CANE vs. DBA
Compare and contrast key facts about Teucrium Sugar Fund (CANE) and Invesco DB Agriculture Fund (DBA).
CANE and DBA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CANE is a passively managed fund by Teucrium that tracks the performance of the Teucrium Sugar Fund Benchmark. It was launched on Sep 19, 2011. DBA is a passively managed fund by Invesco that tracks the performance of the DBIQ Diversified Agriculture Index TR. It was launched on Jan 5, 2007. Both CANE and DBA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CANE or DBA.
Correlation
The correlation between CANE and DBA is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CANE vs. DBA - Performance Comparison
Key characteristics
CANE:
-0.07
DBA:
0.58
CANE:
0.06
DBA:
0.90
CANE:
1.01
DBA:
1.11
CANE:
-0.03
DBA:
0.25
CANE:
-0.16
DBA:
1.65
CANE:
9.12%
DBA:
6.18%
CANE:
21.66%
DBA:
17.58%
CANE:
-81.30%
DBA:
-67.97%
CANE:
-54.96%
DBA:
-26.84%
Returns By Period
In the year-to-date period, CANE achieves a 3.67% return, which is significantly higher than DBA's 3.35% return. Over the past 10 years, CANE has underperformed DBA with an annualized return of 1.53%, while DBA has yielded a comparatively higher 3.27% annualized return.
CANE
3.67%
-3.74%
-7.28%
0.77%
19.29%
1.53%
DBA
3.35%
3.97%
15.15%
9.84%
17.90%
3.27%
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CANE vs. DBA - Expense Ratio Comparison
CANE has a 1.88% expense ratio, which is higher than DBA's 0.94% expense ratio.
Risk-Adjusted Performance
CANE vs. DBA — Risk-Adjusted Performance Rank
CANE
DBA
CANE vs. DBA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Sugar Fund (CANE) 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.
Dividends
CANE vs. DBA - Dividend Comparison
CANE has not paid dividends to shareholders, while DBA's dividend yield for the trailing twelve months is around 3.94%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
CANE Teucrium Sugar Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBA Invesco DB Agriculture Fund | 3.94% | 4.08% | 4.63% | 0.48% | 0.00% | 0.00% | 1.55% | 1.06% |
Drawdowns
CANE vs. DBA - Drawdown Comparison
The maximum CANE drawdown since its inception was -81.30%, which is greater than DBA's maximum drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for CANE and DBA. For additional features, visit the drawdowns tool.
Volatility
CANE vs. DBA - Volatility Comparison
The current volatility for Teucrium Sugar Fund (CANE) is 5.94%, while Invesco DB Agriculture Fund (DBA) has a volatility of 6.78%. This indicates that CANE 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.