PortfoliosLab logoPortfoliosLab logo
TESL vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TESL vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Volt TSLA Revolution ETF (TESL) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TESL achieves a 0.60% return, which is significantly lower than DBE's 83.68% return.


TESL

1D
-2.63%
1M
23.98%
YTD
0.60%
6M
-18.80%
1Y
-14.28%
3Y*
33.50%
5Y*
14.14%
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)

TESL vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TESL
Simplify Volt TSLA Revolution ETF
0.60%-14.73%152.27%58.33%-61.11%18.52%4.79%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%57.56%0.70%

Correlation

The correlation between TESL and DBE is -0.17, 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

-0.17

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

-0.04

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

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2020

0.03

The correlation between TESL and DBE shifts across timeframes, from -0.17 (1 year) to 0.03 (5 years), 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.


Return for Risk

TESL vs. DBE — Risk / Return Rank

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

TESL
TESL Risk / Return Rank: 77
Overall Rank
TESL Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TESL Sortino Ratio Rank: 88
Sortino Ratio Rank
TESL Omega Ratio Rank: 88
Omega Ratio Rank
TESL Calmar Ratio Rank: 77
Calmar Ratio Rank
TESL Martin Ratio Rank: 77
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.

TESL vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Volt TSLA Revolution ETF (TESL) 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.


TESLDBEDifference
Sharpe ratioReturn per unit of total volatility

-2.68

Sortino ratioReturn per unit of downside risk

-2.94

Omega ratioGain probability vs. loss probability

1.00

1.40

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.26

5.89

-6.15

Martin ratioReturn relative to average drawdown

-0.46

11.53

-11.99

TESL vs. DBE - Sharpe Ratio Comparison

The current TESL Sharpe Ratio is -0.25, which is lower than the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of TESL 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.


Loading charts...

Sharpe Ratios by Period


TESLDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

2.43

-2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.67

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.09

+0.10

Drawdowns

TESL vs. DBE - Drawdown Comparison

The maximum TESL drawdown since its inception was -69.11%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for TESL and DBE.


Loading charts...

Drawdown Indicators


TESLDBEDifference

Max Drawdown

Largest peak-to-trough decline

-69.11%

-86.69%

+17.58%

Max Drawdown (1Y)

Largest decline over 1 year

-56.12%

-14.41%

-41.71%

Max Drawdown (3Y)

Largest decline over 3 years

-56.12%

-23.89%

-32.23%

Max Drawdown (5Y)

Largest decline over 5 years

-69.11%

-38.74%

-30.37%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-37.58%

-30.27%

-7.31%

Average Drawdown

Average peak-to-trough decline

-37.70%

-57.31%

+19.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.22%

7.35%

+23.87%

Volatility

TESL vs. DBE - Volatility Comparison

Simplify Volt TSLA Revolution ETF (TESL) has a higher volatility of 24.38% compared to Invesco DB Energy Fund (DBE) at 12.95%. This indicates that TESL's price experiences larger fluctuations and is considered to be riskier than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TESLDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.38%

12.95%

+11.43%

Volatility (6M)

Calculated over the trailing 6-month period

41.08%

30.86%

+10.22%

Volatility (1Y)

Calculated over the trailing 1-year period

56.90%

34.97%

+21.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.69%

29.39%

+21.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.02%

28.33%

+21.69%

TESL vs. DBE - Expense Ratio Comparison

TESL has a 0.97% expense ratio, which is higher than DBE's 0.78% expense ratio.


Dividends

TESL vs. DBE - Dividend Comparison

TESL's dividend yield for the trailing twelve months is around 22.86%, more 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%
TESL
Simplify Volt TSLA Revolution ETF
22.86%23.87%0.62%0.00%0.83%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TESL and DBE have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TESL has higher volatility (24.38%) compared to DBE (12.95%). In terms of maximum drawdown, TESL dropped -69.11% vs DBE's -86.69%.

On 5-year performance, DBE leads with 19.66% vs 14.14% for TESL. On fees, DBE is cheaper at 0.78% per year. On volatility, DBE has been the lower-risk option at 12.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBE has performed better with a 19.66% return vs 14.14%. 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 0.97% for TESL.

TESL has the higher dividend yield at 22.86%, compared with 2.10% for DBE.

TESL is categorized as Large Cap Growth Equities, while DBE is Oil & Gas. TESL tracks Actively Managed, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Simplify and Invesco. Their fees differ too: 0.97% for TESL and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs -0.25), 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.

Portfolio Optimizer

Find the right allocation for TESL and DBE

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