TUG vs. DBE
TUG (STF Tactical Growth ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - TUG is a Diversified Portfolio fund actively managed by STF, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. TUG is actively managed, while DBE is passively managed. Over the past 3 years, TUG returned 23.61%/yr vs 23.42%/yr for DBE. At a correlation of -0.01, they often move in opposite directions. TUG charges 0.65%/yr vs 0.78%/yr for DBE.
Performance
TUG vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, TUG achieves a 20.36% return, which is significantly lower than DBE's 83.68% return.
TUG
- 1D
- -0.48%
- 1M
- 11.01%
- YTD
- 20.36%
- 6M
- 19.04%
- 1Y
- 40.10%
- 3Y*
- 23.61%
- 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%
TUG vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TUG STF Tactical Growth ETF | 20.36% | 20.43% | 19.37% | 38.24% | -12.62% |
DBE Invesco DB Energy Fund | 83.68% | -2.17% | 2.96% | -12.14% | -11.85% |
Correlation
The correlation between TUG 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 | -0.07 |
Correlation (All Time) Calculated using the full available price history since May 20, 2022 | -0.01 |
Over the past year, the inverse relationship between TUG and DBE has strengthened: their correlation has moved from -0.01 to -0.28, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
TUG vs. DBE — Risk / Return Rank
TUG
DBE
TUG vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth ETF (TUG) 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.
| TUG | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 5.89 | -2.62 |
| Martin ratioReturn relative to average drawdown | 12.47 | 11.53 | +0.94 |
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
| TUG | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 2.43 | +0.07 |
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 | 1.12 | 0.09 | +1.02 |
Drawdowns
TUG vs. DBE - Drawdown Comparison
The maximum TUG drawdown since its inception was -22.27%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for TUG and DBE.
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Drawdown Indicators
| TUG | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.27% | -86.69% | +64.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -14.41% | +2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -22.27% | -23.89% | +1.62% |
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 | -0.48% | -30.27% | +29.79% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -57.31% | +53.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 7.35% | -4.13% |
Volatility
TUG vs. DBE - Volatility Comparison
The current volatility for STF Tactical Growth ETF (TUG) is 4.30%, while Invesco DB Energy Fund (DBE) has a volatility of 12.95%. This indicates that TUG 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
| TUG | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 12.95% | -8.65% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 30.86% | -18.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.16% | 34.97% | -18.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.02% | 29.39% | -11.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 28.33% | -10.31% |
TUG vs. DBE - Expense Ratio Comparison
TUG has a 0.65% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
TUG vs. DBE - Dividend Comparison
TUG's dividend yield for the trailing twelve months is around 1.43%, 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% |
TUG STF Tactical Growth ETF | 1.43% | 1.75% | 4.97% | 1.34% | 1.14% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TUG 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 TUG (4.30%). In terms of maximum drawdown, TUG dropped -22.27% vs DBE's -86.69%.
On 3-year performance, TUG leads with 23.61% vs 23.42% for DBE. On fees, TUG is cheaper at 0.65% per year. On volatility, TUG has been the lower-risk option at 4.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, TUG has performed better with a 23.61% return vs 23.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TUG is cheaper with a 0.65% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.10%, compared with 1.43% for TUG.
TUG is categorized as Diversified Portfolio, while DBE is Oil & Gas. They also come from different issuers: STF and Invesco. Their fees differ too: 0.65% for TUG and 0.78% for DBE.
TUG currently has the higher Sharpe Ratio (2.49 vs 2.43), 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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