PortfoliosLab logoPortfoliosLab logo
DBA vs. BCD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBA vs. BCD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, DBA achieves a 4.43% return, which is significantly lower than BCD's 12.69% return.


DBA

1D
0.08%
1M
-3.30%
YTD
4.43%
6M
4.76%
1Y
4.55%
3Y*
11.76%
5Y*
11.03%
10Y*
3.67%

BCD

1D
-0.37%
1M
-6.61%
YTD
12.69%
6M
12.67%
1Y
18.46%
3Y*
11.12%
5Y*
11.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBA vs. BCD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBA
Invesco DB Agriculture Fund
4.43%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-4.82%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
12.69%15.71%6.20%-7.58%18.38%31.87%4.76%7.34%-8.65%3.83%

Correlation

The correlation between DBA and BCD is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

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

0.48

The correlation between DBA and BCD shifts across timeframes, from 0.38 (3 years) to 0.49 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

DBA vs. BCD — Risk / Return Rank

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

DBA
DBA Risk / Return Rank: 1414
Overall Rank
DBA Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 1313
Sortino Ratio Rank
DBA Omega Ratio Rank: 1313
Omega Ratio Rank
DBA Calmar Ratio Rank: 1414
Calmar Ratio Rank
DBA Martin Ratio Rank: 1414
Martin Ratio Rank

BCD
BCD Risk / Return Rank: 3939
Overall Rank
BCD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BCD Omega Ratio Rank: 3838
Omega Ratio Rank
BCD Calmar Ratio Rank: 3939
Calmar Ratio Rank
BCD Martin Ratio Rank: 4343
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.

DBA vs. BCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.


DBABCDDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

1.08

1.24

-0.16

Calmar ratioReturn relative to maximum drawdown

0.53

1.89

-1.36

Martin ratioReturn relative to average drawdown

1.15

6.83

-5.68

DBA vs. BCD - Sharpe Ratio Comparison

The current DBA Sharpe Ratio is 0.43, which is lower than the BCD Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of DBA and BCD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

DBA vs. BCD - Drawdown Comparison

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


Loading charts...

Drawdown Indicators


DBABCDDifference

Max Drawdown

Largest peak-to-trough decline

-67.97%

-29.81%

-38.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-9.80%

+1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-10.50%

-1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-23.03%

+7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-39.12%

Current Drawdown

Current decline from peak

-26.48%

-9.80%

-16.68%

Average Drawdown

Average peak-to-trough decline

-41.06%

-9.84%

-31.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

3.00%

+0.96%

Volatility

DBA vs. BCD - Volatility Comparison

The current volatility for Invesco DB Agriculture Fund (DBA) is 2.85%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 3.18%. This indicates that DBA experiences smaller price fluctuations and is considered to be less risky than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DBABCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

3.18%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

6.65%

11.93%

-5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

10.60%

13.95%

-3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

15.37%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

13.90%

-0.84%

DBA vs. BCD - Expense Ratio Comparison

DBA has a 0.88% expense ratio, which is higher than BCD's 0.29% expense ratio.


Dividends

DBA vs. BCD - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.42%, less than BCD's 15.27% yield.


PositionTTM202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
15.27%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%
DBA
Invesco DB Agriculture Fund
3.42%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%

Frequently Asked Questions


DBA and BCD have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCD has higher volatility (3.18%) compared to DBA (2.85%). In terms of maximum drawdown, DBA dropped -67.97% vs BCD's -29.81%.

On 5-year performance, BCD leads with 11.03% vs 11.03% for DBA. On fees, BCD is cheaper at 0.29% per year. On volatility, DBA has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BCD has performed better with a 11.03% return vs 11.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BCD is cheaper with a 0.29% expense ratio, compared with 0.88% for DBA.

BCD has the higher dividend yield at 15.27%, compared with 3.42% for DBA.

DBA is categorized as Agricultural Commodities, while BCD is Commodities. They also come from different issuers: Invesco and Aberdeen. Their fees differ too: 0.88% for DBA and 0.29% for BCD.

BCD currently has the higher Sharpe Ratio (1.33 vs 0.43), 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 DBA and BCD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer