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RWR vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RWR vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Dow Jones REIT ETF (RWR) 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, RWR achieves a 11.08% return, which is significantly lower than DBE's 83.68% return. Over the past 10 years, RWR has underperformed DBE with an annualized return of 5.15%, while DBE has yielded a comparatively higher 12.03% annualized return.


RWR

1D
0.27%
1M
-0.13%
YTD
11.08%
6M
9.50%
1Y
15.44%
3Y*
11.00%
5Y*
4.15%
10Y*
5.15%

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)

RWR vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RWR
SPDR Dow Jones REIT ETF
11.08%3.20%7.74%13.76%-26.09%45.47%-11.40%22.71%-4.47%3.47%
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 RWR and DBE is -0.17, 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

-0.17

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

-0.08

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

0.04

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2007

0.14

The correlation between RWR and DBE shifts across timeframes, from -0.17 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RWR vs. DBE — Risk / Return Rank

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

RWR
RWR Risk / Return Rank: 3434
Overall Rank
RWR Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
RWR Sortino Ratio Rank: 3030
Sortino Ratio Rank
RWR Omega Ratio Rank: 2929
Omega Ratio Rank
RWR Calmar Ratio Rank: 3939
Calmar Ratio Rank
RWR Martin Ratio Rank: 4141
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.

RWR vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones REIT ETF (RWR) 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.


RWRDBEDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.20

1.40

-0.20

Calmar ratioReturn relative to maximum drawdown

1.93

5.89

-3.96

Martin ratioReturn relative to average drawdown

6.55

11.53

-4.98

RWR vs. DBE - Sharpe Ratio Comparison

The current RWR Sharpe Ratio is 1.16, which is lower than the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of RWR 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


RWRDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

2.43

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.67

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.43

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.09

+0.22

Drawdowns

RWR vs. DBE - Drawdown Comparison

The maximum RWR drawdown since its inception was -74.92%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for RWR and DBE.


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Drawdown Indicators


RWRDBEDifference

Max Drawdown

Largest peak-to-trough decline

-74.92%

-86.69%

+11.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-14.41%

+6.37%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-23.89%

+5.04%

Max Drawdown (5Y)

Largest decline over 5 years

-32.58%

-38.74%

+6.16%

Max Drawdown (10Y)

Largest decline over 10 years

-44.39%

-60.84%

+16.45%

Current Drawdown

Current decline from peak

-3.09%

-30.27%

+27.18%

Average Drawdown

Average peak-to-trough decline

-13.11%

-57.31%

+44.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

7.35%

-4.99%

Volatility

RWR vs. DBE - Volatility Comparison

The current volatility for SPDR Dow Jones REIT ETF (RWR) is 4.09%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that RWR 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


RWRDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

12.95%

-8.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

30.86%

-21.35%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

34.97%

-21.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.01%

29.39%

-10.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.51%

28.33%

-6.82%

RWR vs. DBE - Expense Ratio Comparison

RWR has a 0.25% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

RWR vs. DBE - Dividend Comparison

RWR's dividend yield for the trailing twelve months is around 3.44%, more than DBE's 2.10% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
RWR
SPDR Dow Jones REIT ETF
3.44%3.78%3.76%3.75%3.81%2.79%3.73%3.36%4.19%3.05%4.39%3.17%

Frequently Asked Questions


RWR and DBE have a correlation of -0.17, 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 RWR (4.09%). In terms of maximum drawdown, RWR dropped -74.92% vs DBE's -86.69%.

On 10-year performance, DBE leads with 12.03% vs 5.15% for RWR. On fees, RWR is cheaper at 0.25% per year. On volatility, RWR has been the lower-risk option at 4.09%. 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 5.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RWR is cheaper with a 0.25% expense ratio, compared with 0.78% for DBE.

RWR has the higher dividend yield at 3.44%, compared with 2.10% for DBE.

RWR is categorized as REIT, while DBE is Oil & Gas. RWR tracks Dow Jones U.S. Select REIT Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.25% for RWR and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 1.16), 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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