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FALN vs. DBA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FALN vs. DBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Fallen Angels USD Bond ETF (FALN) and Invesco DB Agriculture Fund (DBA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FALN achieves a 2.24% return, which is significantly lower than DBA's 4.43% return. Over the past 10 years, FALN has outperformed DBA with an annualized return of 6.60%, while DBA has yielded a comparatively lower 3.67% annualized return.


FALN

1D
-0.11%
1M
1.07%
YTD
2.24%
6M
2.46%
1Y
7.88%
3Y*
9.39%
5Y*
3.76%
10Y*
6.60%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FALN vs. DBA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FALN
iShares Fallen Angels USD Bond ETF
2.24%8.92%7.68%13.47%-13.79%5.40%14.85%17.42%-4.97%8.70%
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%

Correlation

The correlation between FALN and DBA is 0.01, 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

0.01

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

0.05

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

0.08

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2016

0.12

The correlation between FALN and DBA shifts across timeframes, from 0.01 (1 year) to 0.12 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

FALN vs. DBA — Risk / Return Rank

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

FALN
FALN Risk / Return Rank: 5050
Overall Rank
FALN Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FALN Sortino Ratio Rank: 5353
Sortino Ratio Rank
FALN Omega Ratio Rank: 5555
Omega Ratio Rank
FALN Calmar Ratio Rank: 4141
Calmar Ratio Rank
FALN Martin Ratio Rank: 5050
Martin Ratio Rank

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
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.

FALN vs. DBA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Fallen Angels USD Bond ETF (FALN) and Invesco DB Agriculture Fund (DBA). 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.


FALNDBADifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.82

Omega ratioGain probability vs. loss probability

1.33

1.08

+0.25

Calmar ratioReturn relative to maximum drawdown

2.00

0.53

+1.47

Martin ratioReturn relative to average drawdown

8.32

1.15

+7.17

FALN vs. DBA - Sharpe Ratio Comparison

The current FALN Sharpe Ratio is 1.72, which is higher than the DBA Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of FALN and DBA, 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

FALN vs. DBA - Drawdown Comparison

The maximum FALN drawdown since its inception was -29.22%, smaller than the maximum DBA drawdown of -67.97%. Use the drawdown chart below to compare losses from any high point for FALN and DBA.


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Drawdown Indicators


FALNDBADifference

Max Drawdown

Largest peak-to-trough decline

-29.22%

-67.97%

+38.75%

Max Drawdown (1Y)

Largest decline over 1 year

-3.96%

-8.67%

+4.71%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

-12.36%

+6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-18.78%

-15.94%

-2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-29.22%

-39.12%

+9.90%

Current Drawdown

Current decline from peak

-0.11%

-26.48%

+26.37%

Average Drawdown

Average peak-to-trough decline

-3.31%

-41.06%

+37.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

3.96%

-3.01%

Volatility

FALN vs. DBA - Volatility Comparison

The current volatility for iShares Fallen Angels USD Bond ETF (FALN) is 1.18%, while Invesco DB Agriculture Fund (DBA) has a volatility of 2.85%. This indicates that FALN experiences smaller price fluctuations and is considered to be less risky than DBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FALNDBADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

2.85%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

3.73%

6.65%

-2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

10.60%

-6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.33%

13.93%

-6.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

13.06%

-4.12%

FALN vs. DBA - Expense Ratio Comparison

FALN has a 0.25% expense ratio, which is lower than DBA's 0.88% expense ratio.


Dividends

FALN vs. DBA - Dividend Comparison

FALN's dividend yield for the trailing twelve months is around 6.42%, more than DBA's 3.42% yield.


PositionTTM2025202420232022202120202019201820172016
DBA
Invesco DB Agriculture Fund
3.42%3.58%4.08%4.63%0.48%0.00%0.00%1.55%1.06%0.00%0.00%
FALN
iShares Fallen Angels USD Bond ETF
6.42%6.31%6.24%5.37%5.08%3.40%5.14%5.35%5.97%6.98%3.55%

Frequently Asked Questions


FALN and DBA have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBA has higher volatility (2.85%) compared to FALN (1.18%). In terms of maximum drawdown, FALN dropped -29.22% vs DBA's -67.97%.

On 10-year performance, FALN leads with 6.60% vs 3.67% for DBA. On fees, FALN is cheaper at 0.25% per year. On volatility, FALN has been the lower-risk option at 1.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FALN has performed better with a 6.60% return vs 3.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FALN is cheaper with a 0.25% expense ratio, compared with 0.88% for DBA.

FALN has the higher dividend yield at 6.42%, compared with 3.42% for DBA.

FALN is categorized as High Yield Bonds, while DBA is Agricultural Commodities. FALN tracks Bloomberg US High Yield Fallen Angel 3% Capped Index, while DBA tracks DBIQ Diversified Agriculture Index Excess Return. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for FALN and 0.88% for DBA.

FALN currently has the higher Sharpe Ratio (1.72 vs 0.43), 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

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