SIOO vs. DBO
SIOO (VistaShares Target 15 S&P 100 Distribution ETF) and DBO (Invesco DB Oil Fund) are both exchange-traded funds - SIOO is a Derivative Income fund tracking the S&P 100, while DBO is a Oil & Gas fund tracking the DBIQ Optimum Yield Crude Oil Index Excess Return. Both are passively managed. Their -0.32 correlation means they have often moved in opposite directions in the past. SIOO charges 0.59%/yr vs 0.78%/yr for DBO.
Performance
SIOO vs. DBO - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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
| 2026 (YTD) | 2025 | |
|---|---|---|
SIOO VistaShares Target 15 S&P 100 Distribution ETF | 7.66% | 1.16% |
DBO Invesco DB Oil Fund | 76.48% | -2.06% |
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 |
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Return for Risk
SIOO vs. DBO — Risk / Return Rank
SIOO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DBO
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.
| SIOO | DBO | Difference | |
|---|---|---|---|
| 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 | — |
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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.
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Drawdown Indicators
| SIOO | DBO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -53.56% | +53.56% |
Average DrawdownAverage peak-to-trough decline | -1.02% | -62.20% | +61.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 9.96% | — |
Volatility
SIOO vs. DBO - Volatility Comparison
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Volatility by Period
| SIOO | DBO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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.
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