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THYF vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

THYF vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price U.S. High Yield ETF (THYF) 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, THYF achieves a 1.50% return, which is significantly lower than DBE's 83.68% return.


THYF

1D
-0.35%
1M
0.61%
YTD
1.50%
6M
1.90%
1Y
7.02%
3Y*
8.57%
5Y*
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)

THYF vs. DBE - Yearly Performance Comparison


2026 (YTD)2025202420232022
THYF
T. Rowe Price U.S. High Yield ETF
1.50%7.77%8.51%11.32%1.53%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%-8.79%

Correlation

The correlation between THYF and DBE is -0.28, 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

-0.28

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2022

0.04

The correlation between THYF and DBE shifts across timeframes, from -0.28 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

THYF vs. DBE — Risk / Return Rank

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

THYF
THYF Risk / Return Rank: 6161
Overall Rank
THYF Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
THYF Sortino Ratio Rank: 6666
Sortino Ratio Rank
THYF Omega Ratio Rank: 6464
Omega Ratio Rank
THYF Calmar Ratio Rank: 5151
Calmar Ratio Rank
THYF Martin Ratio Rank: 6363
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.

THYF vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. High Yield ETF (THYF) 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.


THYFDBEDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.39

1.40

-0.01

Calmar ratioReturn relative to maximum drawdown

2.51

5.89

-3.38

Martin ratioReturn relative to average drawdown

11.49

11.53

-0.04

THYF vs. DBE - Sharpe Ratio Comparison

The current THYF Sharpe Ratio is 2.01, which is comparable to the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of THYF 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


THYFDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

2.43

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

1.47

0.09

+1.38

Drawdowns

THYF vs. DBE - Drawdown Comparison

The maximum THYF drawdown since its inception was -5.24%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for THYF and DBE.


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Drawdown Indicators


THYFDBEDifference

Max Drawdown

Largest peak-to-trough decline

-5.24%

-86.69%

+81.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-14.41%

+11.61%

Max Drawdown (3Y)

Largest decline over 3 years

-5.07%

-23.89%

+18.82%

Max Drawdown (5Y)

Largest decline over 5 years

-38.74%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-0.35%

-30.27%

+29.92%

Average Drawdown

Average peak-to-trough decline

-0.82%

-57.31%

+56.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

7.35%

-6.74%

Volatility

THYF vs. DBE - Volatility Comparison

The current volatility for T. Rowe Price U.S. High Yield ETF (THYF) is 1.12%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that THYF 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


THYFDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

12.95%

-11.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

30.86%

-28.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

34.97%

-31.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.82%

29.39%

-23.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.82%

28.33%

-22.51%

THYF vs. DBE - Expense Ratio Comparison

THYF has a 0.56% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

THYF vs. DBE - Dividend Comparison

THYF's dividend yield for the trailing twelve months is around 7.02%, 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%
THYF
T. Rowe Price U.S. High Yield ETF
7.02%7.17%7.30%8.02%1.50%0.00%0.00%0.00%0.00%

Frequently Asked Questions


THYF and DBE have a correlation of -0.28, 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 THYF (1.12%). In terms of maximum drawdown, THYF dropped -5.24% vs DBE's -86.69%.

On 3-year performance, DBE leads with 23.42% vs 8.57% for THYF. On fees, THYF is cheaper at 0.56% per year. On volatility, THYF has been the lower-risk option at 1.12%. 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 23.42% return vs 8.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

THYF is cheaper with a 0.56% expense ratio, compared with 0.78% for DBE.

THYF has the higher dividend yield at 7.02%, compared with 2.10% for DBE.

THYF is categorized as High Yield Bonds, while DBE is Oil & Gas. They also come from different issuers: T. Rowe Price and Invesco. Their fees differ too: 0.56% for THYF and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 2.01), 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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