PortfoliosLab logoPortfoliosLab logo
SCRD vs. DBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCRD vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Corporate Bond ETF (SCRD) and Invesco DB Oil Fund (DBO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SCRD achieves a -0.82% return, which is significantly lower than DBO's 76.48% return.


SCRD

1D
-0.18%
1M
-1.60%
6M
-1.35%
YTD
-0.82%
1Y
2.23%
3Y*
5.28%
5Y*
10Y*
ALL TIME*
-0.04%

DBO

1D
1.56%
1M
24.59%
6M
53.46%
YTD
76.48%
1Y
60.30%
3Y*
14.86%
5Y*
13.46%
10Y*
12.59%
ALL TIME*
0.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.01M$10.23M$13.95M
$60.75K$36.11K$25.04K

SCRD vs. DBO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCRD
Janus Henderson Corporate Bond ETF
-0.82%7.77%3.21%8.76%-15.99%-1.00%
DBO
Invesco DB Oil Fund
76.48%-11.71%7.85%-4.44%13.04%7.03%

Correlation

The correlation between SCRD and DBO is -0.39, 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.

-0.39

Correlation (3Y)
Balances recent behavior with more history.

-0.21

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2021

-0.13

Over the past year, the inverse relationship between SCRD and DBO has strengthened: their correlation has moved from -0.13 to -0.39, meaning they now move in opposite directions more often than their long-term average.

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

SCRD vs. DBO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCRD
SCRD Risk / Return Rank: 3131
Overall Rank
SCRD Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SCRD Sortino Ratio Rank: 3131
Sortino Ratio Rank
SCRD Omega Ratio Rank: 2929
Omega Ratio Rank
SCRD Calmar Ratio Rank: 3030
Calmar Ratio Rank
SCRD Martin Ratio Rank: 3333
Martin Ratio Rank

DBO
DBO Risk / Return Rank: 5858
Overall Rank
DBO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 6161
Sortino Ratio Rank
DBO Omega Ratio Rank: 5757
Omega Ratio Rank
DBO Calmar Ratio Rank: 5757
Calmar Ratio Rank
DBO Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCRD vs. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Corporate Bond ETF (SCRD) and Invesco DB Oil Fund (DBO). 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.


SCRDDBODifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.14

1.25

-0.11

Calmar ratioReturn relative to maximum drawdown

1.01

2.01

-1.00

Martin ratioReturn relative to average drawdown

3.13

6.09

-2.96

SCRD vs. DBO - Sharpe Ratio Comparison

The current SCRD Sharpe Ratio is 0.79, which is lower than the DBO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of SCRD and DBO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SCRD vs. DBO - Drawdown Comparison

The maximum SCRD drawdown since its inception was -21.17%, smaller than the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for SCRD and DBO.


Loading charts...

Drawdown Indicators


SCRDDBODifference

Max Drawdown

Largest peak-to-trough decline

-21.17%

-90.18%

+69.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-27.73%

+24.86%

Max Drawdown (3Y)

Largest decline over 3 years

-5.59%

-28.20%

+22.61%

Max Drawdown (5Y)

Largest decline over 5 years

-37.68%

Max Drawdown (10Y)

Largest decline over 10 years

-61.69%

Current Drawdown

Current decline from peak

-2.02%

-53.56%

+51.54%

Average Drawdown

Average peak-to-trough decline

-8.51%

-62.20%

+53.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

9.96%

-9.04%

Volatility

SCRD vs. DBO - Volatility Comparison

The current volatility for Janus Henderson Corporate Bond ETF (SCRD) is 0.87%, while Invesco DB Oil Fund (DBO) has a volatility of 17.75%. This indicates that SCRD experiences smaller price fluctuations and is considered to be less risky than DBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SCRDDBODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

17.75%

-16.88%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

33.77%

-30.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

38.53%

-34.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.24%

33.35%

-27.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.24%

32.20%

-25.96%

SCRD vs. DBO - Expense Ratio Comparison

SCRD has a 0.35% expense ratio, which is lower than DBO's 0.78% expense ratio.


Dividends

SCRD vs. DBO - Dividend Comparison

SCRD's dividend yield for the trailing twelve months is around 5.99%, more than DBO's 1.99% yield.


PositionTTM20252024202320222021202020192018
DBO
Invesco DB Oil Fund
1.99%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%
SCRD
Janus Henderson Corporate Bond ETF
5.55%5.28%5.36%3.99%2.77%0.83%0.00%0.00%0.00%

Frequently Asked Questions


SCRD and DBO have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBO has higher volatility (17.75%) compared to SCRD (0.87%). In terms of maximum drawdown, SCRD dropped -21.17% vs DBO's -90.18%.

On 3-year performance, DBO leads with 14.86% vs 5.28% for SCRD. On fees, SCRD is cheaper at 0.35% per year. On volatility, SCRD has been the lower-risk option at 0.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DBO has performed better with a 14.86% return vs 5.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCRD is cheaper with a 0.35% expense ratio, compared with 0.78% for DBO.

SCRD has the higher dividend yield at 5.55%, compared with 1.99% for DBO.

SCRD is categorized as Corporate Bonds, while DBO is Oil & Gas. They also come from different issuers: Janus Henderson and Invesco. Their fees differ too: 0.35% for SCRD and 0.78% for DBO.

DBO currently has the higher Sharpe Ratio (1.45 vs 0.79), 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 SCRD and DBO

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