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PY vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PY vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Value ETF (PY) 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, PY achieves a 4.14% return, which is significantly lower than DBE's 83.68% return. Over the past 10 years, PY has underperformed DBE with an annualized return of 10.73%, while DBE has yielded a comparatively higher 12.03% annualized return.


PY

1D
-0.49%
1M
1.70%
YTD
4.14%
6M
4.52%
1Y
14.24%
3Y*
13.22%
5Y*
7.32%
10Y*
10.73%

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)

PY vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PY
Principal Value ETF
4.14%7.74%16.79%9.11%-5.10%34.83%2.71%26.87%-13.34%18.87%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%5.21%

Correlation

The correlation between PY and DBE is -0.19, 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

-0.19

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

0.02

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

0.16

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

0.18

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.18

The correlation between PY and DBE shifts across timeframes, from -0.19 (1 year) to 0.18 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

PY vs. DBE — Risk / Return Rank

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

PY
PY Risk / Return Rank: 4141
Overall Rank
PY Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PY Sortino Ratio Rank: 3939
Sortino Ratio Rank
PY Omega Ratio Rank: 3737
Omega Ratio Rank
PY Calmar Ratio Rank: 4747
Calmar Ratio Rank
PY Martin Ratio Rank: 4747
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.

PY vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Value ETF (PY) 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.


PYDBEDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.24

1.40

-0.16

Calmar ratioReturn relative to maximum drawdown

2.31

5.89

-3.58

Martin ratioReturn relative to average drawdown

7.73

11.53

-3.79

PY vs. DBE - Sharpe Ratio Comparison

The current PY Sharpe Ratio is 1.36, which is lower than the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of PY 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


PYDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

2.43

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.67

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.43

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.09

+0.44

Drawdowns

PY vs. DBE - Drawdown Comparison

The maximum PY drawdown since its inception was -45.44%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for PY and DBE.


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Drawdown Indicators


PYDBEDifference

Max Drawdown

Largest peak-to-trough decline

-45.44%

-86.69%

+41.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.20%

-14.41%

+8.21%

Max Drawdown (3Y)

Largest decline over 3 years

-17.84%

-23.89%

+6.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.84%

-38.74%

+20.90%

Max Drawdown (10Y)

Largest decline over 10 years

-45.44%

-60.84%

+15.40%

Current Drawdown

Current decline from peak

-1.00%

-30.27%

+29.27%

Average Drawdown

Average peak-to-trough decline

-5.05%

-57.31%

+52.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

7.35%

-5.50%

Volatility

PY vs. DBE - Volatility Comparison

The current volatility for Principal Value ETF (PY) is 2.28%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that PY 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


PYDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.28%

12.95%

-10.67%

Volatility (6M)

Calculated over the trailing 6-month period

7.28%

30.86%

-23.58%

Volatility (1Y)

Calculated over the trailing 1-year period

10.53%

34.97%

-24.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.77%

29.39%

-13.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

28.33%

-8.26%

PY vs. DBE - Expense Ratio Comparison

PY has a 0.15% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

PY vs. DBE - Dividend Comparison

PY's dividend yield for the trailing twelve months is around 2.13%, more than DBE's 2.10% yield.


PositionTTM2025202420232022202120202019201820172016
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%0.00%
PY
Principal Value ETF
2.13%2.14%2.22%2.68%3.02%2.83%2.95%2.25%2.34%1.68%1.85%

Frequently Asked Questions


PY and DBE have a correlation of -0.19, 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 PY (2.28%). In terms of maximum drawdown, PY dropped -45.44% vs DBE's -86.69%.

On 10-year performance, DBE leads with 12.03% vs 10.73% for PY. On fees, PY is cheaper at 0.15% per year. On volatility, PY has been the lower-risk option at 2.28%. 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 12.03% return vs 10.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PY is cheaper with a 0.15% expense ratio, compared with 0.78% for DBE.

PY has the higher dividend yield at 2.13%, compared with 2.10% for DBE.

PY is categorized as Large Cap Value Equities, while DBE is Oil & Gas. They also come from different issuers: Principal and Invesco. Their fees differ too: 0.15% for PY and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 1.36), 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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