SDVD vs. DBE
SDVD (FT Vest SMID Rising Dividend Achievers Target Income ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - SDVD is a Derivative Income fund tracking the Nasdaq US Small-Mid Cap Rising Dividend Achievers Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past year, SDVD returned 19.64% vs 84.41% for DBE. At a correlation of -0.00, they often move in opposite directions. SDVD charges 0.85%/yr vs 0.78%/yr for DBE.
Performance
SDVD vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, SDVD achieves a 7.75% return, which is significantly lower than DBE's 83.68% return.
SDVD
- 1D
- -0.22%
- 1M
- -1.53%
- YTD
- 7.75%
- 6M
- 8.14%
- 1Y
- 19.64%
- 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%
SDVD vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SDVD FT Vest SMID Rising Dividend Achievers Target Income ETF | 7.75% | 8.66% | 11.82% | 10.25% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 2.96% | -12.18% |
Correlation
The correlation between SDVD 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 Aug 11, 2023 | -0.00 |
Over the past year, the inverse relationship between SDVD and DBE has strengthened: their correlation has moved from -0.00 to -0.24, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
SDVD vs. DBE — Risk / Return Rank
SDVD
DBE
SDVD vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest SMID Rising Dividend Achievers Target Income ETF (SDVD) 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.
| SDVD | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.40 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 5.89 | -3.64 |
| Martin ratioReturn relative to average drawdown | 7.65 | 11.53 | -3.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDVD | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 2.43 | -1.04 |
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 | 0.77 | 0.09 | +0.68 |
Drawdowns
SDVD vs. DBE - Drawdown Comparison
The maximum SDVD drawdown since its inception was -24.17%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for SDVD and DBE.
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Drawdown Indicators
| SDVD | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.17% | -86.69% | +62.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -14.41% | +5.65% |
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 DrawdownCurrent decline from peak | -3.31% | -30.27% | +26.96% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -57.31% | +52.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 7.35% | -4.78% |
Volatility
SDVD vs. DBE - Volatility Comparison
The current volatility for FT Vest SMID Rising Dividend Achievers Target Income ETF (SDVD) is 3.78%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that SDVD 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
| SDVD | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 12.95% | -9.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 30.86% | -20.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.31% | 34.97% | -20.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.19% | 29.39% | -11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 28.33% | -10.14% |
SDVD vs. DBE - Expense Ratio Comparison
SDVD has a 0.85% expense ratio, which is higher than DBE's 0.78% expense ratio.
Dividends
SDVD vs. DBE - Dividend Comparison
SDVD's dividend yield for the trailing twelve months is around 8.95%, more than DBE's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.10% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
SDVD FT Vest SMID Rising Dividend Achievers Target Income ETF | 8.95% | 8.36% | 9.26% | 3.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SDVD 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 SDVD (3.78%). In terms of maximum drawdown, SDVD dropped -24.17% vs DBE's -86.69%.
On 1-year performance, DBE leads with 84.41% vs 19.64% for SDVD. On fees, DBE is cheaper at 0.78% per year. On volatility, SDVD has been the lower-risk option at 3.78%. 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 19.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DBE is cheaper with a 0.78% expense ratio, compared with 0.85% for SDVD.
SDVD has the higher dividend yield at 8.95%, compared with 2.10% for DBE.
SDVD is categorized as Derivative Income, while DBE is Oil & Gas. SDVD tracks Nasdaq US Small-Mid Cap Rising Dividend Achievers Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.85% for SDVD and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs 1.38), 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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