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UBEW vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBEW vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill UBER WeeklyPay ETF (UBEW) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBEW achieves a -15.76% return, which is significantly lower than DBE's 83.68% return.


UBEW

1D
0.12%
1M
-3.71%
YTD
-15.76%
6M
-26.05%
1Y
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBEW vs. DBE - Yearly Performance Comparison


2026 (YTD)2025
UBEW
Roundhill UBER WeeklyPay ETF
-15.76%-17.23%
DBE
Invesco DB Energy Fund
83.68%-4.87%

Correlation

The correlation between UBEW and DBE is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 24, 2025

-0.05

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Return for Risk

UBEW vs. DBE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UBEW

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DBE Omega Ratio Rank: 6565
Omega Ratio Rank
DBE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBE Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UBEW vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill UBER WeeklyPay ETF (UBEW) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

UBEW vs. DBE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


UBEWDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

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

-1.07

0.09

-1.16

Drawdowns

UBEW vs. DBE - Drawdown Comparison

The maximum UBEW drawdown since its inception was -37.34%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for UBEW and DBE.


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Drawdown Indicators


UBEWDBEDifference

Max Drawdown

Largest peak-to-trough decline

-37.34%

-86.69%

+49.35%

Max Drawdown (1Y)

Largest decline over 1 year

-14.41%

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 Drawdown

Current decline from peak

-34.82%

-30.27%

-4.55%

Average Drawdown

Average peak-to-trough decline

-24.96%

-57.31%

+32.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.35%

Volatility

UBEW vs. DBE - Volatility Comparison


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Volatility by Period


UBEWDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.95%

Volatility (6M)

Calculated over the trailing 6-month period

30.86%

Volatility (1Y)

Calculated over the trailing 1-year period

42.34%

34.97%

+7.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.34%

29.39%

+12.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.34%

28.33%

+14.01%

UBEW vs. DBE - Expense Ratio Comparison

UBEW has a 0.99% expense ratio, which is higher than DBE's 0.78% expense ratio.


Dividends

UBEW vs. DBE - Dividend Comparison

UBEW's dividend yield for the trailing twelve months is around 31.85%, more than DBE's 2.10% yield.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.10%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
UBEW
Roundhill UBER WeeklyPay ETF
31.85%8.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UBEW and DBE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBE is cheaper at 0.78% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBE is cheaper with a 0.78% expense ratio, compared with 0.99% for UBEW.

UBEW has the higher dividend yield at 31.85%, compared with 2.10% for DBE.

They also come from different issuers: Roundhill and Invesco. Their fees differ too: 0.99% for UBEW and 0.78% for DBE.

Portfolio Optimizer

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