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BCD vs. DBA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCD vs. DBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and Invesco DB Agriculture Fund (DBA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCD achieves a 16.41% return, which is significantly higher than DBA's 7.80% return.


BCD

1D
-0.06%
1M
5.50%
6M
7.33%
YTD
16.41%
1Y
28.51%
3Y*
10.83%
5Y*
10.65%
10Y*
ALL TIME*
8.82%

DBA

1D
0.11%
1M
2.88%
6M
7.21%
YTD
7.80%
1Y
11.03%
3Y*
12.21%
5Y*
10.82%
10Y*
4.57%
ALL TIME*
1.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.39M$1.55M$2.26M
$21.27M$23.75M$33.82M

BCD vs. DBA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
16.41%15.71%6.20%-7.58%18.38%31.87%4.76%7.34%-8.65%3.83%
DBA
Invesco DB Agriculture Fund
7.80%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-4.82%

Correlation

The correlation between BCD and DBA is 0.45, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.45

Correlation (3Y)
Balances recent behavior with more history.

0.37

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.48

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2017

0.48

The correlation between BCD and DBA shifts across timeframes, from 0.37 (3 years) to 0.48 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BCD vs. DBA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCD
BCD Risk / Return Rank: 7575
Overall Rank
BCD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 8181
Sortino Ratio Rank
BCD Omega Ratio Rank: 8383
Omega Ratio Rank
BCD Calmar Ratio Rank: 6464
Calmar Ratio Rank
BCD Martin Ratio Rank: 6161
Martin Ratio Rank

DBA
DBA Risk / Return Rank: 3434
Overall Rank
DBA Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 3737
Sortino Ratio Rank
DBA Omega Ratio Rank: 3535
Omega Ratio Rank
DBA Calmar Ratio Rank: 3434
Calmar Ratio Rank
DBA Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BCD vs. DBA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and Invesco DB Agriculture Fund (DBA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BCDDBADifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.27

Omega ratioGain probability vs. loss probability

1.35

1.17

+0.19

Calmar ratioReturn relative to maximum drawdown

2.22

1.16

+1.06

Martin ratioReturn relative to average drawdown

7.25

2.40

+4.85

BCD vs. DBA - Sharpe Ratio Comparison

The current BCD Sharpe Ratio is 1.98, which is higher than the DBA Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of BCD and DBA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BCD vs. DBA - Drawdown Comparison

The maximum BCD drawdown since its inception was -29.81%, smaller than the maximum DBA drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for BCD and DBA.


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Drawdown Indicators


BCDDBADifference

Max Drawdown

Largest peak-to-trough decline

-29.81%

-67.97%

+38.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-8.67%

-4.03%

Max Drawdown (3Y)

Largest decline over 3 years

-12.70%

-12.36%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

-15.94%

-7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-35.64%

Current Drawdown

Current decline from peak

-6.83%

-24.11%

+17.28%

Average Drawdown

Average peak-to-trough decline

-9.83%

-40.97%

+31.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

4.19%

-0.31%

Volatility

BCD vs. DBA - Volatility Comparison

The current volatility for abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) is 3.93%, while Invesco DB Agriculture Fund (DBA) has a volatility of 4.72%. This indicates that BCD experiences smaller price fluctuations and is considered to be less risky than DBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCDDBADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

4.72%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

8.10%

+3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

14.22%

11.12%

+3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

13.78%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

13.05%

+0.86%

BCD vs. DBA - Expense Ratio Comparison

BCD has a 0.30% expense ratio, which is lower than DBA's 0.88% expense ratio.


Dividends

BCD vs. DBA - Dividend Comparison

BCD's dividend yield for the trailing twelve months is around 14.79%, more than DBA's 3.32% yield.


PositionTTM202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
14.79%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%
DBA
Invesco DB Agriculture Fund
3.32%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%

Frequently Asked Questions


BCD and DBA have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBA has higher volatility (4.72%) compared to BCD (3.93%). In terms of maximum drawdown, BCD dropped -29.81% vs DBA's -67.97%.

On 5-year performance, DBA leads with 10.82% vs 10.65% for BCD. On fees, BCD is cheaper at 0.30% per year. On volatility, BCD has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBA has performed better with a 10.82% return vs 10.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BCD is cheaper with a 0.30% expense ratio, compared with 0.88% for DBA.

BCD has the higher dividend yield at 14.79%, compared with 3.32% for DBA.

BCD is categorized as Commodities, while DBA is Agricultural Commodities. BCD tracks Bloomberg Commodity Index 3 Month Forward Total Return, while DBA tracks DBIQ Diversified Agriculture Index Excess Return. They also come from different issuers: Aberdeen and Invesco. Their fees differ too: 0.30% for BCD and 0.88% for DBA.

BCD currently has the higher Sharpe Ratio (1.98 vs 0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BCD and DBA

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