WFIG vs. DBE
WFIG (WisdomTree U.S. Corporate Bond Fund) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - WFIG is a Corporate Bonds fund tracking the WisdomTree Fundamental Corporate Bond Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past 10 years, WFIG returned 2.43%/yr vs 10.19%/yr for DBE. At a correlation of -0.08, they often move in opposite directions. WFIG charges 0.18%/yr vs 0.78%/yr for DBE.
Performance
WFIG vs. DBE - Performance Comparison
Loading charts...
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%
WFIG vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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
WFIG vs. DBE — Risk / Return Rank
WFIG
DBE
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.
| WFIG | DBE | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| WFIG | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.19% | -41.18% | +39.99% |
Average DrawdownAverage peak-to-trough decline | -5.49% | -57.24% | +51.75% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| WFIG | DBE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for WFIG 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