48%0.44%0.67%0.78%0.30%

Frequently Asked Questions


PAVE and DBE have a correlation of -0.27, 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 PAVE (6.42%). In terms of maximum drawdown, PAVE dropped -44.08% vs DBE's -86.69%.

On 5-year performance, DBE leads with 19.66% vs 17.39% for PAVE. On fees, PAVE is cheaper at 0.47% per year. On volatility, PAVE has been the lower-risk option at 6.42%. 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 19.66% return vs 17.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PAVE is cheaper with a 0.47% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.10%, compared with 0.77% for PAVE.

PAVE is categorized as Utilities Equities, while DBE is Oil & Gas. PAVE tracks INDXX U.S. Infrastructure Development Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.47% for PAVE and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 1.99), 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

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