VDE vs. SBR
VDE (Vanguard Energy ETF) is Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index, while SBR (Sabine Royalty Trust) is a stock. Over the past 10 years, VDE returned 9.81%/yr vs 16.34%/yr for SBR. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
VDE vs. SBR - Performance Comparison
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Returns By Period
In the year-to-date period, VDE achieves a 35.27% return, which is significantly higher than SBR's 11.57% return. Over the past 10 years, VDE has underperformed SBR with an annualized return of 9.81%, while SBR has yielded a comparatively higher 16.34% annualized return.
VDE
- 1D
- 0.04%
- 1M
- 10.29%
- 6M
- 22.82%
- YTD
- 35.27%
- 1Y
- 41.64%
- 3Y*
- 15.31%
- 5Y*
- 24.05%
- 10Y*
- 9.81%
- ALL TIME*
- 8.35%
SBR
- 1D
- -0.51%
- 1M
- 2.51%
- 6M
- 11.20%
- YTD
- 11.57%
- 1Y
- 19.45%
- 3Y*
- 12.34%
- 5Y*
- 24.15%
- 10Y*
- 16.34%
- ALL TIME*
- 15.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.30M | $2.17M | $2.74M | |
| $71.54M | $103.66M | $111.94M |
VDE vs. SBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDE Vanguard Energy ETF | 35.27% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -19.95% | -2.50% |
SBR Sabine Royalty Trust | 11.57% | 14.04% | 4.06% | -13.10% | 132.08% | 60.71% | -24.24% | 15.77% | -9.61% | 34.83% |
Correlation
The correlation between VDE and SBR is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2004 | 0.52 |
The correlation between VDE and SBR has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
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Return for Risk
VDE vs. SBR — Risk / Return Rank
VDE
SBR
VDE vs. SBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy ETF (VDE) and Sabine Royalty Trust (SBR). 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.
| VDE | SBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.15 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 1.03 | +1.71 |
| Martin ratioReturn relative to average drawdown | 7.34 | 2.10 | +5.25 |
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Drawdowns
VDE vs. SBR - Drawdown Comparison
The maximum VDE drawdown since its inception was -74.20%, which is greater than SBR's maximum drawdown of -56.40%. Use the drawdown chart below to compare losses from any high point for VDE and SBR.
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Drawdown Indicators
| VDE | SBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.20% | -56.40% | -17.80% |
Max Drawdown (1Y)Largest decline over 1 year | -15.04% | -18.54% | +3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -21.41% | -18.54% | -2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -34.56% | +7.98% |
Max Drawdown (10Y)Largest decline over 10 years | -69.29% | -50.71% | -18.58% |
Current DrawdownCurrent decline from peak | -4.29% | -5.64% | +1.35% |
Average DrawdownAverage peak-to-trough decline | -19.90% | -13.61% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.59% | 9.05% | -3.46% |
Volatility
VDE vs. SBR - Volatility Comparison
Vanguard Energy ETF (VDE) has a higher volatility of 5.13% compared to Sabine Royalty Trust (SBR) at 3.95%. This indicates that VDE's price experiences larger fluctuations and is considered to be riskier than SBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDE | SBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 3.95% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 16.34% | 15.32% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.76% | 24.41% | -3.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.14% | 31.69% | -5.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.90% | 31.21% | -1.31% |
Dividends
VDE vs. SBR - Dividend Comparison
VDE's dividend yield for the trailing twelve months is around 2.39%, less than SBR's 6.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBR Sabine Royalty Trust | 6.64% | 7.53% | 8.41% | 9.41% | 10.13% | 7.72% | 8.59% | 7.49% | 8.98% | 5.31% | 5.50% | 11.82% |
VDE Vanguard Energy ETF | 2.39% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Frequently Asked Questions
VDE and SBR have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VDE has higher volatility (5.13%) compared to SBR (3.95%). In terms of maximum drawdown, VDE dropped -74.20% vs SBR's -56.40%.
VDE currently has the higher Sharpe Ratio (1.98 vs 0.78), 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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