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DBA vs. TAGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBA vs. TAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DB Agriculture Fund (DBA) and Teucrium Agricultural Fund (TAGS). 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 4.43% return, which is significantly higher than TAGS's 3.75% return. Over the past 10 years, DBA has outperformed TAGS with an annualized return of 3.67%, while TAGS has yielded a comparatively lower -1.83% annualized return.


DBA

1D
0.08%
1M
-3.30%
YTD
4.43%
6M
4.76%
1Y
4.55%
3Y*
11.76%
5Y*
11.03%
10Y*
3.67%

TAGS

1D
-0.25%
1M
-6.05%
YTD
3.75%
6M
3.20%
1Y
-4.97%
3Y*
-10.09%
5Y*
-0.79%
10Y*
-1.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBA vs. TAGS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBA
Invesco DB Agriculture Fund
4.43%-0.56%33.45%7.64%2.53%22.37%-2.54%-0.71%-8.74%-6.06%
TAGS
Teucrium Agricultural Fund
3.75%-8.76%-14.57%-6.11%16.25%27.05%8.19%-4.53%-7.10%-13.94%

Correlation

The correlation between DBA and TAGS is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.52

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

0.64

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

0.55

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2012

0.45

The correlation between DBA and TAGS shifts across timeframes, from 0.45 (all time) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DBA vs. TAGS — 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: 1515
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: 1414
Martin Ratio Rank

TAGS
TAGS Risk / Return Rank: 55
Overall Rank
TAGS Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TAGS Sortino Ratio Rank: 55
Sortino Ratio Rank
TAGS Omega Ratio Rank: 55
Omega Ratio Rank
TAGS Calmar Ratio Rank: 44
Calmar Ratio Rank
TAGS Martin Ratio Rank: 44
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. TAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DB Agriculture Fund (DBA) and Teucrium Agricultural Fund (TAGS). 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.


DBATAGSDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.08

0.95

+0.13

Calmar ratioReturn relative to maximum drawdown

0.53

-0.54

+1.06

Martin ratioReturn relative to average drawdown

1.15

-0.96

+2.11

DBA vs. TAGS - Sharpe Ratio Comparison

The current DBA Sharpe Ratio is 0.43, which is higher than the TAGS Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of DBA and TAGS, 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. TAGS - Drawdown Comparison

The maximum DBA drawdown since its inception was -67.97%, smaller than the maximum TAGS drawdown of -76.40%. Use the drawdown chart below to compare losses from any high point for DBA and TAGS.


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Drawdown Indicators


DBATAGSDifference

Max Drawdown

Largest peak-to-trough decline

-67.97%

-76.40%

+8.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-9.30%

+0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-12.36%

-32.73%

+20.37%

Max Drawdown (5Y)

Largest decline over 5 years

-15.94%

-37.60%

+21.66%

Max Drawdown (10Y)

Largest decline over 10 years

-39.12%

-44.72%

+5.60%

Current Drawdown

Current decline from peak

-26.48%

-64.50%

+38.02%

Average Drawdown

Average peak-to-trough decline

-41.06%

-57.23%

+16.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

5.99%

-2.03%

Volatility

DBA vs. TAGS - Volatility Comparison

The current volatility for Invesco DB Agriculture Fund (DBA) is 2.85%, while Teucrium Agricultural Fund (TAGS) has a volatility of 3.30%. This indicates that DBA experiences smaller price fluctuations and is considered to be less risky than TAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBATAGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

3.30%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

6.65%

10.31%

-3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

10.60%

12.70%

-2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

16.33%

-2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

18.00%

-4.94%

DBA vs. TAGS - Expense Ratio Comparison

DBA has a 0.88% expense ratio, which is higher than TAGS's 0.21% expense ratio.


Dividends

DBA vs. TAGS - Dividend Comparison

DBA's dividend yield for the trailing twelve months is around 3.42%, while TAGS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
DBA
Invesco DB Agriculture Fund
3.42%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%
TAGS
Teucrium Agricultural Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DBA and TAGS have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TAGS has higher volatility (3.30%) compared to DBA (2.85%). In terms of maximum drawdown, DBA dropped -67.97% vs TAGS's -76.40%.

On 10-year performance, DBA leads with 3.67% vs -1.83% for TAGS. On fees, TAGS is cheaper at 0.21% per year. On volatility, DBA has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBA has performed better with a 3.67% return vs -1.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TAGS is cheaper with a 0.21% expense ratio, compared with 0.88% for DBA.

DBA has the higher dividend yield at 3.42%, compared with 0.00% for TAGS.

DBA tracks DBIQ Diversified Agriculture Index Excess Return, while TAGS tracks Teucrium TAGS Index. They also come from different issuers: Invesco and Teucrium. Their fees differ too: 0.88% for DBA and 0.21% for TAGS.

DBA currently has the higher Sharpe Ratio (0.43 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 TAGS

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