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PFFR vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFR vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InfraCap REIT Preferred ETF (PFFR) 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, PFFR achieves a 0.80% return, which is significantly lower than DBE's 83.68% return.


PFFR

1D
-0.22%
1M
-0.75%
YTD
0.80%
6M
0.96%
1Y
6.82%
3Y*
9.27%
5Y*
0.97%
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)

PFFR vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFFR
InfraCap REIT Preferred ETF
0.80%5.36%7.12%21.04%-23.90%6.76%0.19%20.28%-7.45%7.60%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%10.75%

Correlation

The correlation between PFFR and DBE is -0.18, 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

-0.18

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

-0.08

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

0.01

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

0.08

The correlation between PFFR and DBE shifts across timeframes, from -0.18 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PFFR vs. DBE — Risk / Return Rank

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

PFFR
PFFR Risk / Return Rank: 2323
Overall Rank
PFFR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PFFR Sortino Ratio Rank: 2323
Sortino Ratio Rank
PFFR Omega Ratio Rank: 2323
Omega Ratio Rank
PFFR Calmar Ratio Rank: 2323
Calmar Ratio Rank
PFFR Martin Ratio Rank: 2020
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.

PFFR vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for InfraCap REIT Preferred ETF (PFFR) 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.


PFFRDBEDifference
Sharpe ratioReturn per unit of total volatility

-1.56

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.16

1.40

-0.24

Calmar ratioReturn relative to maximum drawdown

1.04

5.89

-4.85

Martin ratioReturn relative to average drawdown

2.44

11.53

-9.09

PFFR vs. DBE - Sharpe Ratio Comparison

The current PFFR Sharpe Ratio is 0.87, which is lower than the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of PFFR 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


PFFRDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

2.43

-1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.67

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.09

+0.06

Drawdowns

PFFR vs. DBE - Drawdown Comparison

The maximum PFFR drawdown since its inception was -53.02%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for PFFR and DBE.


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Drawdown Indicators


PFFRDBEDifference

Max Drawdown

Largest peak-to-trough decline

-53.02%

-86.69%

+33.67%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-14.41%

+7.84%

Max Drawdown (3Y)

Largest decline over 3 years

-11.16%

-23.89%

+12.73%

Max Drawdown (5Y)

Largest decline over 5 years

-29.80%

-38.74%

+8.94%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-3.05%

-30.27%

+27.22%

Average Drawdown

Average peak-to-trough decline

-7.00%

-57.31%

+50.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

7.35%

-4.55%

Volatility

PFFR vs. DBE - Volatility Comparison

The current volatility for InfraCap REIT Preferred ETF (PFFR) is 2.81%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that PFFR 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


PFFRDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

12.95%

-10.14%

Volatility (6M)

Calculated over the trailing 6-month period

6.14%

30.86%

-24.72%

Volatility (1Y)

Calculated over the trailing 1-year period

7.91%

34.97%

-27.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.47%

29.39%

-18.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.54%

28.33%

-7.79%

PFFR vs. DBE - Expense Ratio Comparison

PFFR has a 0.45% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

PFFR vs. DBE - Dividend Comparison

PFFR's dividend yield for the trailing twelve months is around 8.29%, more 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%
PFFR
InfraCap REIT Preferred ETF
8.29%7.99%7.78%7.72%8.60%6.08%6.11%5.77%6.48%6.59%

Frequently Asked Questions


PFFR and DBE have a correlation of -0.18, 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 PFFR (2.81%). In terms of maximum drawdown, PFFR dropped -53.02% vs DBE's -86.69%.

On 5-year performance, DBE leads with 19.66% vs 0.97% for PFFR. On fees, PFFR is cheaper at 0.45% per year. On volatility, PFFR has been the lower-risk option at 2.81%. 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 0.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFFR is cheaper with a 0.45% expense ratio, compared with 0.78% for DBE.

PFFR has the higher dividend yield at 8.29%, compared with 2.10% for DBE.

PFFR is categorized as Preferred Stock/Convertible Bonds, while DBE is Oil & Gas. PFFR tracks Indxx REIT Preferred Stock Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Virtus Investment Partners and Invesco. Their fees differ too: 0.45% for PFFR and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 0.87), 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 PFFR and DBE

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