Summary
DBE
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return 87.17% 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: 03/09/2026

Current price: $34.55

Expense ratio: 0.75%

Assets under management
$106.4M
-0.40% 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

15.51%

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

7.70%

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

50.74%

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

87.17%

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

104.59%

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

70.40%

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.279%

Best day

7.992%

02/03/2026
Worst day

-8.062%

23/03/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $34.69 $34.87 $34.45 $34.55 53,900
02/09/2026 $34.41 $34.74 $34.27 $34.64 58,600
01/09/2026 $33.81 $34.68 $33.58 $34.64 180,700
31/08/2026 $33.00 $33.24 $32.97 $33.00 36,000
28/08/2026 $31.97 $32.29 $31.94 $32.24 34,600
27/08/2026 $31.74 $32.40 $31.64 $32.24 13,900
26/08/2026 $31.24 $32.13 $31.24 $31.70 34,900
25/08/2026 $31.97 $32.11 $31.45 $31.45 43,600
24/08/2026 $33.12 $33.12 $32.58 $32.60 16,400
21/08/2026 $33.52 $33.52 $33.29 $33.31 13,800