Snapshot*
Top 10 Holdings
What is DBE?
The Invesco DB Energy Fund seeks to track changes, whether positive or negative, in the level of the DBIQ Optimum Yield Energy Index Excess Return, (DBIQ Opt Yield Energy Index ER) plus the interest income from the Funds holdings of primarily US Treasury securities and money market income less the Funds expenses. The Fund is designed for investors who want a cost-effective and convenient way to invest in commodity futures. The Index is a rules-based index composed of futures contracts on some of the most heavily traded energy commodities in the world light sweet crude oil (WTI), heating oil, Brent crude oil, RBOB gasoline and natural gas. You cannot invest directly in the Index. The Fund and the Index are rebalanced and reconstituted annually in November.
DBEPerformance Measures**
for the time period Jan 5, 2007 to Dec 4, 2025
1M Trailing Return: -0.2%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: 1.1%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -86.7%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 27.7%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.13
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: -0.00
The annualized return divided by the max drawdown for the selected time period.
ETFs related toDBE
ETFs correlated to DBE include GSG, COMT, UCO
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toDBE
Michael B Meets Dalio w/ Pop Bots 2.1.0
Category
Multi-asset, trend-following, momentum, risk-managed, sector rotation, commodities, bonds, leveraged ETFs, volatility hedge
OOS Cumulative Return
123.99%
Simon | KMLM switcher | Simon Shorts Ed. + MbM | (single pops)| BT 4/13/22
Category
Trend-following, RSI momentum, volatility hedging, leveraged ETFs, inverse ETFs, managed futures (KMLM), bonds/cash, tech/semis/small-cap/biotech, risk-on/off
OOS Cumulative Return
94.76%
Create your own algorithmic trading strategy with DBE using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.