PortfoliosLab logoPortfoliosLab logo
UTEN vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTEN vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 10 Year Note ETF (UTEN) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UTEN achieves a -0.55% return, which is significantly lower than DBE's 79.04% return.


UTEN

1D
0.14%
1M
-0.03%
YTD
-0.55%
6M
-0.80%
1Y
3.58%
3Y*
1.92%
5Y*
10Y*

DBE

1D
-2.52%
1M
-6.01%
YTD
79.04%
6M
69.31%
1Y
81.31%
3Y*
22.41%
5Y*
19.05%
10Y*
11.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTEN vs. DBE - Yearly Performance Comparison


2026 (YTD)2025202420232022
UTEN
US Treasury 10 Year Note ETF
-0.55%7.82%-1.67%3.18%-7.79%
DBE
Invesco DB Energy Fund
79.04%-2.17%2.96%-12.14%-6.52%

Correlation

The correlation between UTEN and DBE is -0.42, 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

-0.42

Correlation (3Y)
Calculated over the trailing 3-year period

-0.23

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2022

-0.19

Over the past year, the inverse relationship between UTEN and DBE has strengthened: their correlation has moved from -0.19 to -0.42, meaning they now move in opposite directions more often than their long-term average.

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

UTEN vs. DBE — Risk / Return Rank

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

UTEN
UTEN Risk / Return Rank: 2020
Overall Rank
UTEN Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
UTEN Sortino Ratio Rank: 2020
Sortino Ratio Rank
UTEN Omega Ratio Rank: 1919
Omega Ratio Rank
UTEN Calmar Ratio Rank: 1919
Calmar Ratio Rank
UTEN Martin Ratio Rank: 2121
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6262
Sortino Ratio Rank
DBE Omega Ratio Rank: 6565
Omega Ratio Rank
DBE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBE Martin Ratio Rank: 6262
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.

UTEN vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 10 Year Note ETF (UTEN) 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.


UTENDBEDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.12

1.39

-0.27

Calmar ratioReturn relative to maximum drawdown

0.79

5.67

-4.89

Martin ratioReturn relative to average drawdown

2.36

11.08

-8.71

UTEN vs. DBE - Sharpe Ratio Comparison

The current UTEN Sharpe Ratio is 0.69, which is lower than the DBE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of UTEN and DBE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


UTENDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

2.33

-1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.09

-0.08

Drawdowns

UTEN vs. DBE - Drawdown Comparison

The maximum UTEN drawdown since its inception was -13.36%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for UTEN and DBE.


Loading charts...

Drawdown Indicators


UTENDBEDifference

Max Drawdown

Largest peak-to-trough decline

-13.36%

-86.69%

+73.33%

Max Drawdown (1Y)

Largest decline over 1 year

-4.57%

-14.41%

+9.84%

Max Drawdown (3Y)

Largest decline over 3 years

-8.60%

-23.89%

+15.29%

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

-2.91%

-32.03%

+29.12%

Average Drawdown

Average peak-to-trough decline

-4.82%

-57.30%

+52.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

7.37%

-5.85%

Volatility

UTEN vs. DBE - Volatility Comparison

The current volatility for US Treasury 10 Year Note ETF (UTEN) is 1.71%, while Invesco DB Energy Fund (DBE) has a volatility of 13.05%. This indicates that UTEN 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


UTENDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

13.05%

-11.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.66%

30.97%

-27.31%

Volatility (1Y)

Calculated over the trailing 1-year period

5.24%

35.07%

-29.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

29.41%

-21.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.05%

28.34%

-20.29%

UTEN vs. DBE - Expense Ratio Comparison

UTEN has a 0.15% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

UTEN vs. DBE - Dividend Comparison

UTEN's dividend yield for the trailing twelve months is around 4.04%, more than DBE's 2.16% yield.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.16%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
UTEN
US Treasury 10 Year Note ETF
4.04%4.11%4.13%3.62%1.39%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UTEN and DBE have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (13.05%) compared to UTEN (1.71%). In terms of maximum drawdown, UTEN dropped -13.36% vs DBE's -86.69%.

On 3-year performance, DBE leads with 22.41% vs 1.92% for UTEN. On fees, UTEN is cheaper at 0.15% per year. On volatility, UTEN has been the lower-risk option at 1.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DBE has performed better with a 22.41% return vs 1.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UTEN is cheaper with a 0.15% expense ratio, compared with 0.78% for DBE.

UTEN has the higher dividend yield at 4.04%, compared with 2.16% for DBE.

UTEN is categorized as Government Bonds, while DBE is Oil & Gas. UTEN tracks ICE BofA Current 10 Year US Treasury Index - Benchmark TR Gross, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: US Benchmark Series and Invesco. Their fees differ too: 0.15% for UTEN and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.33 vs 0.69), 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.

Portfolio Optimizer

Find the right allocation for UTEN 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