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DBA vs. BSMW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBA vs. BSMW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Agriculture Fund (DBA) and Invesco BulletShares 2032 Municipal Bond ETF (BSMW). 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 4.23% return, which is significantly higher than BSMW's 1.38% return.


DBA

1D
-0.19%
1M
-3.48%
YTD
4.23%
6M
4.40%
1Y
4.08%
3Y*
11.69%
5Y*
11.06%
10Y*
3.65%

BSMW

1D
-0.06%
1M
1.23%
YTD
1.38%
6M
1.51%
1Y
6.18%
3Y*
2.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBA vs. BSMW - Yearly Performance Comparison


2026 (YTD)202520242023
DBA
Invesco DB Agriculture Fund
4.23%-0.56%33.45%7.42%
BSMW
Invesco BulletShares 2032 Municipal Bond ETF
1.38%3.42%-0.35%7.00%

Correlation

The correlation between DBA and BSMW is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

0.01

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2023

0.01

The correlation between DBA and BSMW shifts across timeframes, from -0.17 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBA vs. BSMW — Risk / Return Rank

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

DBA
DBA Risk / Return Rank: 1313
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: 1414
Calmar Ratio Rank
DBA Martin Ratio Rank: 1313
Martin Ratio Rank

BSMW
BSMW Risk / Return Rank: 6868
Overall Rank
BSMW Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BSMW Sortino Ratio Rank: 8282
Sortino Ratio Rank
BSMW Omega Ratio Rank: 8686
Omega Ratio Rank
BSMW Calmar Ratio Rank: 4747
Calmar Ratio Rank
BSMW 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. BSMW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and Invesco BulletShares 2032 Municipal Bond ETF (BSMW). 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.


DBABSMWDifference
Sharpe ratioReturn per unit of total volatility

-1.93

Sortino ratioReturn per unit of downside risk

-2.68

Omega ratioGain probability vs. loss probability

1.07

1.47

-0.40

Calmar ratioReturn relative to maximum drawdown

0.47

2.13

-1.66

Martin ratioReturn relative to average drawdown

1.03

6.54

-5.50

DBA vs. BSMW - Sharpe Ratio Comparison

The current DBA Sharpe Ratio is 0.39, which is lower than the BSMW Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of DBA and BSMW, 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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Drawdowns

DBA vs. BSMW - Drawdown Comparison

The maximum DBA drawdown since its inception was -67.97%, which is greater than BSMW's maximum drawdown of -7.57%. Use the drawdown chart below to compare losses from any high point for DBA and BSMW.


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Drawdown Indicators


DBABSMWDifference

Max Drawdown

Largest peak-to-trough decline

-67.97%

-7.57%

-60.40%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-2.92%

-5.75%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-7.34%

-5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

Max Drawdown (10Y)

Largest decline over 10 years

-39.12%

Current Drawdown

Current decline from peak

-26.62%

-0.90%

-25.72%

Average Drawdown

Average peak-to-trough decline

-41.06%

-1.71%

-39.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

0.95%

+3.03%

Volatility

DBA vs. BSMW - Volatility Comparison

Invesco DB Agriculture Fund (DBA) has a higher volatility of 2.62% compared to Invesco BulletShares 2032 Municipal Bond ETF (BSMW) at 0.48%. This indicates that DBA's price experiences larger fluctuations and is considered to be riskier than BSMW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBABSMWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

0.48%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

6.65%

1.95%

+4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

10.58%

2.68%

+7.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

4.96%

+8.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.05%

4.96%

+8.09%

DBA vs. BSMW - Expense Ratio Comparison

DBA has a 0.88% expense ratio, which is higher than BSMW's 0.18% expense ratio.


Dividends

DBA vs. BSMW - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.43%, more than BSMW's 3.20% yield.


PositionTTM20252024202320222021202020192018
BSMW
Invesco BulletShares 2032 Municipal Bond ETF
3.20%3.24%3.48%2.36%0.00%0.00%0.00%0.00%0.00%
DBA
Invesco DB Agriculture Fund
3.43%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%

Frequently Asked Questions


DBA and BSMW have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBA has higher volatility (2.62%) compared to BSMW (0.48%). In terms of maximum drawdown, DBA dropped -67.97% vs BSMW's -7.57%.

On 3-year performance, DBA leads with 11.69% vs 2.88% for BSMW. On fees, BSMW is cheaper at 0.18% per year. On volatility, BSMW has been the lower-risk option at 0.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DBA has performed better with a 11.69% return vs 2.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSMW is cheaper with a 0.18% expense ratio, compared with 0.88% for DBA.

DBA has the higher dividend yield at 3.43%, compared with 3.20% for BSMW.

DBA is categorized as Agricultural Commodities, while BSMW is Municipal Bonds. DBA tracks DBIQ Diversified Agriculture Index Excess Return, while BSMW tracks Invesco BulletShares USD Municipal Bond 2032 Index. Their fees differ too: 0.88% for DBA and 0.18% for BSMW.

BSMW currently has the higher Sharpe Ratio (2.32 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

Find the right allocation for DBA and BSMW

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