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DBA vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBA vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Agriculture Fund (DBA) and United States Brent Oil Fund LP (BNO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBA achieves a 5.25% return, which is significantly lower than BNO's 90.47% return. Over the past 10 years, DBA has underperformed BNO with an annualized return of 3.54%, while BNO has yielded a comparatively higher 13.60% annualized return.


DBA

1D
-0.96%
1M
-5.05%
YTD
5.25%
6M
5.49%
1Y
4.23%
3Y*
13.20%
5Y*
9.87%
10Y*
3.54%

BNO

1D
1.99%
1M
-10.29%
YTD
90.47%
6M
86.00%
1Y
91.89%
3Y*
27.93%
5Y*
24.16%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBA vs. BNO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBA
Invesco DB Agriculture Fund
5.25%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-6.06%
BNO
United States Brent Oil Fund LP
90.47%-5.44%9.67%-3.43%35.25%62.34%-38.23%36.01%-15.30%15.43%

Correlation

The correlation between DBA and BNO is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.14

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

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2010

0.25

The correlation between DBA and BNO shifts across timeframes, from 0.14 (3 years) to 0.25 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DBA vs. BNO — 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: 1414
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 1313
Sortino Ratio Rank
DBA Omega Ratio Rank: 1313
Omega Ratio Rank
DBA Calmar Ratio Rank: 1515
Calmar Ratio Rank
DBA Martin Ratio Rank: 1414
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 6565
Overall Rank
BNO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BNO Omega Ratio Rank: 6060
Omega Ratio Rank
BNO Calmar Ratio Rank: 8888
Calmar Ratio Rank
BNO Martin Ratio Rank: 5555
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. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and United States Brent Oil Fund LP (BNO). 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.


DBABNODifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-2.10

Omega ratioGain probability vs. loss probability

1.07

1.38

-0.30

Calmar ratioReturn relative to maximum drawdown

0.53

5.17

-4.64

Martin ratioReturn relative to average drawdown

1.04

9.76

-8.72

DBA vs. BNO - Sharpe Ratio Comparison

The current DBA Sharpe Ratio is 0.39, which is lower than the BNO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of DBA and BNO, 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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Sharpe Ratios by Period


DBABNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

2.23

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.69

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.37

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.14

-0.06

Drawdowns

DBA vs. BNO - Drawdown Comparison

The maximum DBA drawdown since its inception was -67.97%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for DBA and BNO.


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Drawdown Indicators


DBABNODifference

Max Drawdown

Largest peak-to-trough decline

-67.97%

-87.06%

+19.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-17.87%

+9.88%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-23.75%

+11.39%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-33.70%

+17.76%

Max Drawdown (10Y)

Largest decline over 10 years

-41.16%

-75.18%

+34.02%

Current Drawdown

Current decline from peak

-25.90%

-10.29%

-15.61%

Average Drawdown

Average peak-to-trough decline

-41.11%

-40.17%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

9.45%

-5.38%

Volatility

DBA vs. BNO - Volatility Comparison

The current volatility for Invesco DB Agriculture Fund (DBA) is 4.17%, while United States Brent Oil Fund LP (BNO) has a volatility of 14.22%. This indicates that DBA experiences smaller price fluctuations and is considered to be less risky than BNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBABNODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

14.22%

-10.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.46%

36.10%

-29.64%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

41.46%

-30.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

35.38%

-21.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.09%

36.68%

-23.59%

DBA vs. BNO - Expense Ratio Comparison

DBA has a 0.94% expense ratio, which is higher than BNO's 0.90% expense ratio.


Dividends

DBA vs. BNO - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.40%, while BNO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBA
Invesco DB Agriculture Fund
3.40%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%

Frequently Asked Questions


DBA and BNO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (14.22%) compared to DBA (4.17%). In terms of maximum drawdown, DBA dropped -67.97% vs BNO's -87.06%.

On 10-year performance, BNO leads with 13.60% vs 3.54% for DBA. On fees, BNO is cheaper at 0.90% per year. On volatility, DBA has been the lower-risk option at 4.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BNO has performed better with a 13.60% return vs 3.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BNO is cheaper with a 0.90% expense ratio, compared with 0.94% for DBA.

DBA has the higher dividend yield at 3.40%, compared with 0.00% for BNO.

DBA is categorized as Agricultural Commodities, while BNO is Oil & Gas. DBA tracks DBIQ Diversified Agriculture Index TR, while BNO tracks Front Month Brent Crude Oil. They also come from different issuers: Invesco and Concierge Technologies. Their fees differ too: 0.94% for DBA and 0.90% for BNO.

BNO currently has the higher Sharpe Ratio (2.23 vs 0.39), 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

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