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PRAY vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAY vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FIS Biblically Responsible Risk Managed ETF (PRAY) 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, PRAY achieves a 14.78% return, which is significantly lower than DBE's 83.68% return.


PRAY

1D
-0.81%
1M
3.83%
YTD
14.78%
6M
14.02%
1Y
21.06%
3Y*
16.61%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAY vs. DBE - Yearly Performance Comparison


2026 (YTD)2025202420232022
PRAY
FIS Biblically Responsible Risk Managed ETF
14.78%9.08%13.02%20.02%-13.49%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%16.63%

Correlation

The correlation between PRAY and DBE is -0.32, 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

-0.32

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2022

0.04

The correlation between PRAY and DBE shifts across timeframes, from -0.32 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PRAY vs. DBE — Risk / Return Rank

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

PRAY
PRAY Risk / Return Rank: 5151
Overall Rank
PRAY Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PRAY Sortino Ratio Rank: 5151
Sortino Ratio Rank
PRAY Omega Ratio Rank: 4747
Omega Ratio Rank
PRAY Calmar Ratio Rank: 4949
Calmar Ratio Rank
PRAY Martin Ratio Rank: 6060
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.

PRAY vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FIS Biblically Responsible Risk Managed ETF (PRAY) 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.


PRAYDBEDifference
Sharpe ratioReturn per unit of total volatility

-0.76

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.29

1.40

-0.11

Calmar ratioReturn relative to maximum drawdown

2.40

5.89

-3.49

Martin ratioReturn relative to average drawdown

10.57

11.53

-0.96

PRAY vs. DBE - Sharpe Ratio Comparison

The current PRAY Sharpe Ratio is 1.67, which is lower than the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of PRAY 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


PRAYDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

2.43

-0.76

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

0.59

0.09

+0.49

Drawdowns

PRAY vs. DBE - Drawdown Comparison

The maximum PRAY drawdown since its inception was -21.40%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for PRAY and DBE.


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Drawdown Indicators


PRAYDBEDifference

Max Drawdown

Largest peak-to-trough decline

-21.40%

-86.69%

+65.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-14.41%

+5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-17.13%

-23.89%

+6.76%

Max Drawdown (5Y)

Largest decline over 5 years

-38.74%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-0.81%

-30.27%

+29.46%

Average Drawdown

Average peak-to-trough decline

-5.43%

-57.31%

+51.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

7.35%

-5.35%

Volatility

PRAY vs. DBE - Volatility Comparison

The current volatility for FIS Biblically Responsible Risk Managed ETF (PRAY) is 4.21%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that PRAY 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


PRAYDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

12.95%

-8.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

30.86%

-20.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

34.97%

-22.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

29.39%

-13.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

28.33%

-12.33%

PRAY vs. DBE - Expense Ratio Comparison

PRAY has a 0.69% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

PRAY vs. DBE - Dividend Comparison

PRAY's dividend yield for the trailing twelve months is around 0.60%, less than DBE's 2.10% yield.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.10%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
PRAY
FIS Biblically Responsible Risk Managed ETF
0.60%0.69%0.76%0.83%1.20%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PRAY and DBE have a correlation of -0.32, 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 PRAY (4.21%). In terms of maximum drawdown, PRAY dropped -21.40% vs DBE's -86.69%.

On 3-year performance, DBE leads with 23.42% vs 16.61% for PRAY. On fees, PRAY is cheaper at 0.69% per year. On volatility, PRAY has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DBE has performed better with a 23.42% return vs 16.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PRAY is cheaper with a 0.69% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.10%, compared with 0.60% for PRAY.

PRAY is categorized as Large Cap Blend Equities, while DBE is Oil & Gas. PRAY tracks NONE, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Faith Investor Services and Invesco. Their fees differ too: 0.69% for PRAY and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 1.67), 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 PRAY and DBE

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