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DBA vs. FTAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBA vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Agriculture Fund (DBA) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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DBA vs. FTAG - 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%-6.06%
FTAG
First Trust Indxx Global Agriculture ETF
12.56%14.82%-6.72%-7.28%-4.52%17.31%13.88%9.05%-19.46%24.88%

Returns By Period

In the year-to-date period, DBA achieves a 7.05% return, which is significantly lower than FTAG's 12.56% return. Over the past 10 years, DBA has underperformed FTAG with an annualized return of 4.49%, while FTAG has yielded a comparatively higher 5.78% annualized 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%

FTAG

1D
1.73%
1M
-2.03%
YTD
12.56%
6M
14.76%
1Y
24.13%
3Y*
3.13%
5Y*
1.67%
10Y*
5.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBA vs. FTAG - Expense Ratio Comparison

DBA has a 0.94% expense ratio, which is higher than FTAG's 0.70% expense ratio.


Return for Risk

DBA vs. FTAG — 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

FTAG
FTAG Risk / Return Rank: 7575
Overall Rank
FTAG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTAG Omega Ratio Rank: 7373
Omega Ratio Rank
FTAG Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTAG Martin Ratio Rank: 6666
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. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


DBAFTAGDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.39

-0.77

Sortino ratio

Return per unit of downside risk

0.97

2.02

-1.06

Omega ratio

Gain probability vs. loss probability

1.12

1.27

-0.16

Calmar ratio

Return relative to maximum drawdown

0.87

2.15

-1.28

Martin ratio

Return relative to average drawdown

1.63

6.59

-4.96

DBA vs. FTAG - Sharpe Ratio Comparison

The current DBA Sharpe Ratio is 0.62, which is lower than the FTAG Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of DBA and FTAG, 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


DBAFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.39

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.10

+0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.29

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

-0.33

+0.42

Correlation

The correlation between DBA and FTAG is 0.25, 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.


Dividends

DBA vs. FTAG - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.34%, more than FTAG's 1.35% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
FTAG
First Trust Indxx Global Agriculture ETF
1.35%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%

Drawdowns

DBA vs. FTAG - Drawdown Comparison

The maximum DBA drawdown since its inception was -67.97%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for DBA and FTAG.


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Drawdown Indicators


DBAFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-67.97%

-90.89%

+22.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-11.26%

+3.27%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-32.77%

+16.83%

Max Drawdown (10Y)

Largest decline over 10 years

-41.16%

-50.79%

+9.63%

Current Drawdown

Current decline from peak

-24.64%

-78.23%

+53.59%

Average Drawdown

Average peak-to-trough decline

-41.26%

-71.17%

+29.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

3.67%

+0.59%

Volatility

DBA vs. FTAG - Volatility Comparison

The current volatility for Invesco DB Agriculture Fund (DBA) is 2.55%, while First Trust Indxx Global Agriculture ETF (FTAG) has a volatility of 5.76%. This indicates that DBA experiences smaller price fluctuations and is considered to be less risky than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBAFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

5.76%

-3.21%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

10.75%

-4.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

17.49%

-5.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

17.38%

-3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.13%

19.93%

-6.80%