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SHOC vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHOC vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive U.S. Semiconductor ETF (SHOC) 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, SHOC achieves a 73.38% return, which is significantly lower than DBE's 83.68% return.


SHOC

1D
0.94%
1M
25.12%
YTD
73.38%
6M
70.44%
1Y
149.45%
3Y*
53.55%
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)

SHOC vs. DBE - Yearly Performance Comparison


2026 (YTD)2025202420232022
SHOC
Strive U.S. Semiconductor ETF
73.38%49.91%16.74%61.97%-1.17%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%-9.05%

Correlation

The correlation between SHOC 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 (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2022

0.03

The correlation between SHOC and DBE shifts across timeframes, from -0.24 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SHOC vs. DBE — Risk / Return Rank

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

SHOC
SHOC Risk / Return Rank: 9595
Overall Rank
SHOC Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SHOC Sortino Ratio Rank: 9494
Sortino Ratio Rank
SHOC Omega Ratio Rank: 9393
Omega Ratio Rank
SHOC Calmar Ratio Rank: 9797
Calmar Ratio Rank
SHOC Martin Ratio Rank: 9696
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.

SHOC vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Semiconductor ETF (SHOC) 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.


SHOCDBEDifference
Sharpe ratioReturn per unit of total volatility

+2.35

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.66

1.40

+0.26

Calmar ratioReturn relative to maximum drawdown

10.30

5.89

+4.41

Martin ratioReturn relative to average drawdown

38.30

11.53

+26.77

SHOC vs. DBE - Sharpe Ratio Comparison

The current SHOC Sharpe Ratio is 4.78, which is higher than the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of SHOC 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


SHOCDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.78

2.43

+2.35

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

1.55

0.09

+1.46

Drawdowns

SHOC vs. DBE - Drawdown Comparison

The maximum SHOC drawdown since its inception was -37.54%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for SHOC and DBE.


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Drawdown Indicators


SHOCDBEDifference

Max Drawdown

Largest peak-to-trough decline

-37.54%

-86.69%

+49.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.59%

-14.41%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-37.54%

-23.89%

-13.65%

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

0.00%

-30.27%

+30.27%

Average Drawdown

Average peak-to-trough decline

-7.47%

-57.31%

+49.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

7.35%

-3.43%

Volatility

SHOC vs. DBE - Volatility Comparison

The current volatility for Strive U.S. Semiconductor ETF (SHOC) is 11.47%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that SHOC 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


SHOCDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.47%

12.95%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

24.61%

30.86%

-6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

31.53%

34.97%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.16%

29.39%

+5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.16%

28.33%

+6.83%

SHOC vs. DBE - Expense Ratio Comparison

SHOC has a 0.40% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

SHOC vs. DBE - Dividend Comparison

SHOC's dividend yield for the trailing twelve months is around 0.14%, 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%
SHOC
Strive U.S. Semiconductor ETF
0.14%0.23%0.35%0.65%0.24%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SHOC 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 SHOC (11.47%). In terms of maximum drawdown, SHOC dropped -37.54% vs DBE's -86.69%.

On 3-year performance, SHOC leads with 53.55% vs 23.42% for DBE. On fees, SHOC is cheaper at 0.40% per year. On volatility, SHOC has been the lower-risk option at 11.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SHOC has performed better with a 53.55% return vs 23.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SHOC is cheaper with a 0.40% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.10%, compared with 0.14% for SHOC.

SHOC is categorized as Semiconductors, while DBE is Oil & Gas. SHOC tracks Bloomberg US Listed Semiconductors Select Index - Benchmark TR Gross, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Strive and Invesco. Their fees differ too: 0.40% for SHOC and 0.78% for DBE.

SHOC currently has the higher Sharpe Ratio (4.78 vs 2.43), 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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