PortfoliosLab logo
DBA vs. BCD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBA and BCD is 0.16, 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.


-0.50.00.51.0
Correlation: 0.2

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.

40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
55.99%
70.51%
DBA
BCD

Key characteristics

Sharpe Ratio

DBA:

0.58

BCD:

0.34

Sortino Ratio

DBA:

0.90

BCD:

0.55

Omega Ratio

DBA:

1.11

BCD:

1.07

Calmar Ratio

DBA:

0.25

BCD:

0.21

Martin Ratio

DBA:

1.65

BCD:

0.84

Ulcer Index

DBA:

6.18%

BCD:

5.13%

Daily Std Dev

DBA:

17.58%

BCD:

12.81%

Max Drawdown

DBA:

-67.97%

BCD:

-29.79%

Current Drawdown

DBA:

-26.84%

BCD:

-11.17%

Returns By Period

In the year-to-date period, DBA achieves a 3.35% return, which is significantly lower than BCD's 5.08% return.


DBA

YTD

3.35%

1M

3.42%

6M

15.15%

1Y

9.30%

5Y*

17.72%

10Y*

3.34%

BCD

YTD

5.08%

1M

-2.37%

6M

4.17%

1Y

3.98%

5Y*

16.18%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


DBA vs. BCD - Expense Ratio Comparison

DBA has a 0.94% expense ratio, which is higher than BCD's 0.29% expense ratio.


Expense ratio chart for DBA: current value is 0.94%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DBA: 0.94%
Expense ratio chart for BCD: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BCD: 0.29%

Risk-Adjusted Performance

DBA vs. BCD — Risk-Adjusted Performance Rank

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

DBA
The Risk-Adjusted Performance Rank of DBA is 5454
Overall Rank
The Sharpe Ratio Rank of DBA is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of DBA is 6060
Sortino Ratio Rank
The Omega Ratio Rank of DBA is 5555
Omega Ratio Rank
The Calmar Ratio Rank of DBA is 4141
Calmar Ratio Rank
The Martin Ratio Rank of DBA is 5353
Martin Ratio Rank

BCD
The Risk-Adjusted Performance Rank of BCD is 3939
Overall Rank
The Sharpe Ratio Rank of BCD is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of BCD is 4242
Sortino Ratio Rank
The Omega Ratio Rank of BCD is 3838
Omega Ratio Rank
The Calmar Ratio Rank of BCD is 3737
Calmar Ratio Rank
The Martin Ratio Rank of BCD is 3737
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.

DBA vs. BCD - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for DBA, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.00
DBA: 0.58
BCD: 0.34
The chart of Sortino ratio for DBA, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.00
DBA: 0.90
BCD: 0.55
The chart of Omega ratio for DBA, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
DBA: 1.11
BCD: 1.07
The chart of Calmar ratio for DBA, currently valued at 0.83, compared to the broader market0.002.004.006.008.0010.0012.00
DBA: 0.83
BCD: 0.21
The chart of Martin ratio for DBA, currently valued at 1.65, compared to the broader market0.0020.0040.0060.00
DBA: 1.65
BCD: 0.84

The current DBA Sharpe Ratio is 0.58, which is higher than the BCD Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of DBA and BCD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.58
0.34
DBA
BCD

Dividends

DBA vs. BCD - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.94%, more than BCD's 3.43% yield.


TTM20242023202220212020201920182017
DBA
Invesco DB Agriculture Fund
3.94%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
3.43%3.60%4.51%5.21%8.30%1.29%1.56%1.59%0.07%

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 -29.79%. Use the drawdown chart below to compare losses from any high point for DBA and BCD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.17%
-11.17%
DBA
BCD

Volatility

DBA vs. BCD - Volatility Comparison

The current volatility for Invesco DB Agriculture Fund (DBA) is 6.78%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 7.17%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.78%
7.17%
DBA
BCD