SROI vs. DBE
SROI (Calamos Antetokounmpo Global Sustainable Equities ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - SROI is a Global Equities fund actively managed by Calamos, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. SROI is actively managed, while DBE is passively managed. Over the past 3 years, SROI returned 13.09%/yr vs 18.11%/yr for DBE. At a correlation of -0.06, they often move in opposite directions. SROI charges 0.95%/yr vs 0.78%/yr for DBE.
Performance
SROI vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, SROI achieves a 11.06% return, which is significantly lower than DBE's 70.25% return.
SROI
- 1D
- 0.54%
- 1M
- 0.21%
- 6M
- 8.64%
- YTD
- 11.06%
- 1Y
- 17.74%
- 3Y*
- 13.09%
- 5Y*
- —
- 10Y*
- —
DBE
- 1D
- 0.71%
- 1M
- 4.04%
- 6M
- 65.19%
- YTD
- 70.25%
- 1Y
- 58.97%
- 3Y*
- 18.11%
- 5Y*
- 17.36%
- 10Y*
- 11.42%
SROI vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SROI Calamos Antetokounmpo Global Sustainable Equities ETF | 11.06% | 16.36% | 9.48% | 9.06% |
DBE Invesco DB Energy Fund | 70.25% | -2.17% | 2.96% | -2.22% |
Correlation
The correlation between SROI and DBE is -0.32, 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 | -0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2023 | -0.06 |
Over the past year, the inverse relationship between SROI and DBE has strengthened: their correlation has moved from -0.06 to -0.32, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
SROI vs. DBE — Risk / Return Rank
SROI
DBE
SROI vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) 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.
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.
| SROI | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.40 | -0.65 |
| Martin ratioReturn relative to average drawdown | 7.30 | 7.20 | +0.10 |
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Drawdowns
SROI vs. DBE - Drawdown Comparison
The maximum SROI drawdown since its inception was -15.38%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for SROI and DBE.
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Drawdown Indicators
| SROI | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.38% | -86.69% | +71.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -24.72% | +14.53% |
Max Drawdown (3Y)Largest decline over 3 years | -15.38% | -24.72% | +9.34% |
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 | -0.79% | -35.37% | +34.58% |
Average DrawdownAverage peak-to-trough decline | -2.39% | -57.19% | +54.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 8.21% | -5.77% |
Volatility
SROI vs. DBE - Volatility Comparison
The current volatility for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) is 4.60%, while Invesco DB Energy Fund (DBE) has a volatility of 11.96%. This indicates that SROI 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
| SROI | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 11.96% | -7.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.08% | 32.72% | -20.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.28% | 35.97% | -21.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 29.88% | -15.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.02% | 28.40% | -14.38% |
SROI vs. DBE - Expense Ratio Comparison
SROI has a 0.95% expense ratio, which is higher than DBE's 0.78% expense ratio.
Dividends
SROI vs. DBE - Dividend Comparison
SROI's dividend yield for the trailing twelve months is around 0.54%, less than DBE's 2.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.27% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
SROI Calamos Antetokounmpo Global Sustainable Equities ETF | 0.54% | 0.60% | 0.68% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SROI and DBE 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.
DBE has higher volatility (11.96%) compared to SROI (4.60%). In terms of maximum drawdown, SROI dropped -15.38% vs DBE's -86.69%.
On 3-year performance, DBE leads with 18.11% vs 13.09% for SROI. On fees, DBE is cheaper at 0.78% per year. On volatility, SROI has been the lower-risk option at 4.60%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DBE has performed better with a 18.11% return vs 13.09%. 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 0.95% for SROI.
DBE has the higher dividend yield at 2.27%, compared with 0.54% for SROI.
SROI is categorized as Global Equities, while DBE is Oil & Gas. They also come from different issuers: Calamos and Invesco. Their fees differ too: 0.95% for SROI and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (1.65 vs 1.25), 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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