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BSMW vs. DBA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMW vs. DBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2032 Municipal Bond ETF (BSMW) 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, BSMW achieves a 1.46% return, which is significantly lower than DBA's 4.08% return.


BSMW

1D
0.08%
1M
1.31%
YTD
1.46%
6M
1.62%
1Y
6.20%
3Y*
2.91%
5Y*
10Y*

DBA

1D
-0.15%
1M
-3.63%
YTD
4.08%
6M
3.55%
1Y
4.67%
3Y*
11.64%
5Y*
11.04%
10Y*
3.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMW vs. DBA - Yearly Performance Comparison


2026 (YTD)202520242023
BSMW
Invesco BulletShares 2032 Municipal Bond ETF
1.46%3.42%-0.35%7.00%
DBA
Invesco DB Agriculture Fund
4.08%-0.56%33.45%7.42%

Correlation

The correlation between BSMW and DBA is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2023

0.01

The correlation between BSMW and DBA shifts across timeframes, from -0.17 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BSMW vs. DBA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSMW
BSMW Risk / Return Rank: 7070
Overall Rank
BSMW Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BSMW Sortino Ratio Rank: 8585
Sortino Ratio Rank
BSMW Omega Ratio Rank: 8888
Omega Ratio Rank
BSMW Calmar Ratio Rank: 4949
Calmar Ratio Rank
BSMW Martin Ratio Rank: 4545
Martin Ratio Rank

DBA
DBA Risk / Return Rank: 1515
Overall Rank
DBA Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 1515
Sortino Ratio Rank
DBA Omega Ratio Rank: 1414
Omega Ratio Rank
DBA Calmar Ratio Rank: 1515
Calmar Ratio Rank
DBA Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSMW vs. DBA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2032 Municipal Bond ETF (BSMW) 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.


BSMWDBADifference
Sharpe ratioReturn per unit of total volatility

+1.88

Sortino ratioReturn per unit of downside risk

+2.61

Omega ratioGain probability vs. loss probability

1.48

1.08

+0.39

Calmar ratioReturn relative to maximum drawdown

2.14

0.54

+1.59

Martin ratioReturn relative to average drawdown

6.55

1.18

+5.37

BSMW vs. DBA - Sharpe Ratio Comparison

The current BSMW Sharpe Ratio is 2.33, which is higher than the DBA Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of BSMW 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

BSMW vs. DBA - Drawdown Comparison

The maximum BSMW drawdown since its inception was -7.57%, smaller than the maximum DBA drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for BSMW and DBA.


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Drawdown Indicators


BSMWDBADifference

Max Drawdown

Largest peak-to-trough decline

-7.57%

-67.97%

+60.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-8.67%

+5.75%

Max Drawdown (3Y)

Largest decline over 3 years

-7.34%

-12.36%

+5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

Max Drawdown (10Y)

Largest decline over 10 years

-39.12%

Current Drawdown

Current decline from peak

-0.82%

-26.73%

+25.91%

Average Drawdown

Average peak-to-trough decline

-1.71%

-41.06%

+39.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

3.98%

-3.03%

Volatility

BSMW vs. DBA - Volatility Comparison

The current volatility for Invesco BulletShares 2032 Municipal Bond ETF (BSMW) is 0.48%, while Invesco DB Agriculture Fund (DBA) has a volatility of 2.62%. This indicates that BSMW 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


BSMWDBADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

2.62%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.95%

6.65%

-4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

2.68%

10.58%

-7.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.96%

13.93%

-8.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.96%

13.04%

-8.08%

BSMW vs. DBA - Expense Ratio Comparison

BSMW has a 0.18% expense ratio, which is lower than DBA's 0.88% expense ratio.


Dividends

BSMW vs. DBA - Dividend Comparison

BSMW's dividend yield for the trailing twelve months is around 3.19%, less than DBA's 3.44% yield.


PositionTTM20252024202320222021202020192018
BSMW
Invesco BulletShares 2032 Municipal Bond ETF
3.19%3.24%3.48%2.36%0.00%0.00%0.00%0.00%0.00%
DBA
Invesco DB Agriculture Fund
3.44%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%

Frequently Asked Questions


BSMW and DBA have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBA has higher volatility (2.62%) compared to BSMW (0.48%). In terms of maximum drawdown, BSMW dropped -7.57% vs DBA's -67.97%.

On 3-year performance, DBA leads with 11.64% vs 2.91% for BSMW. On fees, BSMW is cheaper at 0.18% per year. On volatility, BSMW has been the lower-risk option at 0.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DBA has performed better with a 11.64% return vs 2.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSMW is cheaper with a 0.18% expense ratio, compared with 0.88% for DBA.

DBA has the higher dividend yield at 3.44%, compared with 3.19% for BSMW.

BSMW is categorized as Municipal Bonds, while DBA is Agricultural Commodities. BSMW tracks Invesco BulletShares USD Municipal Bond 2032 Index, while DBA tracks DBIQ Diversified Agriculture Index Excess Return. Their fees differ too: 0.18% for BSMW and 0.88% for DBA.

BSMW currently has the higher Sharpe Ratio (2.33 vs 0.44), 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 BSMW and DBA

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