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PFXF vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFXF vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Preferred Securities ex Financials ETF (PFXF) 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, PFXF achieves a 8.59% return, which is significantly lower than DBE's 79.04% return. Over the past 10 years, PFXF has underperformed DBE with an annualized return of 5.42%, while DBE has yielded a comparatively higher 11.58% annualized return.


PFXF

1D
0.05%
1M
1.54%
YTD
8.59%
6M
9.97%
1Y
18.20%
3Y*
10.39%
5Y*
4.49%
10Y*
5.42%

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)

PFXF vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
8.59%9.64%8.42%11.20%-18.83%11.61%7.61%20.52%-4.17%7.93%
DBE
Invesco DB Energy Fund
79.04%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%5.21%

Correlation

The correlation between PFXF and DBE is -0.23, 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

-0.23

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

-0.05

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2012

0.16

The correlation between PFXF and DBE shifts across timeframes, from -0.23 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PFXF vs. DBE — Risk / Return Rank

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

PFXF
PFXF Risk / Return Rank: 6363
Overall Rank
PFXF Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PFXF Sortino Ratio Rank: 6565
Sortino Ratio Rank
PFXF Omega Ratio Rank: 6262
Omega Ratio Rank
PFXF Calmar Ratio Rank: 6464
Calmar Ratio Rank
PFXF Martin Ratio Rank: 6262
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.

PFXF vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Preferred Securities ex Financials ETF (PFXF) 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.


PFXFDBEDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.37

1.39

-0.02

Calmar ratioReturn relative to maximum drawdown

3.13

5.67

-2.54

Martin ratioReturn relative to average drawdown

11.03

11.08

-0.05

PFXF vs. DBE - Sharpe Ratio Comparison

The current PFXF Sharpe Ratio is 2.05, which is comparable to the DBE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of PFXF 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


PFXFDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.33

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.65

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.41

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.09

+0.40

Drawdowns

PFXF vs. DBE - Drawdown Comparison

The maximum PFXF drawdown since its inception was -35.49%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for PFXF and DBE.


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Drawdown Indicators


PFXFDBEDifference

Max Drawdown

Largest peak-to-trough decline

-35.49%

-86.69%

+51.20%

Max Drawdown (1Y)

Largest decline over 1 year

-5.83%

-14.41%

+8.58%

Max Drawdown (3Y)

Largest decline over 3 years

-11.90%

-23.89%

+11.99%

Max Drawdown (5Y)

Largest decline over 5 years

-21.80%

-38.74%

+16.94%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

-60.84%

+25.35%

Current Drawdown

Current decline from peak

-0.90%

-32.03%

+31.13%

Average Drawdown

Average peak-to-trough decline

-3.91%

-57.30%

+53.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

7.37%

-5.72%

Volatility

PFXF vs. DBE - Volatility Comparison

The current volatility for VanEck Vectors Preferred Securities ex Financials ETF (PFXF) is 3.08%, while Invesco DB Energy Fund (DBE) has a volatility of 13.05%. This indicates that PFXF 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


PFXFDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

13.05%

-9.97%

Volatility (6M)

Calculated over the trailing 6-month period

6.69%

30.97%

-24.28%

Volatility (1Y)

Calculated over the trailing 1-year period

8.93%

35.07%

-26.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.91%

29.41%

-18.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.21%

28.34%

-15.13%

PFXF vs. DBE - Expense Ratio Comparison

PFXF has a 0.41% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

PFXF vs. DBE - Dividend Comparison

PFXF's dividend yield for the trailing twelve months is around 6.08%, more than DBE's 2.16% yield.


PositionTTM20252024202320222021202020192018201720162015
DBE
Invesco DB Energy Fund
2.16%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%0.00%0.00%0.00%
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
6.08%6.72%7.82%7.88%6.74%4.66%5.19%5.35%6.56%5.93%5.81%5.99%

Frequently Asked Questions


PFXF and DBE have a correlation of -0.23, 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 PFXF (3.08%). In terms of maximum drawdown, PFXF dropped -35.49% vs DBE's -86.69%.

On 10-year performance, DBE leads with 11.58% vs 5.42% for PFXF. On fees, PFXF is cheaper at 0.41% per year. On volatility, PFXF has been the lower-risk option at 3.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBE has performed better with a 11.58% return vs 5.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PFXF is cheaper with a 0.41% expense ratio, compared with 0.78% for DBE.

PFXF has the higher dividend yield at 6.08%, compared with 2.16% for DBE.

PFXF is categorized as Preferred Stock/Convertible Bonds, while DBE is Oil & Gas. PFXF tracks Wells Fargo Hybrid and Preferred Securities ex Financials Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: VanEck and Invesco. Their fees differ too: 0.41% for PFXF and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.33 vs 2.05), 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 PFXF and DBE

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