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DBA vs. LND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBA vs. LND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Agriculture Fund (DBA) and BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND). 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 higher than LND's 4.47% return. Over the past 10 years, DBA has underperformed LND with an annualized return of 3.54%, while LND has yielded a comparatively higher 8.21% 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%

LND

1D
-2.60%
1M
-2.35%
YTD
4.47%
6M
0.00%
1Y
0.94%
3Y*
0.32%
5Y*
-2.63%
10Y*
8.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBA vs. LND - 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%
LND
BrasilAgro - Companhia Brasileira de Propriedades Agrícolas
4.47%3.05%-27.24%4.20%23.23%17.11%8.24%25.19%20.93%9.47%

Correlation

The correlation between DBA and LND is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.10

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

0.19

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

0.17

Correlation (All Time)
Calculated using the full available price history since May 16, 2012

0.14

The correlation between DBA and LND shifts across timeframes, from 0.06 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DBA vs. LND — 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

LND
LND Risk / Return Rank: 3939
Overall Rank
LND Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LND Sortino Ratio Rank: 3535
Sortino Ratio Rank
LND Omega Ratio Rank: 3434
Omega Ratio Rank
LND Calmar Ratio Rank: 4141
Calmar Ratio Rank
LND Martin Ratio Rank: 4141
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. LND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND). 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.


DBALNDDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.07

1.03

+0.05

Calmar ratioReturn relative to maximum drawdown

0.53

0.06

+0.47

Martin ratioReturn relative to average drawdown

1.04

0.14

+0.90

DBA vs. LND - Sharpe Ratio Comparison

The current DBA Sharpe Ratio is 0.39, which is higher than the LND Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of DBA and LND, 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


DBALNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.04

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.07

+0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.20

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.13

-0.05

Drawdowns

DBA vs. LND - Drawdown Comparison

The maximum DBA drawdown since its inception was -67.97%, which is greater than LND's maximum drawdown of -53.59%. Use the drawdown chart below to compare losses from any high point for DBA and LND.


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Drawdown Indicators


DBALNDDifference

Max Drawdown

Largest peak-to-trough decline

-67.97%

-53.59%

-14.38%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-14.87%

+6.88%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-32.28%

+19.92%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-46.76%

+30.82%

Max Drawdown (10Y)

Largest decline over 10 years

-41.16%

-48.59%

+7.43%

Current Drawdown

Current decline from peak

-25.90%

-34.64%

+8.74%

Average Drawdown

Average peak-to-trough decline

-41.11%

-21.73%

-19.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

6.66%

-2.59%

Volatility

DBA vs. LND - Volatility Comparison

The current volatility for Invesco DB Agriculture Fund (DBA) is 4.17%, while BrasilAgro - Companhia Brasileira de Propriedades Agrícolas (LND) has a volatility of 7.44%. This indicates that DBA experiences smaller price fluctuations and is considered to be less risky than LND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBALNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

7.44%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

6.46%

19.74%

-13.28%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

26.21%

-15.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

36.89%

-22.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.09%

40.78%

-27.69%

Dividends

DBA vs. LND - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.40%, less than LND's 3.78% yield.


PositionTTM20252024202320222021202020192018201720162015
DBA
Invesco DB Agriculture Fund
3.40%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%0.00%0.00%
LND
BrasilAgro - Companhia Brasileira de Propriedades Agrícolas
3.78%3.95%7.44%12.40%18.07%8.86%2.54%4.67%4.75%1.93%4.78%11.78%

Frequently Asked Questions


DBA and LND have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LND has higher volatility (7.44%) compared to DBA (4.17%). In terms of maximum drawdown, DBA dropped -67.97% vs LND's -53.59%.

DBA currently has the higher Sharpe Ratio (0.39 vs 0.04), 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.

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