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AAPW vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAPW vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAPL WeeklyPay™ ETF (AAPW) 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, AAPW achieves a 11.02% return, which is significantly lower than PDBC's 30.19% return.


AAPW

1D
-2.28%
1M
-2.47%
6M
12.40%
YTD
11.02%
1Y
54.84%
3Y*
5Y*
10Y*
ALL TIME*
13.83%

PDBC

1D
-1.77%
1M
8.70%
6M
23.48%
YTD
30.19%
1Y
36.16%
3Y*
9.99%
5Y*
11.53%
10Y*
8.78%
ALL TIME*
3.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$952.50K$777.94K$708.97K
$116.66M$151.96M$123.92M

AAPW vs. PDBC - Yearly Performance Comparison


Correlation

The correlation between AAPW and PDBC is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.21

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2025

-0.07

The correlation between AAPW and PDBC shifts across timeframes, from -0.21 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AAPW vs. PDBC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AAPW
AAPW Risk / Return Rank: 7272
Overall Rank
AAPW Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AAPW Sortino Ratio Rank: 7070
Sortino Ratio Rank
AAPW Omega Ratio Rank: 7474
Omega Ratio Rank
AAPW Calmar Ratio Rank: 8383
Calmar Ratio Rank
AAPW Martin Ratio Rank: 6060
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 7070
Overall Rank
PDBC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 7575
Sortino Ratio Rank
PDBC Omega Ratio Rank: 7474
Omega Ratio Rank
PDBC Calmar Ratio Rank: 6161
Calmar Ratio Rank
PDBC Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AAPW vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAPL WeeklyPay™ ETF (AAPW) 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.


AAPWPDBCDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.32

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

3.17

2.20

+0.98

Martin ratioReturn relative to average drawdown

7.52

7.30

+0.22

AAPW vs. PDBC - Sharpe Ratio Comparison

The current AAPW Sharpe Ratio is 1.75, which is comparable to the PDBC Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of AAPW 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

AAPW vs. PDBC - Drawdown Comparison

The maximum AAPW drawdown since its inception was -36.28%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for AAPW and PDBC.


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Drawdown Indicators


AAPWPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-36.28%

-49.52%

+13.24%

Max Drawdown (1Y)

Largest decline over 1 year

-17.36%

-16.55%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

Max Drawdown (5Y)

Largest decline over 5 years

-27.63%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

Current Drawdown

Current decline from peak

-13.04%

-8.78%

-4.26%

Average Drawdown

Average peak-to-trough decline

-10.45%

-23.03%

+12.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

4.97%

+2.35%

Volatility

AAPW vs. PDBC - Volatility Comparison

AAPL WeeklyPay™ ETF (AAPW) has a higher volatility of 13.12% compared to Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) at 7.36%. This indicates that AAPW's price experiences larger fluctuations and is considered to be riskier 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


AAPWPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.12%

7.36%

+5.76%

Volatility (6M)

Calculated over the trailing 6-month period

24.92%

17.16%

+7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

31.52%

19.65%

+11.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.69%

19.28%

+16.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.69%

17.84%

+17.85%

AAPW vs. PDBC - Expense Ratio Comparison

AAPW has a 0.99% expense ratio, which is higher than PDBC's 0.58% expense ratio.


Dividends

AAPW vs. PDBC - Dividend Comparison

AAPW's dividend yield for the trailing twelve months is around 31.96%, more than PDBC's 2.95% yield.


PositionTTM2025202420232022202120202019201820172016
AAPW
AAPL WeeklyPay™ ETF
31.96%28.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
2.95%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%

Frequently Asked Questions


AAPW and PDBC have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAPW has higher volatility (13.12%) compared to PDBC (7.36%). In terms of maximum drawdown, AAPW dropped -36.28% vs PDBC's -49.52%.

On 1-year performance, AAPW leads with 54.84% vs 36.16% for PDBC. On fees, PDBC is cheaper at 0.58% per year. On volatility, PDBC has been the lower-risk option at 7.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AAPW has performed better with a 54.84% return vs 36.16%. 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 0.99% for AAPW.

AAPW has the higher dividend yield at 31.96%, compared with 2.95% for PDBC.

AAPW is categorized as Derivative Income, while PDBC is Commodities. They also come from different issuers: Roundhill and Invesco. Their fees differ too: 0.99% for AAPW and 0.58% for PDBC.

PDBC currently has the higher Sharpe Ratio (1.85 vs 1.75), 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 AAPW and PDBC

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