Summary
DBE
Prices · period metrics · 12M
NAV as of 19/10/2026
02/04/2025 → 02/04/2026
Return 127.55% Volatility 32.14% Sharpe 1.77
Official loaded data — not a live quote.

Invesco DB Energy Fund

Symbol: DBE

Exchange: NYSE

Sector: N/A

Category: Commodities Focused

Inception date: 05/01/2007

Latest date: 19/10/2026

Current price: $39.55

Expense ratio: 0.75%

Assets under management
$120.3M
0.97% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

8.92%

Ann. 3071.33% (Sharpe / Sortino numerator)

Volatility

59.28%

Sharpe ratio

51.747

VaR 95%

-3.77%

CVaR 95%: -6.13%
Max drawdown: -8.06%
Sortino ratio: 82.014
Calmar ratio: 380.97

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

29.38%

Ann. 863.32% (Sharpe / Sortino numerator)

Volatility

46.24%

Sharpe ratio

18.590

VaR 95%

-2.94%

CVaR 95%: -5.52%
Max drawdown: -8.06%
Sortino ratio: 25.710
Calmar ratio: 107.09

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

40.00%

Ann. 190.80% (Sharpe / Sortino numerator)

Volatility

36.72%

Sharpe ratio

5.097

VaR 95%

-2.77%

CVaR 95%: -4.45%
Max drawdown: -10.34%
Sortino ratio: 7.585
Calmar ratio: 18.44

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

127.55%

Ann. 60.62% (Sharpe / Sortino numerator)

Volatility

32.14%

Sharpe ratio

1.773

VaR 95%

-2.67%

CVaR 95%: -4.43%
Max drawdown: -14.38%
Sortino ratio: 2.583
Calmar ratio: 4.21

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

130.74%

Ann. 26.02% (Sharpe / Sortino numerator)

Volatility

27.10%

Sharpe ratio

0.826

VaR 95%

-2.46%

CVaR 95%: -3.73%
Max drawdown: -17.40%
Sortino ratio: 1.211
Calmar ratio: 1.50

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

91.37%

Ann. 19.41% (Sharpe / Sortino numerator)

Volatility

25.82%

Sharpe ratio

0.611

VaR 95%

-2.48%

CVaR 95%: -3.69%
Max drawdown: -23.90%
Sortino ratio: 0.887
Calmar ratio: 0.81

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 20/10/2025 - 19/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.361%

Best day

7.992%

02/03/2026
Worst day

-8.062%

23/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
19/10/2026 $39.17 $39.97 $39.17 $39.55 48,300
16/10/2026 $38.67 $39.82 $38.67 $39.78 16,700
15/10/2026 $38.70 $39.00 $38.40 $38.73 58,300
14/10/2026 $38.95 $39.29 $38.82 $39.05 396,200
13/10/2026 $38.37 $39.04 $38.37 $39.04 15,500
12/10/2026 $38.56 $38.73 $38.41 $38.51 15,200
09/10/2026 $37.63 $38.08 $37.62 $37.77 50,700
08/10/2026 $37.98 $38.45 $37.80 $38.02 35,400
07/10/2026 $37.44 $37.56 $36.65 $36.93 22,000
06/10/2026 $35.95 $36.99 $35.95 $36.89 13,300