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XPH vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XPH vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Pharmaceuticals ETF (XPH) 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, XPH achieves a 20.41% return, which is significantly lower than DBE's 68.39% return. Over the past 10 years, XPH has underperformed DBE with an annualized return of 5.30%, while DBE has yielded a comparatively higher 11.45% annualized return.


XPH

1D
-0.97%
1M
11.87%
6M
20.37%
YTD
20.41%
1Y
60.23%
3Y*
19.29%
5Y*
7.76%
10Y*
5.30%

DBE

1D
-1.09%
1M
6.25%
6M
65.69%
YTD
68.39%
1Y
57.64%
3Y*
17.96%
5Y*
17.10%
10Y*
11.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPH vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XPH
SPDR S&P Pharmaceuticals ETF
20.41%31.60%4.94%2.97%-9.83%-10.54%14.68%25.61%-15.32%12.05%
DBE
Invesco DB Energy Fund
68.39%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%5.21%

Correlation

The correlation between XPH and DBE is -0.27, 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

-0.27

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

-0.11

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

0.01

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2007

0.16

The correlation between XPH and DBE shifts across timeframes, from -0.27 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XPH vs. DBE — Risk / Return Rank

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

XPH
XPH Risk / Return Rank: 9292
Overall Rank
XPH Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XPH Sortino Ratio Rank: 9292
Sortino Ratio Rank
XPH Omega Ratio Rank: 8888
Omega Ratio Rank
XPH Calmar Ratio Rank: 9393
Calmar Ratio Rank
XPH Martin Ratio Rank: 9292
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 5757
Overall Rank
DBE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 5757
Sortino Ratio Rank
DBE Omega Ratio Rank: 5555
Omega Ratio Rank
DBE Calmar Ratio Rank: 5858
Calmar Ratio Rank
DBE Martin Ratio Rank: 5252
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.

XPH vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Pharmaceuticals ETF (XPH) 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.


XPHDBEDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.43

1.28

+0.16

Calmar ratioReturn relative to maximum drawdown

5.06

2.34

+2.71

Martin ratioReturn relative to average drawdown

17.97

7.00

+10.97

XPH vs. DBE - Sharpe Ratio Comparison

The current XPH Sharpe Ratio is 2.71, which is higher than the DBE Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of XPH 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

XPH vs. DBE - Drawdown Comparison

The maximum XPH drawdown since its inception was -48.03%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for XPH and DBE.


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Drawdown Indicators


XPHDBEDifference

Max Drawdown

Largest peak-to-trough decline

-48.03%

-86.69%

+38.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-24.72%

+12.75%

Max Drawdown (3Y)

Largest decline over 3 years

-23.57%

-24.72%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-31.63%

-38.74%

+7.11%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-60.84%

+24.87%

Current Drawdown

Current decline from peak

-3.93%

-36.07%

+32.14%

Average Drawdown

Average peak-to-trough decline

-17.16%

-57.19%

+40.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

8.26%

-4.90%

Volatility

XPH vs. DBE - Volatility Comparison

The current volatility for SPDR S&P Pharmaceuticals ETF (XPH) is 7.19%, while Invesco DB Energy Fund (DBE) has a volatility of 11.68%. This indicates that XPH 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


XPHDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

11.68%

-4.49%

Volatility (6M)

Calculated over the trailing 6-month period

17.41%

32.70%

-15.29%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

35.99%

-13.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

29.88%

-8.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

28.39%

-6.29%

XPH vs. DBE - Expense Ratio Comparison

XPH has a 0.35% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

XPH vs. DBE - Dividend Comparison

XPH's dividend yield for the trailing twelve months is around 0.50%, less than DBE's 2.29% yield.


PositionTTM20252024202320222021202020192018201720162015
DBE
Invesco DB Energy Fund
2.29%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%0.00%0.00%0.00%
XPH
SPDR S&P Pharmaceuticals ETF
0.50%0.83%1.58%1.28%1.64%0.95%0.47%0.64%0.65%0.67%0.63%7.15%

Frequently Asked Questions


XPH and DBE have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (11.68%) compared to XPH (7.19%). In terms of maximum drawdown, XPH dropped -48.03% vs DBE's -86.69%.

On 10-year performance, DBE leads with 11.45% vs 5.30% for XPH. On fees, XPH is cheaper at 0.35% per year. On volatility, XPH has been the lower-risk option at 7.19%. 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 11.45% return vs 5.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XPH is cheaper with a 0.35% expense ratio, compared with 0.78% for DBE.

DBE has the higher dividend yield at 2.29%, compared with 0.50% for XPH.

XPH is categorized as Health & Biotech Equities, while DBE is Oil & Gas. XPH tracks S&P Pharmaceuticals Select Industry Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.35% for XPH and 0.78% for DBE.

XPH currently has the higher Sharpe Ratio (2.71 vs 1.61), 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

Find the right allocation for XPH and DBE

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