XJH vs. DBE
XJH (iShares ESG Screened S&P Mid-Cap ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - XJH is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Sustainability Screened Index, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. Both are passively managed. Over the past 5 years, XJH returned 7.22%/yr vs 18.57%/yr for DBE. At a 0.11 correlation, their price movements are largely independent. XJH charges 0.12%/yr vs 0.78%/yr for DBE.
Performance
XJH vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, XJH achieves a 11.87% return, which is significantly lower than DBE's 75.49% return.
XJH
- 1D
- -2.05%
- 1M
- -0.88%
- YTD
- 11.87%
- 6M
- 11.82%
- 1Y
- 24.57%
- 3Y*
- 14.70%
- 5Y*
- 7.22%
- 10Y*
- —
DBE
- 1D
- -1.98%
- 1M
- -1.03%
- YTD
- 75.49%
- 6M
- 64.58%
- 1Y
- 76.30%
- 3Y*
- 21.68%
- 5Y*
- 18.57%
- 10Y*
- 11.19%
XJH vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XJH iShares ESG Screened S&P Mid-Cap ETF | 11.87% | 8.12% | 12.27% | 16.74% | -14.36% | 23.43% | 29.59% |
DBE Invesco DB Energy Fund | 75.49% | -2.17% | 2.96% | -12.14% | 33.77% | 57.56% | 13.15% |
Correlation
The correlation between XJH and DBE is -0.31, 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 | -0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2020 | 0.11 |
The correlation between XJH and DBE shifts across timeframes, from -0.31 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XJH vs. DBE — Risk / Return Rank
XJH
DBE
XJH vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P Mid-Cap ETF (XJH) 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.
| XJH | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 5.32 | -2.75 |
| Martin ratioReturn relative to average drawdown | 9.44 | 10.35 | -0.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XJH | DBE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 2.18 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.63 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.09 | +0.65 |
Drawdowns
XJH vs. DBE - Drawdown Comparison
The maximum XJH drawdown since its inception was -25.07%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for XJH and DBE.
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Drawdown Indicators
| XJH | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.07% | -86.69% | +61.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -14.41% | +4.80% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -23.89% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -38.74% | +13.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.84% | — |
Current DrawdownCurrent decline from peak | -2.05% | -33.38% | +31.33% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -57.30% | +50.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 7.39% | -4.78% |
Volatility
XJH vs. DBE - Volatility Comparison
The current volatility for iShares ESG Screened S&P Mid-Cap ETF (XJH) is 4.49%, while Invesco DB Energy Fund (DBE) has a volatility of 11.07%. This indicates that XJH 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
| XJH | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 11.07% | -6.58% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 31.06% | -18.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.39% | 35.12% | -18.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 29.41% | -9.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 28.34% | -8.45% |
XJH vs. DBE - Expense Ratio Comparison
XJH has a 0.12% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
XJH vs. DBE - Dividend Comparison
XJH's dividend yield for the trailing twelve months is around 1.12%, less than DBE's 2.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.20% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
XJH iShares ESG Screened S&P Mid-Cap ETF | 1.12% | 1.24% | 1.24% | 1.38% | 1.45% | 1.04% | 0.36% | 0.00% | 0.00% |
Frequently Asked Questions
XJH and DBE have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBE has higher volatility (11.07%) compared to XJH (4.49%). In terms of maximum drawdown, XJH dropped -25.07% vs DBE's -86.69%.
On 5-year performance, DBE leads with 18.57% vs 7.22% for XJH. On fees, XJH is cheaper at 0.12% per year. On volatility, XJH has been the lower-risk option at 4.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DBE has performed better with a 18.57% return vs 7.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XJH is cheaper with a 0.12% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.20%, compared with 1.12% for XJH.
XJH is categorized as Mid Cap Blend Equities, while DBE is Oil & Gas. XJH tracks S&P MidCap 400 Sustainability Screened Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for XJH and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (2.18 vs 1.51), 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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