TREE vs. DBE
TREE (LendingTree, Inc.) is a stock, while DBE (Invesco DB Energy Fund) is Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Over the past 10 years, TREE returned -11.14%/yr vs 11.75%/yr for DBE. Their 0.11 correlation means their historical movements had little consistent relationship.
Performance
TREE vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, TREE achieves a -36.41% return, which is significantly lower than DBE's 63.93% return. Over the past 10 years, TREE has underperformed DBE with an annualized return of -11.14%, while DBE has yielded a comparatively higher 11.75% annualized return.
TREE
- 1D
- 5.73%
- 1M
- -24.98%
- 6M
- -28.29%
- YTD
- -36.41%
- 1Y
- -36.41%
- 3Y*
- 15.50%
- 5Y*
- -29.17%
- 10Y*
- -11.14%
- ALL TIME*
- 8.70%
DBE
- 1D
- -4.28%
- 1M
- 11.01%
- 6M
- 47.49%
- YTD
- 63.93%
- 1Y
- 55.67%
- 3Y*
- 13.55%
- 5Y*
- 16.46%
- 10Y*
- 11.75%
- ALL TIME*
- 2.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.35M | $1.09M | $1.64M | |
| $16.47M | $12.30M | $11.09M |
TREE vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TREE LendingTree, Inc. | -36.41% | 37.01% | 27.80% | 42.15% | -82.60% | -55.22% | -9.77% | 38.20% | -35.51% | 235.92% |
DBE Invesco DB Energy Fund | 63.93% | -2.17% | 2.96% | -12.14% | 33.77% | 57.56% | -25.91% | 19.72% | -12.95% | 5.21% |
Correlation
The correlation between TREE and DBE is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.16 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2008 | 0.11 |
The correlation between TREE and DBE shifts across timeframes, from -0.16 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TREE vs. DBE — Risk / Return Rank
TREE
DBE
TREE vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LendingTree, Inc. (TREE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TREE | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.26 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 2.26 | -2.89 |
| Martin ratioReturn relative to average drawdown | -1.00 | 7.03 | -8.04 |
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Drawdowns
TREE vs. DBE - Drawdown Comparison
The maximum TREE drawdown since its inception was -97.59%, which is greater than DBE's maximum drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for TREE and DBE.
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Drawdown Indicators
| TREE | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -86.69% | -10.90% |
Max Drawdown (1Y)Largest decline over 1 year | -58.54% | -24.72% | -33.82% |
Max Drawdown (3Y)Largest decline over 3 years | -58.54% | -24.72% | -33.82% |
Max Drawdown (5Y)Largest decline over 5 years | -94.34% | -38.74% | -55.60% |
Max Drawdown (10Y)Largest decline over 10 years | -97.59% | -60.84% | -36.75% |
Current DrawdownCurrent decline from peak | -92.21% | -37.77% | -54.44% |
Average DrawdownAverage peak-to-trough decline | -44.28% | -57.12% | +12.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.44% | 7.95% | +28.49% |
Volatility
TREE vs. DBE - Volatility Comparison
LendingTree, Inc. (TREE) has a higher volatility of 24.72% compared to Invesco DB Energy Fund (DBE) at 15.88%. This indicates that TREE'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.
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Volatility by Period
| TREE | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.72% | 15.88% | +8.84% |
Volatility (6M)Calculated over the trailing 6-month period | 57.99% | 33.82% | +24.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.59% | 37.86% | +30.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.84% | 30.19% | +44.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.69% | 28.64% | +36.05% |
Dividends
TREE vs. DBE - Dividend Comparison
TREE has not paid dividends to shareholders, while DBE's dividend yield for the trailing twelve months is around 2.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.36% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
TREE LendingTree, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TREE and DBE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TREE has higher volatility (24.72%) compared to DBE (15.88%). In terms of maximum drawdown, TREE dropped -97.59% vs DBE's -86.69%.
DBE currently has the higher Sharpe Ratio (1.48 vs -0.54), 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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