ROUS vs. DBE
ROUS (Hartford Multifactor US Equity ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - ROUS is a Large Cap Growth Equities fund tracking the Hartford Multi-factor Large Cap Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past 10 years, ROUS returned 12.83%/yr vs 11.73%/yr for DBE. Their 0.17 correlation means their historical movements had little consistent relationship. ROUS charges 0.19%/yr vs 0.78%/yr for DBE.
Performance
ROUS vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, ROUS achieves a 18.70% return, which is significantly lower than DBE's 63.53% return. Over the past 10 years, ROUS has outperformed DBE with an annualized return of 12.83%, while DBE has yielded a comparatively lower 11.73% annualized return.
ROUS
- 1D
- -0.53%
- 1M
- 1.90%
- 6M
- 14.02%
- YTD
- 18.70%
- 1Y
- 28.33%
- 3Y*
- 19.62%
- 5Y*
- 12.42%
- 10Y*
- 12.83%
- ALL TIME*
- 11.17%
DBE
- 1D
- -0.24%
- 1M
- 9.43%
- 6M
- 46.31%
- YTD
- 63.53%
- 1Y
- 57.60%
- 3Y*
- 13.46%
- 5Y*
- 16.54%
- 10Y*
- 11.73%
- ALL TIME*
- 2.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.42M | $1.12M | $1.57M | |
| $5.24M | $4.56M | $3.64M |
ROUS vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROUS Hartford Multifactor US Equity ETF | 18.70% | 15.21% | 17.61% | 15.05% | -9.65% | 27.33% | 6.61% | 23.94% | -9.59% | 22.88% |
DBE Invesco DB Energy Fund | 63.53% | -2.17% | 2.96% | -12.14% | 33.77% | 57.56% | -25.91% | 19.72% | -12.95% | 5.21% |
Correlation
The correlation between ROUS and DBE is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.26 |
Correlation (3Y) Balances recent behavior with more history. | -0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2015 | 0.17 |
The correlation between ROUS and DBE shifts across timeframes, from -0.26 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ROUS vs. DBE — Risk / Return Rank
ROUS
DBE
ROUS vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor US Equity ETF (ROUS) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ROUS | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.26 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 2.34 | +2.43 |
| Martin ratioReturn relative to average drawdown | 18.86 | 7.22 | +11.64 |
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Drawdowns
ROUS vs. DBE - Drawdown Comparison
The maximum ROUS drawdown since its inception was -35.51%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for ROUS and DBE.
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Drawdown Indicators
| ROUS | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -86.69% | +51.18% |
Max Drawdown (1Y)Largest decline over 1 year | -5.97% | -24.72% | +18.75% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -24.72% | +8.91% |
Max Drawdown (5Y)Largest decline over 5 years | -18.91% | -38.74% | +19.83% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | -60.84% | +25.33% |
Current DrawdownCurrent decline from peak | -0.53% | -37.92% | +37.39% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -57.12% | +52.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 8.00% | -6.49% |
Volatility
ROUS vs. DBE - Volatility Comparison
The current volatility for Hartford Multifactor US Equity ETF (ROUS) is 3.09%, while Invesco DB Energy Fund (DBE) has a volatility of 15.65%. This indicates that ROUS 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
| ROUS | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 15.65% | -12.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 33.76% | -24.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 37.85% | -26.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 30.19% | -15.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 28.63% | -11.71% |
ROUS vs. DBE - Expense Ratio Comparison
ROUS has a 0.19% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
ROUS vs. DBE - Dividend Comparison
ROUS's dividend yield for the trailing twelve months is around 1.30%, less than DBE's 2.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.36% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% | 0.00% | 0.00% | 0.00% |
ROUS Hartford Multifactor US Equity ETF | 1.30% | 1.52% | 1.62% | 1.91% | 1.88% | 1.38% | 2.01% | 2.12% | 1.89% | 1.54% | 1.97% | 1.62% |
Frequently Asked Questions
ROUS and DBE have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBE has higher volatility (15.65%) compared to ROUS (3.09%). In terms of maximum drawdown, ROUS dropped -35.51% vs DBE's -86.69%.
On 10-year performance, ROUS leads with 12.83% vs 11.73% for DBE. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, ROUS has performed better with a 12.83% return vs 11.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ROUS is cheaper with a 0.19% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.36%, compared with 1.30% for ROUS.
ROUS is categorized as Large Cap Growth Equities, while DBE is Oil & Gas. ROUS tracks Hartford Multi-factor Large Cap Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Hartford and Invesco. Their fees differ too: 0.19% for ROUS and 0.78% for DBE.
ROUS currently has the higher Sharpe Ratio (2.45 vs 1.53), 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.
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