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DBA vs. BCD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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DBA vs. BCD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBA
Invesco DB Agriculture Fund
7.05%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-5.16%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
15.57%15.71%6.20%-7.58%18.38%31.87%4.76%7.34%-8.65%3.08%

Returns By Period

In the year-to-date period, DBA achieves a 7.05% return, which is significantly lower than BCD's 15.57% return.


DBA

1D
0.74%
1M
5.00%
YTD
7.05%
6M
5.78%
1Y
7.46%
3Y*
14.68%
5Y*
12.86%
10Y*
4.49%

BCD

1D
-0.67%
1M
4.50%
YTD
15.57%
6M
21.94%
1Y
22.76%
3Y*
11.07%
5Y*
13.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBA vs. BCD - Expense Ratio Comparison

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


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: 3232
Overall Rank
DBA Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 3535
Sortino Ratio Rank
DBA Omega Ratio Rank: 3030
Omega Ratio Rank
DBA Calmar Ratio Rank: 3737
Calmar Ratio Rank
DBA Martin Ratio Rank: 2424
Martin Ratio Rank

BCD
BCD Risk / Return Rank: 8080
Overall Rank
BCD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 8080
Sortino Ratio Rank
BCD Omega Ratio Rank: 7878
Omega Ratio Rank
BCD Calmar Ratio Rank: 8585
Calmar Ratio Rank
BCD Martin Ratio Rank: 7575
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.


DBABCDDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.51

-0.89

Sortino ratio

Return per unit of downside risk

0.97

2.02

-1.05

Omega ratio

Gain probability vs. loss probability

1.12

1.29

-0.17

Calmar ratio

Return relative to maximum drawdown

0.87

2.42

-1.55

Martin ratio

Return relative to average drawdown

1.63

7.58

-5.95

DBA vs. BCD - Sharpe Ratio Comparison

The current DBA Sharpe Ratio is 0.62, which is lower than the BCD Sharpe Ratio of 1.51. 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.


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Sharpe Ratios by Period


DBABCDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.51

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.90

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.65

-0.56

Correlation

The correlation between DBA and BCD is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DBA vs. BCD - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.34%, less than BCD's 14.89% yield.


TTM202520242023202220212020201920182017
DBA
Invesco DB Agriculture Fund
3.34%3.58%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
14.89%17.21%3.60%4.51%5.21%8.30%1.29%1.55%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 -29.81%. Use the drawdown chart below to compare losses from any high point for DBA and BCD.


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Drawdown Indicators


DBABCDDifference

Max Drawdown

Largest peak-to-trough decline

-67.97%

-29.81%

-38.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-9.75%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-23.03%

+7.09%

Max Drawdown (10Y)

Largest decline over 10 years

-41.16%

Current Drawdown

Current decline from peak

-24.64%

-2.53%

-22.11%

Average Drawdown

Average peak-to-trough decline

-41.26%

-10.01%

-31.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

3.11%

+1.15%

Volatility

DBA vs. BCD - Volatility Comparison

The current volatility for Invesco DB Agriculture Fund (DBA) is 2.55%, while abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a volatility of 5.53%. 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.


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Volatility by Period


DBABCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

5.53%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

11.60%

-5.07%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

15.15%

-3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

15.42%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.13%

13.93%

-0.80%