TSLP vs. DBE
TSLP (Kurv Yield Premium Strategy Tesla (TSLA) ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - TSLP is a Derivative Income fund actively managed by Kurv, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. TSLP is actively managed, while DBE is passively managed. Over the past year, TSLP returned -7.57% vs 61.44% for DBE. Their -0.01 correlation means they have often moved in opposite directions in the past. TSLP charges 0.99%/yr vs 0.78%/yr for DBE.
Performance
TSLP vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, TSLP achieves a -33.74% return, which is significantly lower than DBE's 71.26% return.
TSLP
- 1D
- 2.15%
- 1M
- -20.78%
- 6M
- -29.23%
- YTD
- -33.74%
- 1Y
- -7.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.40%
DBE
- 1D
- -4.26%
- 1M
- 15.98%
- 6M
- 57.84%
- YTD
- 71.26%
- 1Y
- 61.44%
- 3Y*
- 15.22%
- 5Y*
- 17.82%
- 10Y*
- 12.24%
- ALL TIME*
- 2.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.27M | $1.08M | $1.67M | |
| $224.56K | $262.54K | $283.37K |
TSLP vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TSLP Kurv Yield Premium Strategy Tesla (TSLA) ETF | -33.74% | 9.77% | 41.53% | 18.37% |
DBE Invesco DB Energy Fund | 71.26% | -2.17% | 2.96% | -12.57% |
Correlation
The correlation between TSLP and DBE is -0.17, 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. | -0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023 | -0.01 |
The correlation between TSLP and DBE shifts across timeframes, from -0.17 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TSLP vs. DBE — Risk / Return Rank
TSLP
DBE
TSLP vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Tesla (TSLA) ETF (TSLP) 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.
| TSLP | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.28 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 2.50 | -2.68 |
| Martin ratioReturn relative to average drawdown | -0.46 | 7.82 | -8.27 |
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Drawdowns
TSLP vs. DBE - Drawdown Comparison
The maximum TSLP drawdown since its inception was -46.00%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for TSLP and DBE.
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Drawdown Indicators
| TSLP | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.00% | -86.69% | +40.69% |
Max Drawdown (1Y)Largest decline over 1 year | -42.53% | -24.72% | -17.81% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.72% | — |
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 | -38.79% | -34.98% | -3.81% |
Average DrawdownAverage peak-to-trough decline | -16.29% | -57.13% | +40.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.67% | 7.90% | +8.77% |
Volatility
TSLP vs. DBE - Volatility Comparison
Kurv Yield Premium Strategy Tesla (TSLA) ETF (TSLP) has a higher volatility of 21.72% compared to Invesco DB Energy Fund (DBE) at 15.07%. This indicates that TSLP'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
| TSLP | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.72% | 15.07% | +6.65% |
Volatility (6M)Calculated over the trailing 6-month period | 37.69% | 34.26% | +3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.54% | 37.66% | +7.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.01% | 30.15% | +19.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.01% | 28.60% | +21.41% |
TSLP vs. DBE - Expense Ratio Comparison
TSLP has a 0.99% expense ratio, which is higher than DBE's 0.78% expense ratio.
Dividends
TSLP vs. DBE - Dividend Comparison
TSLP's dividend yield for the trailing twelve months is around 37.94%, more than DBE's 2.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.26% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
TSLP Kurv Yield Premium Strategy Tesla (TSLA) ETF | 37.94% | 31.05% | 21.82% | 4.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSLP 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.
TSLP has higher volatility (21.72%) compared to DBE (15.07%). In terms of maximum drawdown, TSLP dropped -46.00% vs DBE's -86.69%.
On 1-year performance, DBE leads with 61.44% vs -7.57% for TSLP. On fees, DBE is cheaper at 0.78% per year. On volatility, DBE has been the lower-risk option at 15.07%. 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 61.44% return vs -7.57%. 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 0.99% for TSLP.
TSLP has the higher dividend yield at 37.94%, compared with 2.26% for DBE.
TSLP is categorized as Derivative Income, while DBE is Oil & Gas. They also come from different issuers: Kurv and Invesco. Their fees differ too: 0.99% for TSLP and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (1.64 vs -0.17), 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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