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Invesco DB Agriculture Fund (DBA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73936B4086

CUSIP

46140H106

Issuer

Invesco

Inception Date

Jan 5, 2007

Leveraged

1x

Index Tracked

DBIQ Diversified Agriculture Index TR

Asset Class

Commodity

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DBA vs. DBC DBA vs. MOO DBA vs. BCD DBA vs. UUP DBA vs. LAND DBA vs. FALN DBA vs. FTGC DBA vs. DBB DBA vs. SPY DBA vs. SCHD
Popular comparisons:
DBA vs. DBC DBA vs. MOO DBA vs. BCD DBA vs. UUP DBA vs. LAND DBA vs. FALN DBA vs. FTGC DBA vs. DBB DBA vs. SPY DBA vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco DB Agriculture Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.82%
12.93%
DBA (Invesco DB Agriculture Fund)
Benchmark (^GSPC)

Returns By Period

Invesco DB Agriculture Fund had a return of 26.86% year-to-date (YTD) and 24.66% in the last 12 months. Over the past 10 years, Invesco DB Agriculture Fund had an annualized return of 1.05%, while the S&P 500 had an annualized return of 11.16%, indicating that Invesco DB Agriculture Fund did not perform as well as the benchmark.


DBA

YTD

26.86%

1M

4.16%

6M

6.82%

1Y

24.66%

5Y (annualized)

11.90%

10Y (annualized)

1.05%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of DBA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.29%2.54%11.63%-0.48%1.99%-5.29%-0.25%4.80%4.86%-2.26%26.86%
20230.40%-0.20%1.19%2.54%-2.34%2.98%4.08%-0.87%-1.52%2.80%1.23%-2.65%7.64%
20222.23%3.67%4.54%0.87%-0.36%-7.32%-0.93%2.18%-2.96%-0.95%1.11%0.99%2.53%
20211.55%5.55%-2.08%8.62%1.03%0.22%0.11%2.57%-0.05%0.89%0.36%2.01%22.37%
2020-5.49%-2.56%-7.74%-2.70%-0.22%-1.13%5.00%3.95%-0.00%-1.29%6.94%3.73%-2.54%
2019-0.12%-2.84%0.18%-2.49%3.49%-0.30%-3.80%-6.02%5.87%0.50%1.32%4.15%-0.71%
20180.37%1.81%-1.88%2.34%-0.21%-6.14%-2.77%-2.68%-0.88%2.96%-0.69%-0.98%-8.74%
20172.15%-0.98%-2.08%-0.20%1.22%-0.65%0.40%-6.47%1.82%2.42%-1.85%-1.68%-6.06%
2016-3.01%-0.10%3.15%2.33%1.09%3.57%-6.71%-1.75%-1.24%2.70%-2.83%0.15%-3.11%
2015-7.03%-0.30%-4.03%0.68%-2.06%6.96%-8.09%-2.70%0.00%1.92%-3.62%0.49%-17.20%
20141.65%11.03%3.51%3.32%-5.33%-0.90%-2.37%-1.31%-3.44%0.43%-0.47%-2.55%2.64%
2013-0.14%-5.41%-1.89%1.24%-2.78%-2.31%-1.08%1.83%0.84%-0.95%-0.84%-2.38%-13.24%

Expense Ratio

DBA has a high expense ratio of 0.94%, indicating higher-than-average management fees.


Expense ratio chart for DBA: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DBA is 38, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of DBA is 3838
Combined Rank
The Sharpe Ratio Rank of DBA is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of DBA is 4343
Sortino Ratio Rank
The Omega Ratio Rank of DBA is 4444
Omega Ratio Rank
The Calmar Ratio Rank of DBA is 2424
Calmar Ratio Rank
The Martin Ratio Rank of DBA is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DBA, currently valued at 1.32, compared to the broader market0.002.004.001.322.54
The chart of Sortino ratio for DBA, currently valued at 1.83, compared to the broader market-2.000.002.004.006.008.0010.0012.001.833.40
The chart of Omega ratio for DBA, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.47
The chart of Calmar ratio for DBA, currently valued at 0.51, compared to the broader market0.005.0010.0015.000.513.66
The chart of Martin ratio for DBA, currently valued at 4.15, compared to the broader market0.0020.0040.0060.0080.00100.004.1516.26
DBA
^GSPC

The current Invesco DB Agriculture Fund Sharpe ratio is 1.32. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco DB Agriculture Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.32
2.54
DBA (Invesco DB Agriculture Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco DB Agriculture Fund provided a 3.65% dividend yield over the last twelve months, with an annual payout of $0.96 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$0.96$0.96$0.10$0.00$0.00$0.26$0.18

Dividend yield

3.65%4.63%0.48%0.00%0.00%1.55%1.06%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco DB Agriculture Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.96$0.96
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2018$0.18$0.18

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-32.70%
-0.88%
DBA (Invesco DB Agriculture Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco DB Agriculture Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco DB Agriculture Fund was 67.97%, occurring on Jun 26, 2020. The portfolio has not yet recovered.

The current Invesco DB Agriculture Fund drawdown is 32.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.97%Feb 27, 20083106Jun 26, 2020
-10.11%Feb 23, 200754May 10, 200724Jun 14, 200778
-9.06%Jun 19, 200742Aug 16, 200724Sep 20, 200766
-8.56%Jan 18, 20083Jan 23, 20088Feb 4, 200811
-7.25%Sep 28, 20077Oct 8, 200721Nov 6, 200728

Volatility

Volatility Chart

The current Invesco DB Agriculture Fund volatility is 3.76%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.76%
3.96%
DBA (Invesco DB Agriculture Fund)
Benchmark (^GSPC)