SCDS vs. DBE
SCDS (JPMorgan Fundamental Data Science Small Core ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - SCDS is a Small Cap Blend Equities fund actively managed by JPMorgan, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. SCDS is actively managed, while DBE is passively managed. Over the past year, SCDS returned 40.88% vs 68.62% for DBE. Their -0.13 correlation means they have often moved in opposite directions in the past. SCDS charges 0.40%/yr vs 0.78%/yr for DBE.
Performance
SCDS vs. DBE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCDS achieves a 25.21% return, which is significantly lower than DBE's 78.87% return.
SCDS
- 1D
- -0.35%
- 1M
- -0.91%
- 6M
- 17.80%
- YTD
- 25.21%
- 1Y
- 40.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 22.53%
DBE
- 1D
- 1.13%
- 1M
- 21.13%
- 6M
- 53.89%
- YTD
- 78.87%
- 1Y
- 68.62%
- 3Y*
- 17.16%
- 5Y*
- 17.73%
- 10Y*
- 13.17%
- ALL TIME*
- 2.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.24M | $1.18M | $1.76M | |
| $154.38K | $83.77K | $106.90K |
SCDS vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SCDS JPMorgan Fundamental Data Science Small Core ETF | 25.21% | 11.27% | 7.26% |
DBE Invesco DB Energy Fund | 78.87% | -2.17% | 0.48% |
Correlation
The correlation between SCDS and DBE is -0.29, 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. | -0.29 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2024 | -0.13 |
The correlation between SCDS and DBE shifts across timeframes, from -0.29 (1 year) to -0.13 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCDS vs. DBE — Risk / Return Rank
SCDS
DBE
SCDS vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Small Core ETF (SCDS) 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.
| SCDS | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.39 | 2.59 | +1.80 |
| Martin ratioReturn relative to average drawdown | 15.32 | 8.14 | +7.18 |
Loading charts...
Drawdowns
SCDS vs. DBE - Drawdown Comparison
The maximum SCDS drawdown since its inception was -26.71%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for SCDS and DBE.
Loading charts...
Drawdown Indicators
| SCDS | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.71% | -86.69% | +59.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -24.72% | +15.87% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.72% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.84% | — |
Current DrawdownCurrent decline from peak | -2.37% | -32.09% | +29.72% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -57.13% | +52.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 8.15% | -5.62% |
Volatility
SCDS vs. DBE - Volatility Comparison
The current volatility for JPMorgan Fundamental Data Science Small Core ETF (SCDS) is 3.72%, while Invesco DB Energy Fund (DBE) has a volatility of 14.12%. This indicates that SCDS 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.
Loading charts...
Volatility by Period
| SCDS | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 14.12% | -10.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.46% | 33.95% | -20.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.40% | 37.47% | -19.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.86% | 30.09% | -9.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.86% | 28.58% | -7.72% |
SCDS vs. DBE - Expense Ratio Comparison
SCDS has a 0.40% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
SCDS vs. DBE - Dividend Comparison
SCDS's dividend yield for the trailing twelve months is around 0.92%, less than DBE's 2.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.16% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
SCDS JPMorgan Fundamental Data Science Small Core ETF | 0.92% | 1.15% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SCDS and DBE have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBE has higher volatility (14.12%) compared to SCDS (3.72%). In terms of maximum drawdown, SCDS dropped -26.71% vs DBE's -86.69%.
On 1-year performance, DBE leads with 68.62% vs 40.88% for SCDS. On fees, SCDS is cheaper at 0.40% per year. On volatility, SCDS has been the lower-risk option at 3.72%. 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 68.62% return vs 40.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCDS is cheaper with a 0.40% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.16%, compared with 0.92% for SCDS.
SCDS is categorized as Small Cap Blend Equities, while DBE is Oil & Gas. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.40% for SCDS and 0.78% for DBE.
SCDS currently has the higher Sharpe Ratio (2.12 vs 1.71), 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.
Find the right allocation for SCDS and DBE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer