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WFIG vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WFIG vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (WFIG) 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, WFIG achieves a 0.60% return, which is significantly lower than DBE's 54.94% return. Over the past 10 years, WFIG has underperformed DBE with an annualized return of 2.43%, while DBE has yielded a comparatively higher 10.19% annualized return.


WFIG

1D
-0.20%
1M
0.65%
YTD
0.60%
6M
0.79%
1Y
5.14%
3Y*
5.24%
5Y*
0.31%
10Y*
2.43%

DBE

1D
-1.50%
1M
-15.70%
YTD
54.94%
6M
54.06%
1Y
36.16%
3Y*
17.07%
5Y*
14.87%
10Y*
10.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFIG vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFIG
WisdomTree U.S. Corporate Bond Fund
0.60%7.85%2.28%8.48%-16.25%-1.52%9.75%13.97%-2.01%7.00%
DBE
Invesco DB Energy Fund
54.94%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%5.21%

Correlation

The correlation between WFIG and DBE is -0.40, 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

-0.40

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

-0.20

Correlation (5Y)
Calculated over the trailing 5-year period

-0.13

Correlation (10Y)
Calculated over the trailing 10-year period

-0.08

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2016

-0.08

Over the past year, the inverse relationship between WFIG and DBE has strengthened: their correlation has moved from -0.08 to -0.40, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

WFIG vs. DBE — Risk / Return Rank

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

WFIG
WFIG Risk / Return Rank: 3737
Overall Rank
WFIG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
WFIG Sortino Ratio Rank: 3737
Sortino Ratio Rank
WFIG Omega Ratio Rank: 3333
Omega Ratio Rank
WFIG Calmar Ratio Rank: 4040
Calmar Ratio Rank
WFIG Martin Ratio Rank: 3939
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 3232
Overall Rank
DBE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 3030
Sortino Ratio Rank
DBE Omega Ratio Rank: 3030
Omega Ratio Rank
DBE Calmar Ratio Rank: 3636
Calmar Ratio Rank
DBE Martin Ratio Rank: 3838
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.

WFIG vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (WFIG) 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.

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.


WFIGDBEDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratioReturn relative to maximum drawdown

1.92

1.75

+0.17

Martin ratioReturn relative to average drawdown

5.88

5.77

+0.11

WFIG vs. DBE - Sharpe Ratio Comparison

The current WFIG Sharpe Ratio is 1.25, which is comparable to the DBE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of WFIG 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.


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Drawdowns

WFIG vs. DBE - Drawdown Comparison

The maximum WFIG drawdown since its inception was -22.92%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for WFIG and DBE.


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Drawdown Indicators


WFIGDBEDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-86.69%

+63.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-20.78%

+18.09%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-23.89%

+17.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-38.74%

+15.82%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

-60.84%

+37.92%

Current Drawdown

Current decline from peak

-1.19%

-41.18%

+39.99%

Average Drawdown

Average peak-to-trough decline

-5.49%

-57.24%

+51.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

8.02%

-7.14%

Volatility

WFIG vs. DBE - Volatility Comparison

The current volatility for WisdomTree U.S. Corporate Bond Fund (WFIG) is 1.10%, while Invesco DB Energy Fund (DBE) has a volatility of 9.38%. This indicates that WFIG 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


WFIGDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

9.38%

-8.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

31.50%

-28.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

35.33%

-31.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.12%

29.58%

-22.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.55%

28.37%

-20.82%

WFIG vs. DBE - Expense Ratio Comparison

WFIG has a 0.18% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

WFIG vs. DBE - Dividend Comparison

WFIG's dividend yield for the trailing twelve months is around 4.87%, more than DBE's 2.49% yield.


PositionTTM2025202420232022202120202019201820172016
DBE
Invesco DB Energy Fund
2.49%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%0.00%0.00%
WFIG
WisdomTree U.S. Corporate Bond Fund
4.87%4.82%4.67%4.19%4.25%2.50%2.61%3.00%3.27%2.88%2.35%

Frequently Asked Questions


WFIG and DBE have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (9.38%) compared to WFIG (1.10%). In terms of maximum drawdown, WFIG dropped -22.92% vs DBE's -86.69%.

On 10-year performance, DBE leads with 10.19% vs 2.43% for WFIG. On fees, WFIG is cheaper at 0.18% per year. On volatility, WFIG has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBE has performed better with a 10.19% return vs 2.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WFIG is cheaper with a 0.18% expense ratio, compared with 0.78% for DBE.

WFIG has the higher dividend yield at 4.87%, compared with 2.49% for DBE.

WFIG is categorized as Corporate Bonds, while DBE is Oil & Gas. WFIG tracks WisdomTree Fundamental Corporate Bond Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.18% for WFIG and 0.78% for DBE.

WFIG currently has the higher Sharpe Ratio (1.25 vs 1.03), 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

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