TOV vs. DBE
TOV (JLens 500 Jewish Advocacy U.S. ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - TOV is a Large Cap Blend Equities fund tracking the JLens 500 Jewish Advocacy U.S. Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past year, TOV returned 28.12% vs 84.41% for DBE. At a correlation of -0.15, they often move in opposite directions. TOV charges 0.18%/yr vs 0.78%/yr for DBE.
Performance
TOV vs. DBE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TOV achieves a 11.31% return, which is significantly lower than DBE's 83.68% return.
TOV
- 1D
- -0.60%
- 1M
- 5.33%
- YTD
- 11.31%
- 6M
- 11.06%
- 1Y
- 28.12%
- 3Y*
- —
- 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%
TOV vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TOV JLens 500 Jewish Advocacy U.S. ETF | 11.31% | 17.49% |
DBE Invesco DB Energy Fund | 83.68% | -5.44% |
Correlation
The correlation between TOV 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 (All Time) Calculated using the full available price history since Feb 28, 2025 | -0.15 |
The correlation between TOV and DBE shifts across timeframes, from -0.32 (1 year) to -0.15 (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.
Return for Risk
TOV vs. DBE — Risk / Return Rank
TOV
DBE
TOV vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JLens 500 Jewish Advocacy U.S. ETF (TOV) 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.
| TOV | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 5.89 | -2.71 |
| Martin ratioReturn relative to average drawdown | 14.17 | 11.53 | +2.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TOV | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 2.43 | -0.12 |
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 | 1.33 | 0.09 | +1.24 |
Drawdowns
TOV vs. DBE - Drawdown Comparison
The maximum TOV drawdown since its inception was -16.28%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for TOV and DBE.
Loading charts...
Drawdown Indicators
| TOV | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.28% | -86.69% | +70.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -14.41% | +5.52% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.89% | — |
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 | -0.60% | -30.27% | +29.67% |
Average DrawdownAverage peak-to-trough decline | -2.04% | -57.31% | +55.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 7.35% | -5.36% |
Volatility
TOV vs. DBE - Volatility Comparison
The current volatility for JLens 500 Jewish Advocacy U.S. ETF (TOV) is 3.72%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that TOV 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.
Loading charts...
Volatility by Period
| TOV | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 12.95% | -9.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 30.86% | -21.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.23% | 34.97% | -22.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.87% | 29.39% | -11.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.87% | 28.33% | -10.46% |
TOV vs. DBE - Expense Ratio Comparison
TOV has a 0.18% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
TOV vs. DBE - Dividend Comparison
TOV's dividend yield for the trailing twelve months is around 0.82%, 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% |
TOV JLens 500 Jewish Advocacy U.S. ETF | 0.82% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TOV 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 (12.95%) compared to TOV (3.72%). In terms of maximum drawdown, TOV dropped -16.28% vs DBE's -86.69%.
On 1-year performance, DBE leads with 84.41% vs 28.12% for TOV. On fees, TOV is cheaper at 0.18% per year. On volatility, TOV has been the lower-risk option at 3.72%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DBE has performed better with a 84.41% return vs 28.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TOV is cheaper with a 0.18% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.10%, compared with 0.82% for TOV.
TOV is categorized as Large Cap Blend Equities, while DBE is Oil & Gas. TOV tracks JLens 500 Jewish Advocacy U.S. Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: JLens and Invesco. Their fees differ too: 0.18% for TOV and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.43 vs 2.31), 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.
Find the right allocation for TOV 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