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

Performance

SIOO vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Target 15 S&P 100 Distribution ETF (SIOO) 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, SIOO achieves a 7.66% return, which is significantly lower than DBO's 76.48% return.


SIOO

1D
0.80%
1M
1.60%
6M
7.37%
YTD
7.66%
1Y
3Y*
5Y*
10Y*
ALL TIME*

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
$193.09K$183.35K$242.33K

SIOO vs. DBO - Yearly Performance Comparison


Correlation

The correlation between SIOO and DBO is -0.32, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

-0.32

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

SIOO vs. DBO — Risk / Return Rank

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

SIOO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

SIOO vs. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15 S&P 100 Distribution ETF (SIOO) 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.


SIOODBODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.01

Martin ratioReturn relative to average drawdown

6.09

SIOO vs. DBO - Sharpe Ratio Comparison


Loading charts...

Drawdowns

SIOO vs. DBO - Drawdown Comparison

The maximum SIOO drawdown since its inception was -6.86%, smaller than the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for SIOO and DBO.


Loading charts...

Drawdown Indicators


SIOODBODifference

Max Drawdown

Largest peak-to-trough decline

-6.86%

-90.18%

+83.32%

Max Drawdown (1Y)

Largest decline over 1 year

-27.73%

Max Drawdown (3Y)

Largest decline over 3 years

-28.20%

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

0.00%

-53.56%

+53.56%

Average Drawdown

Average peak-to-trough decline

-1.02%

-62.20%

+61.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.96%

Volatility

SIOO vs. DBO - Volatility Comparison


Loading charts...

Volatility by Period


SIOODBODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.75%

Volatility (6M)

Calculated over the trailing 6-month period

33.77%

Volatility (1Y)

Calculated over the trailing 1-year period

10.63%

38.53%

-27.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.63%

33.35%

-22.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.63%

32.20%

-21.57%

SIOO vs. DBO - Expense Ratio Comparison

SIOO has a 0.59% expense ratio, which is lower than DBO's 0.78% expense ratio.


Dividends

SIOO vs. DBO - Dividend Comparison

SIOO's dividend yield for the trailing twelve months is around 10.03%, 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%
SIOO
VistaShares Target 15 S&P 100 Distribution ETF
10.03%1.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SIOO and DBO have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SIOO is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SIOO is cheaper with a 0.59% expense ratio, compared with 0.78% for DBO.

SIOO has the higher dividend yield at 10.03%, compared with 1.99% for DBO.

SIOO is categorized as Derivative Income, while DBO is Oil & Gas. SIOO tracks S&P 100, while DBO tracks DBIQ Optimum Yield Crude Oil Index Excess Return. They also come from different issuers: VistaShares and Invesco. Their fees differ too: 0.59% for SIOO and 0.78% for DBO.

Portfolio Optimizer

Find the right allocation for SIOO 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