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UTWY vs. DBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTWY vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m US Treasury 20 Year Bond ETF (UTWY) and Invesco DB Oil Fund (DBO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UTWY achieves a -3.22% return, which is significantly lower than DBO's 76.48% return.


UTWY

1D
-0.65%
1M
-3.22%
6M
-3.26%
YTD
-3.22%
1Y
-1.66%
3Y*
-0.41%
5Y*
10Y*
ALL TIME*
-1.63%

DBO

1D
1.56%
1M
24.59%
6M
53.46%
YTD
76.48%
1Y
60.30%
3Y*
14.86%
5Y*
13.46%
10Y*
12.59%
ALL TIME*
0.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.01M$10.23M$13.95M
$108.36K$60.31K$63.45K

UTWY vs. DBO - Yearly Performance Comparison


2026 (YTD)202520242023
UTWY
F/m US Treasury 20 Year Bond ETF
-3.22%4.82%-4.92%-1.86%
DBO
Invesco DB Oil Fund
76.48%-11.71%7.85%2.79%

Correlation

The correlation between UTWY and DBO is -0.42, 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.

-0.42

Correlation (3Y)
Balances recent behavior with more history.

-0.24

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2023

-0.22

Over the past year, the inverse relationship between UTWY and DBO has strengthened: their correlation has moved from -0.22 to -0.42, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

UTWY vs. DBO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UTWY
UTWY Risk / Return Rank: 1010
Overall Rank
UTWY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UTWY Sortino Ratio Rank: 99
Sortino Ratio Rank
UTWY Omega Ratio Rank: 99
Omega Ratio Rank
UTWY Calmar Ratio Rank: 1010
Calmar Ratio Rank
UTWY Martin Ratio Rank: 1010
Martin Ratio Rank

DBO
DBO Risk / Return Rank: 5858
Overall Rank
DBO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DBO Sortino Ratio Rank: 6161
Sortino Ratio Rank
DBO Omega Ratio Rank: 5757
Omega Ratio Rank
DBO Calmar Ratio Rank: 5757
Calmar Ratio Rank
DBO Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UTWY vs. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m US Treasury 20 Year Bond ETF (UTWY) and Invesco DB Oil Fund (DBO). 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.


UTWYDBODifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

1.00

1.25

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.05

2.01

-2.06

Martin ratioReturn relative to average drawdown

-0.12

6.09

-6.21

UTWY vs. DBO - Sharpe Ratio Comparison

The current UTWY Sharpe Ratio is -0.05, which is lower than the DBO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of UTWY and DBO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UTWY vs. DBO - Drawdown Comparison

The maximum UTWY drawdown since its inception was -18.19%, smaller than the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for UTWY and DBO.


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Drawdown Indicators


UTWYDBODifference

Max Drawdown

Largest peak-to-trough decline

-18.19%

-90.18%

+71.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-27.73%

+21.01%

Max Drawdown (3Y)

Largest decline over 3 years

-11.88%

-28.20%

+16.32%

Max Drawdown (5Y)

Largest decline over 5 years

-37.68%

Max Drawdown (10Y)

Largest decline over 10 years

-61.69%

Current Drawdown

Current decline from peak

-8.47%

-53.56%

+45.09%

Average Drawdown

Average peak-to-trough decline

-6.98%

-62.20%

+55.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

9.96%

-6.96%

Volatility

UTWY vs. DBO - Volatility Comparison

The current volatility for F/m US Treasury 20 Year Bond ETF (UTWY) is 2.09%, while Invesco DB Oil Fund (DBO) has a volatility of 17.75%. This indicates that UTWY experiences smaller price fluctuations and is considered to be less risky than DBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTWYDBODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

17.75%

-15.66%

Volatility (6M)

Calculated over the trailing 6-month period

6.01%

33.77%

-27.76%

Volatility (1Y)

Calculated over the trailing 1-year period

7.83%

38.53%

-30.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

33.35%

-22.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.97%

32.20%

-21.23%

UTWY vs. DBO - Expense Ratio Comparison

UTWY has a 0.15% expense ratio, which is lower than DBO's 0.78% expense ratio.


Dividends

UTWY vs. DBO - Dividend Comparison

UTWY's dividend yield for the trailing twelve months is around 5.27%, more than DBO's 1.99% yield.


PositionTTM20252024202320222021202020192018
DBO
Invesco DB Oil Fund
1.99%3.51%4.68%4.59%0.66%0.00%0.00%1.63%1.58%
UTWY
F/m US Treasury 20 Year Bond ETF
4.85%4.62%4.56%2.94%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UTWY and DBO 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.

DBO has higher volatility (17.75%) compared to UTWY (2.09%). In terms of maximum drawdown, UTWY dropped -18.19% vs DBO's -90.18%.

On 3-year performance, DBO leads with 14.86% vs -0.41% for UTWY. On fees, UTWY is cheaper at 0.15% per year. On volatility, UTWY has been the lower-risk option at 2.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DBO has performed better with a 14.86% return vs -0.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UTWY is cheaper with a 0.15% expense ratio, compared with 0.78% for DBO.

UTWY has the higher dividend yield at 4.85%, compared with 1.99% for DBO.

UTWY is categorized as Government Bonds, while DBO is Oil & Gas. UTWY tracks Bloomberg US Treasury Bellwether 20 Year Index, while DBO tracks DBIQ Optimum Yield Crude Oil Index Excess Return. They also come from different issuers: F/m and Invesco. Their fees differ too: 0.15% for UTWY and 0.78% for DBO.

DBO currently has the higher Sharpe Ratio (1.45 vs -0.05), 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 UTWY and DBO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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