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RVER vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RVER vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trenchless Fund ETF (RVER) 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, RVER achieves a 18.77% return, which is significantly lower than DBE's 83.68% return.


RVER

1D
-2.38%
1M
22.28%
YTD
18.77%
6M
15.82%
1Y
24.60%
3Y*
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)

RVER vs. DBE - Yearly Performance Comparison


2026 (YTD)20252024
RVER
Trenchless Fund ETF
18.77%5.68%17.75%
DBE
Invesco DB Energy Fund
83.68%-2.17%-7.54%

Correlation

The correlation between RVER and DBE is -0.24, 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

-0.24

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2024

-0.05

The correlation between RVER and DBE shifts across timeframes, from -0.24 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RVER vs. DBE — Risk / Return Rank

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

RVER
RVER Risk / Return Rank: 2828
Overall Rank
RVER Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
RVER Sortino Ratio Rank: 3131
Sortino Ratio Rank
RVER Omega Ratio Rank: 2929
Omega Ratio Rank
RVER Calmar Ratio Rank: 2525
Calmar Ratio Rank
RVER Martin Ratio Rank: 2525
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.

RVER vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trenchless Fund ETF (RVER) 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.


RVERDBEDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.20

1.40

-0.20

Calmar ratioReturn relative to maximum drawdown

1.14

5.89

-4.75

Martin ratioReturn relative to average drawdown

3.13

11.53

-8.40

RVER vs. DBE - Sharpe Ratio Comparison

The current RVER Sharpe Ratio is 1.09, which is lower than the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of RVER 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


RVERDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

2.43

-1.33

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

0.75

0.09

+0.66

Drawdowns

RVER vs. DBE - Drawdown Comparison

The maximum RVER drawdown since its inception was -26.21%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for RVER and DBE.


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Drawdown Indicators


RVERDBEDifference

Max Drawdown

Largest peak-to-trough decline

-26.21%

-86.69%

+60.48%

Max Drawdown (1Y)

Largest decline over 1 year

-21.61%

-14.41%

-7.20%

Max Drawdown (3Y)

Largest decline over 3 years

-23.89%

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

-2.38%

-30.27%

+27.89%

Average Drawdown

Average peak-to-trough decline

-5.95%

-57.31%

+51.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

7.35%

+0.53%

Volatility

RVER vs. DBE - Volatility Comparison

The current volatility for Trenchless Fund ETF (RVER) is 8.42%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that RVER 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


RVERDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.42%

12.95%

-4.53%

Volatility (6M)

Calculated over the trailing 6-month period

18.39%

30.86%

-12.47%

Volatility (1Y)

Calculated over the trailing 1-year period

22.60%

34.97%

-12.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.40%

29.39%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.40%

28.33%

-1.93%

RVER vs. DBE - Expense Ratio Comparison

RVER has a 0.65% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

RVER vs. DBE - Dividend Comparison

RVER's dividend yield for the trailing twelve months is around 1.44%, 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%
RVER
Trenchless Fund ETF
1.44%1.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RVER and DBE have a correlation of -0.24, 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 RVER (8.42%). In terms of maximum drawdown, RVER dropped -26.21% vs DBE's -86.69%.

On 1-year performance, DBE leads with 84.41% vs 24.60% for RVER. On fees, RVER is cheaper at 0.65% per year. On volatility, RVER has been the lower-risk option at 8.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DBE has performed better with a 84.41% return vs 24.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RVER is cheaper with a 0.65% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.10%, compared with 1.44% for RVER.

RVER is categorized as Large Cap Blend Equities, while DBE is Oil & Gas. They also come from different issuers: River1 and Invesco. Their fees differ too: 0.65% for RVER and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 1.09), 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 RVER and DBE

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