TMFE vs. DBE
TMFE (The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - TMFE is a Large Cap Blend Equities fund tracking the Motley Fool Capital Efficiency 100 Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past 3 years, TMFE returned 18.83%/yr vs 23.42%/yr for DBE. At a correlation of -0.02, they often move in opposite directions. TMFE charges 0.50%/yr vs 0.78%/yr for DBE.
Performance
TMFE vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, TMFE achieves a 1.48% return, which is significantly lower than DBE's 83.68% return.
TMFE
- 1D
- -0.63%
- 1M
- 1.94%
- YTD
- 1.48%
- 6M
- 1.24%
- 1Y
- 7.52%
- 3Y*
- 18.83%
- 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%
TMFE vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TMFE The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF | 1.48% | 11.10% | 27.95% | 41.12% | -25.84% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 2.96% | -12.14% | 33.77% |
Correlation
The correlation between TMFE and DBE is -0.33, 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 | -0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2022 | -0.02 |
Over the past year, the inverse relationship between TMFE and DBE has strengthened: their correlation has moved from -0.02 to -0.33, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
TMFE vs. DBE — Risk / Return Rank
TMFE
DBE
TMFE vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) 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.
| TMFE | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.40 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 5.89 | -5.22 |
| Martin ratioReturn relative to average drawdown | 2.49 | 11.53 | -9.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TMFE | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.43 | -1.81 |
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 | 0.51 | 0.09 | +0.42 |
Drawdowns
TMFE vs. DBE - Drawdown Comparison
The maximum TMFE drawdown since its inception was -31.07%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for TMFE and DBE.
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Drawdown Indicators
| TMFE | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.07% | -86.69% | +55.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -14.41% | +3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -18.81% | -23.89% | +5.08% |
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 | -1.83% | -30.27% | +28.44% |
Average DrawdownAverage peak-to-trough decline | -8.27% | -57.31% | +49.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 7.35% | -4.33% |
Volatility
TMFE vs. DBE - Volatility Comparison
The current volatility for The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) is 2.84%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that TMFE 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
| TMFE | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 12.95% | -10.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.16% | 30.86% | -21.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 34.97% | -22.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.26% | 29.39% | -10.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 28.33% | -9.07% |
TMFE vs. DBE - Expense Ratio Comparison
TMFE has a 0.50% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
TMFE vs. DBE - Dividend Comparison
TMFE's dividend yield for the trailing twelve months is around 0.31%, less than DBE's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.10% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
TMFE The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF | 0.31% | 0.32% | 0.44% | 0.45% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TMFE and DBE have a correlation of -0.33, 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 TMFE (2.84%). In terms of maximum drawdown, TMFE dropped -31.07% vs DBE's -86.69%.
On 3-year performance, DBE leads with 23.42% vs 18.83% for TMFE. On fees, TMFE is cheaper at 0.50% per year. On volatility, TMFE has been the lower-risk option at 2.84%. 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 18.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TMFE is cheaper with a 0.50% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.10%, compared with 0.31% for TMFE.
TMFE is categorized as Large Cap Blend Equities, while DBE is Oil & Gas. TMFE tracks Motley Fool Capital Efficiency 100 Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: RBB Fund and Invesco. Their fees differ too: 0.50% for TMFE and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs 0.62), 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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