YFYA vs. DBO

Last updated Jun 25, 2026

YFYA (Yields for You Income Strategy A ETF) and DBO (Invesco DB Oil Fund) are both exchange-traded funds - YFYA is a Ultrashort Bond fund actively managed by Teucrium, while DBO is a Oil & Gas fund tracking the DBIQ Optimum Yield Crude Oil Index Excess Return. YFYA is actively managed, while DBO is passively managed. Over the past year, YFYA returned 4.05% vs 37.25% for DBO. At a correlation of -0.02, they often move in opposite directions. YFYA charges 1.16%/yr vs 0.78%/yr for DBO.

Performance

YFYA vs. DBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yields for You Income Strategy A ETF (YFYA) and Invesco DB Oil Fund (DBO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YFYA achieves a 1.62% return, which is significantly lower than DBO's 43.93% return.

YFYA

• 1D: -0.05%
• 1M: 0.25%
• YTD: 1.62%
• 6M: 1.58%
• 1Y: 4.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DBO

• 1D: -4.15%
• 1M: -21.96%
• YTD: 43.93%
• 6M: 41.96%
• 1Y: 37.25%
• 3Y*: 12.72%
• 5Y*: 9.10%
• 10Y*: 8.76%

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

YFYA vs. DBO - Yearly Performance Comparison

	2026 (YTD)	2025
YFYA Yields for You Income Strategy A ETF	1.62%	2.52%
DBO Invesco DB Oil Fund	43.93%	-13.70%

Correlation

The correlation between YFYA and DBO is -0.09, 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	-0.09
Correlation (All Time) Calculated using the full available price history since Jan 31, 2025	-0.02

Return for Risk

YFYA vs. DBO — Risk / Return Rank

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

YFYA

YFYA Risk / Return Rank: 49
YFYA Sharpe Ratio Rank: 34
YFYA Sortino Ratio Rank: 33
YFYA Omega Ratio Rank: 51
YFYA Calmar Ratio Rank: 59
YFYA Martin Ratio Rank: 66

DBO

DBO Risk / Return Rank: 32
DBO Sharpe Ratio Rank: 33
DBO Sortino Ratio Rank: 34
DBO Omega Ratio Rank: 31
DBO Calmar Ratio Rank: 31
DBO Martin Ratio Rank: 32

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.

YFYA vs. DBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yields for You Income Strategy A ETF (YFYA) and Invesco DB Oil Fund (DBO). 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.

	YFYA	DBO	Difference
Sharpe ratio: Return per unit of total volatility	1.12	1.09	+0.03
Sortino ratio: Return per unit of downside risk	1.62	1.65	-0.02
Omega ratio: Gain probability vs. loss probability	1.28	1.20	+0.08
Calmar ratio: Return relative to maximum drawdown	2.52	1.43	+1.10
Martin ratio: Return relative to average drawdown	10.43	4.33	+6.10

YFYA vs. DBO - Sharpe Ratio Comparison

The current YFYA Sharpe Ratio is 1.12, which is comparable to the DBO Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of YFYA and DBO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

YFYA vs. DBO - Drawdown Comparison

The maximum YFYA drawdown since its inception was -2.29%, smaller than the maximum DBO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for YFYA and DBO.

Drawdown Indicators

	YFYA	DBO	Difference
Max Drawdown Largest peak-to-trough decline	-2.29%	-90.18%	+87.89%
Max Drawdown (1Y) Largest decline over 1 year	-1.61%	-26.22%	+24.61%
Max Drawdown (3Y) Largest decline over 3 years	—	-28.20%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-37.68%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-61.69%	—
Current Drawdown Current decline from peak	-0.71%	-62.12%	+61.41%
Average Drawdown Average peak-to-trough decline	-0.35%	-62.22%	+61.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.39%	8.63%	-8.24%

Volatility

YFYA vs. DBO - Volatility Comparison

The current volatility for Yields for You Income Strategy A ETF (YFYA) is 1.38%, while Invesco DB Oil Fund (DBO) has a volatility of 10.78%. This indicates that YFYA experiences smaller price fluctuations and is considered to be less risky than DBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YFYA	DBO	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.38%	10.78%	-9.40%
Volatility (6M) Calculated over the trailing 6-month period	3.40%	29.70%	-26.30%
Volatility (1Y) Calculated over the trailing 1-year period	3.66%	34.63%	-30.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.58%	32.59%	-29.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.58%	31.84%	-28.26%

YFYA vs. DBO - Expense Ratio Comparison

YFYA has a 1.16% expense ratio, which is higher than DBO's 0.78% expense ratio.

Dividends

YFYA vs. DBO - Dividend Comparison

YFYA's dividend yield for the trailing twelve months is around 5.17%, more than DBO's 2.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DBO Invesco DB Oil Fund	2.44%	3.51%	4.68%	4.59%	0.66%	0.00%	0.00%	1.63%	1.58%
YFYA Yields for You Income Strategy A ETF	5.17%	3.67%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YFYA and DBO in my portfolio?

YFYA and DBO have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YFYA or DBO?

DBO has higher volatility (10.78%) compared to YFYA (1.38%). In terms of maximum drawdown, YFYA dropped -2.29% vs DBO's -90.18%.

Which ETF is better, YFYA or DBO?

On 1-year performance, DBO leads with 37.25% vs 4.05% for YFYA. On fees, DBO is cheaper at 0.78% per year. On volatility, YFYA has been the lower-risk option at 1.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YFYA or DBO?

Over the 1-year period, DBO has performed better with a 37.25% return vs 4.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YFYA or DBO?

DBO is cheaper with a 0.78% expense ratio, compared with 1.16% for YFYA.

Which ETF pays a higher dividend yield, YFYA or DBO?

YFYA has the higher dividend yield at 5.17%, compared with 2.44% for DBO.

What is the main difference between YFYA and DBO?

YFYA is categorized as Ultrashort Bond, while DBO is Oil & Gas. They also come from different issuers: Teucrium and Invesco. Their fees differ too: 1.16% for YFYA and 0.78% for DBO.

Which has better risk-adjusted returns?

YFYA currently has the higher Sharpe Ratio (1.12 vs 1.09), 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.