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DBA vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBA vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Agriculture Fund (DBA) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). 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 8.82% return, which is significantly lower than PDBC's 24.08% return. Over the past 10 years, DBA has underperformed PDBC with an annualized return of 4.14%, while PDBC has yielded a comparatively higher 7.69% annualized return.


DBA

1D
0.22%
1M
5.59%
6M
7.72%
YTD
8.82%
1Y
11.65%
3Y*
13.55%
5Y*
12.19%
10Y*
4.14%

PDBC

1D
0.12%
1M
-4.64%
6M
21.24%
YTD
24.08%
1Y
27.16%
3Y*
9.96%
5Y*
10.22%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBA vs. PDBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBA
Invesco DB Agriculture Fund
8.82%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-6.06%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
24.08%5.96%2.09%-6.25%19.23%41.72%-7.84%11.44%-12.78%5.06%

Correlation

The correlation between DBA and PDBC is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.28

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

0.41

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

0.40

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2014

0.40

The correlation between DBA and PDBC shifts across timeframes, from 0.28 (3 years) to 0.41 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DBA vs. PDBC — Risk / Return Rank

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

DBA
DBA Risk / Return Rank: 3434
Overall Rank
DBA Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DBA Sortino Ratio Rank: 3838
Sortino Ratio Rank
DBA Omega Ratio Rank: 3535
Omega Ratio Rank
DBA Calmar Ratio Rank: 3333
Calmar Ratio Rank
DBA Martin Ratio Rank: 2626
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 5151
Overall Rank
PDBC Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 5454
Sortino Ratio Rank
PDBC Omega Ratio Rank: 5353
Omega Ratio Rank
PDBC Calmar Ratio Rank: 4343
Calmar Ratio Rank
PDBC Martin Ratio Rank: 4747
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. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). 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.


DBAPDBCDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.19

1.27

-0.07

Calmar ratioReturn relative to maximum drawdown

1.35

1.75

-0.40

Martin ratioReturn relative to average drawdown

2.83

6.25

-3.41

DBA vs. PDBC - Sharpe Ratio Comparison

The current DBA Sharpe Ratio is 1.08, which is lower than the PDBC Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of DBA and PDBC, 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. PDBC - Drawdown Comparison

The maximum DBA drawdown since its inception was -67.97%, which is greater than PDBC's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for DBA and PDBC.


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Drawdown Indicators


DBAPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-67.97%

-49.52%

-18.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-16.55%

+7.88%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-16.55%

+4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-27.63%

+11.69%

Max Drawdown (10Y)

Largest decline over 10 years

-37.97%

-40.73%

+2.76%

Current Drawdown

Current decline from peak

-23.39%

-13.06%

-10.33%

Average Drawdown

Average peak-to-trough decline

-41.02%

-23.11%

-17.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

4.64%

-0.52%

Volatility

DBA vs. PDBC - Volatility Comparison

The current volatility for Invesco DB Agriculture Fund (DBA) is 3.88%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 5.48%. This indicates that DBA experiences smaller price fluctuations and is considered to be less risky than PDBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBAPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

5.48%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.43%

16.59%

-9.16%

Volatility (1Y)

Calculated over the trailing 1-year period

10.83%

18.72%

-7.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

19.19%

-5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

17.75%

-4.69%

DBA vs. PDBC - Expense Ratio Comparison

DBA has a 0.88% expense ratio, which is higher than PDBC's 0.58% expense ratio.


Dividends

DBA vs. PDBC - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.29%, more than PDBC's 3.09% yield.


PositionTTM2025202420232022202120202019201820172016
DBA
Invesco DB Agriculture Fund
3.29%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%0.00%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
3.09%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%

Frequently Asked Questions


DBA and PDBC have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (5.48%) compared to DBA (3.88%). In terms of maximum drawdown, DBA dropped -67.97% vs PDBC's -49.52%.

On 10-year performance, PDBC leads with 7.69% vs 4.14% for DBA. On fees, PDBC is cheaper at 0.58% per year. On volatility, DBA has been the lower-risk option at 3.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PDBC has performed better with a 7.69% return vs 4.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PDBC is cheaper with a 0.58% expense ratio, compared with 0.88% for DBA.

DBA has the higher dividend yield at 3.29%, compared with 3.09% for PDBC.

DBA is categorized as Agricultural Commodities, while PDBC is Commodities. Their fees differ too: 0.88% for DBA and 0.58% for PDBC.

PDBC currently has the higher Sharpe Ratio (1.55 vs 1.08), 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 PDBC

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