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SURE vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SURE vs. DBE

Last updated Jun 3, 2026

SURE (AdvisorShares Insider Advantage ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - SURE is a Large Cap Value Equities fund actively managed by AdvisorShares, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. SURE is actively managed, while DBE is passively managed. Over the past 10 years, SURE returned 11.02%/yr vs 12.03%/yr for DBE. At a 0.27 correlation, their price movements are largely independent. SURE charges 0.90%/yr vs 0.78%/yr for DBE.

Performance

SURE vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Insider Advantage ETF (SURE) 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, SURE achieves a 12.47% return, which is significantly lower than DBE's 83.68% return. Over the past 10 years, SURE has underperformed DBE with an annualized return of 11.02%, while DBE has yielded a comparatively higher 12.03% annualized return.

SURE

1D
0.43%
1M
4.47%
YTD
12.47%
6M
15.19%
1Y
27.10%
3Y*
17.99%
5Y*
9.29%
10Y*
11.02%

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)

SURE vs. DBE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SURE
AdvisorShares Insider Advantage ETF		12.47%10.58%12.17%23.30%-11.24%23.87%8.76%28.89%-17.03%13.16%
DBE
Invesco DB Energy Fund		83.68%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%5.21%

Correlation

The correlation between SURE and DBE is -0.21, 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

-0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2011

0.27

The correlation between SURE and DBE shifts across timeframes, from -0.21 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

AdvisorShares Insider Advantage ETF

Invesco DB Energy Fund

Often compared with SURE:
SURE vs. VGTSURE vs. SPLVSURE vs. BEDZSURE vs. AADRSURE vs. IGFSURE vs. QPXSURE vs. GK
Often compared with DBE:
DBE vs. DBBDBE vs. XLEDBE vs. VDEDBE vs. COMTDBE vs. XLKDBE vs. GLDDBE vs. TIP

Return for Risk

SURE vs. DBE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SURE
SURE Risk / Return Rank: 6767
Overall Rank
SURE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SURE Sortino Ratio Rank: 6666
Sortino Ratio Rank
SURE Omega Ratio Rank: 5959
Omega Ratio Rank
SURE Calmar Ratio Rank: 7474
Calmar Ratio Rank
SURE Martin Ratio Rank: 7373
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.

SURE vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Insider Advantage ETF (SURE) 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.

SUREDBEDifference

Sharpe ratio

Return per unit of total volatility

2.12

2.43

-0.31

Sortino ratio

Return per unit of downside risk

3.11

2.96

+0.15

Omega ratio

Gain probability vs. loss probability

1.37

1.40

-0.03

Calmar ratio

Return relative to maximum drawdown

3.82

5.89

-2.07

Martin ratio

Return relative to average drawdown

14.19

11.53

+2.66

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SURE vs. DBE - Sharpe Ratio Comparison

The current SURE Sharpe Ratio is 2.12, which is comparable to the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of SURE 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

SUREDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.43

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.67

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.43

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.09

+0.69

Drawdowns

SURE vs. DBE - Drawdown Comparison

The maximum SURE drawdown since its inception was -35.68%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for SURE and DBE.

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Drawdown Indicators

SUREDBEDifference

Max Drawdown

Largest peak-to-trough decline

-35.68%

-86.69%

+51.01%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-14.41%

+7.31%

Max Drawdown (3Y)

Largest decline over 3 years

-21.54%

-23.89%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-23.75%

-38.74%

+14.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

-60.84%

+25.16%

Current Drawdown

Current decline from peak

0.00%

-30.27%

+30.27%

Average Drawdown

Average peak-to-trough decline

-4.85%

-57.31%

+52.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

7.35%

-5.44%

Volatility

SURE vs. DBE - Volatility Comparison

The current volatility for AdvisorShares Insider Advantage ETF (SURE) is 3.84%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that SURE 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

SUREDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

12.95%

-9.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

30.86%

-21.49%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

34.97%

-22.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

29.39%

-12.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

28.33%

-10.75%

SURE vs. DBE - Expense Ratio Comparison

SURE has a 0.90% expense ratio, which is higher than DBE's 0.78% expense ratio.

Dividends

SURE vs. DBE - Dividend Comparison

SURE's dividend yield for the trailing twelve months is around 0.90%, less than DBE's 2.10% yield.

PositionTTM20252024202320222021202020192018201720162015
DBE
Invesco DB Energy Fund		2.10%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%0.00%0.00%0.00%
SURE
AdvisorShares Insider Advantage ETF		0.90%1.01%0.68%1.11%1.72%1.08%1.28%1.09%1.26%0.65%1.14%0.77%

Frequently Asked Questions

SURE and DBE have a correlation of -0.21, 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 SURE (3.84%). In terms of maximum drawdown, SURE dropped -35.68% vs DBE's -86.69%.

On 10-year performance, DBE leads with 12.03% vs 11.02% for SURE. On fees, DBE is cheaper at 0.78% per year. On volatility, SURE has been the lower-risk option at 3.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBE has performed better with a 12.03% return vs 11.02%. 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 0.90% for SURE.

DBE has the higher dividend yield at 2.10%, compared with 0.90% for SURE.

SURE is categorized as Large Cap Value Equities, while DBE is Oil & Gas. They also come from different issuers: AdvisorShares and Invesco. Their fees differ too: 0.90% for SURE and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 2.12), 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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