XIDV vs. DBO

Last updated Jun 6, 2026

XIDV (Franklin International Dividend Booster Index ETF) and DBO (Invesco DB Oil Fund) are both exchange-traded funds - XIDV is a Foreign Large Cap Equities fund tracking the VettaFi New Frontier International Dividend Select Index, while DBO is a Oil & Gas fund tracking the DBIQ Optimum Yield Crude Oil Index Excess Return. Both are passively managed. Over the past year, XIDV returned 27.41% vs 72.26% for DBO. At a correlation of -0.13, they often move in opposite directions. XIDV charges 0.19%/yr vs 0.78%/yr for DBO.

Performance

XIDV vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Dividend Booster Index ETF (XIDV) and Invesco DB Oil Fund (DBO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XIDV achieves a 10.22% return, which is significantly lower than DBO's 76.15% return.

XIDV

• 1D: -1.39%
• 1M: -1.87%
• YTD: 10.22%
• 6M: 13.84%
• 1Y: 27.41%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DBO

• 1D: -2.05%
• 1M: 1.22%
• YTD: 76.15%
• 6M: 69.63%
• 1Y: 72.26%
• 3Y*: 20.11%
• 5Y*: 14.88%
• 10Y*: 10.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XIDV vs. DBO - Yearly Performance Comparison

	2026 (YTD)	2025
XIDV Franklin International Dividend Booster Index ETF	10.22%	40.30%
DBO Invesco DB Oil Fund	76.15%	-15.26%

Correlation

The correlation between XIDV and DBO is -0.25, 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	-0.25
Correlation (All Time) Calculated using the full available price history since Jan 24, 2025	-0.13

The correlation between XIDV and DBO shifts across timeframes, from -0.25 (1 year) to -0.13 (all time), reflecting how their relationship changes across market environments.

XIDV vs. DBO - Sectors Allocation Comparison

Sectors	XIDV	DBO
Financial Services	30.9%	116.0%
Energy	12.1%	-
Consumer Cyclical	9.1%	-
Consumer Defensive	9.0%	-
Industrials	8.4%	-
Basic Materials	8.2%	-
Utilities	7.8%	-
Communication Services	5.7%	-
Healthcare	5.4%	-
Real Estate	2.4%	-
Technology	0.9%	-

Return for Risk

XIDV vs. DBO — Risk / Return Rank

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

XIDV

XIDV Risk / Return Rank: 72
XIDV Sharpe Ratio Rank: 74
XIDV Sortino Ratio Rank: 72
XIDV Omega Ratio Rank: 73
XIDV Calmar Ratio Rank: 71
XIDV Martin Ratio Rank: 69

DBO

DBO Risk / Return Rank: 62
DBO Sharpe Ratio Rank: 66
DBO Sortino Ratio Rank: 60
DBO Omega Ratio Rank: 57
DBO Calmar Ratio Rank: 80
DBO Martin Ratio Rank: 50

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.

XIDV vs. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Dividend Booster Index ETF (XIDV) 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.

	XIDV	DBO	Difference
Sharpe ratio: Return per unit of total volatility	2.23	2.10	+0.13
Sortino ratio: Return per unit of downside risk	3.02	2.71	+0.31
Omega ratio: Gain probability vs. loss probability	1.40	1.34	+0.06
Calmar ratio: Return relative to maximum drawdown	3.34	3.99	-0.66
Martin ratio: Return relative to average drawdown	12.07	8.09	+3.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XIDV vs. DBO - Sharpe Ratio Comparison

The current XIDV Sharpe Ratio is 2.23, which is comparable to the DBO Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of XIDV 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.

Sharpe Ratios by Period

	XIDV	DBO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	2.10	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.46	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.55	0.01	+2.54

Drawdowns

XIDV vs. DBO - Drawdown Comparison

The maximum XIDV drawdown since its inception was -12.15%, smaller than the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for XIDV and DBO.

Drawdown Indicators

	XIDV	DBO	Difference
Max Drawdown Largest peak-to-trough decline	-12.15%	-90.18%	+78.03%
Max Drawdown (1Y) Largest decline over 1 year	-8.25%	-18.19%	+9.94%
Max Drawdown (3Y) Largest decline over 3 years	—	-28.20%	—
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	-2.78%	-53.65%	+50.87%
Average Drawdown Average peak-to-trough decline	-1.42%	-62.25%	+60.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	8.96%	-6.68%

Volatility

XIDV vs. DBO - Volatility Comparison

The current volatility for Franklin International Dividend Booster Index ETF (XIDV) is 3.64%, while Invesco DB Oil Fund (DBO) has a volatility of 11.00%. This indicates that XIDV 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.

Volatility by Period

	XIDV	DBO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	11.00%	-7.36%
Volatility (6M) Calculated over the trailing 6-month period	10.00%	28.43%	-18.43%
Volatility (1Y) Calculated over the trailing 1-year period	12.33%	34.63%	-22.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.80%	32.31%	-17.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.80%	31.79%	-16.99%

XIDV vs. DBO - Expense Ratio Comparison

XIDV has a 0.19% expense ratio, which is lower than DBO's 0.78% expense ratio.

Dividends

XIDV vs. DBO - Dividend Comparison

XIDV's dividend yield for the trailing twelve months is around 4.32%, more than DBO's 1.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DBO Invesco DB Oil Fund	1.99%	3.51%	4.68%	4.59%	0.66%	0.00%	0.00%	1.63%	1.58%
XIDV Franklin International Dividend Booster Index ETF	4.32%	4.63%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XIDV and DBO in my portfolio?

XIDV and DBO have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XIDV or DBO?

DBO has higher volatility (11.00%) compared to XIDV (3.64%). In terms of maximum drawdown, XIDV dropped -12.15% vs DBO's -90.18%.

Which ETF is better, XIDV or DBO?

On 1-year performance, DBO leads with 72.26% vs 27.41% for XIDV. On fees, XIDV is cheaper at 0.19% per year. On volatility, XIDV has been the lower-risk option at 3.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XIDV or DBO?

Over the 1-year period, DBO has performed better with a 72.26% return vs 27.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XIDV or DBO?

XIDV is cheaper with a 0.19% expense ratio, compared with 0.78% for DBO.

Which ETF pays a higher dividend yield, XIDV or DBO?

XIDV has the higher dividend yield at 4.32%, compared with 1.99% for DBO.

What is the main difference between XIDV and DBO?

XIDV is categorized as Foreign Large Cap Equities, while DBO is Oil & Gas. XIDV tracks VettaFi New Frontier International Dividend Select Index, while DBO tracks DBIQ Optimum Yield Crude Oil Index Excess Return. They also come from different issuers: Franklin Templeton and Invesco. Their fees differ too: 0.19% for XIDV and 0.78% for DBO.

Which has better risk-adjusted returns?

XIDV currently has the higher Sharpe Ratio (2.23 vs 2.10), 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.