Summary
DBE
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 82.29% 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: 02/06/2026

Current price: $31.35

Expense ratio: 0.75%

Assets under management
$107.4M
1.29% 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

-7.60%

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

41.47%

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

72.63%

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

82.29%

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

77.29%

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

83.73%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.264%

Best day

7.992%

02/03/2026
Worst day

-8.062%

23/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $30.95 $31.35 $30.95 $31.35 23,000
01/06/2026 $31.16 $31.75 $30.77 $31.10 110,200
29/05/2026 $29.92 $30.22 $29.64 $30.07 45,600
28/05/2026 $30.61 $30.70 $29.92 $30.44 47,700
27/05/2026 $30.16 $30.51 $29.90 $30.14 71,500
26/05/2026 $31.23 $31.50 $30.95 $31.00 31,800
22/05/2026 $32.22 $32.61 $31.76 $32.10 114,300
21/05/2026 $33.48 $33.63 $31.81 $32.38 98,100
20/05/2026 $33.67 $33.72 $32.10 $32.51 92,000
19/05/2026 $34.13 $34.25 $33.80 $34.16 42,600