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AGNG vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGNG vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Aging Population ETF (AGNG) 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, AGNG achieves a 2.16% return, which is significantly lower than PDBC's 24.08% return. Over the past 10 years, AGNG has outperformed PDBC with an annualized return of 9.90%, while PDBC has yielded a comparatively lower 7.69% annualized return.


AGNG

1D
-0.26%
1M
4.28%
6M
-1.02%
YTD
2.16%
1Y
14.71%
3Y*
11.02%
5Y*
4.43%
10Y*
9.90%

PDBC

1D
0.12%
1M
-3.63%
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)

AGNG vs. PDBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGNG
Global X Aging Population ETF
2.16%20.01%7.03%9.65%-8.61%3.91%18.96%25.24%-1.45%28.17%
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 AGNG and PDBC is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.22

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

-0.08

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

0.04

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

0.13

Correlation (All Time)
Calculated using the full available price history since May 10, 2016

0.13

The correlation between AGNG and PDBC shifts across timeframes, from -0.22 (1 year) to 0.13 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

AGNG vs. PDBC — Risk / Return Rank

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

AGNG
AGNG Risk / Return Rank: 3131
Overall Rank
AGNG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
AGNG Sortino Ratio Rank: 3535
Sortino Ratio Rank
AGNG Omega Ratio Rank: 3232
Omega Ratio Rank
AGNG Calmar Ratio Rank: 3030
Calmar Ratio Rank
AGNG Martin Ratio Rank: 2727
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.

AGNG vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Aging Population ETF (AGNG) 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.


AGNGPDBCDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratioReturn relative to maximum drawdown

1.21

1.75

-0.54

Martin ratioReturn relative to average drawdown

2.88

6.25

-3.37

AGNG vs. PDBC - Sharpe Ratio Comparison

The current AGNG Sharpe Ratio is 0.99, which is lower than the PDBC Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of AGNG 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

AGNG vs. PDBC - Drawdown Comparison

The maximum AGNG drawdown since its inception was -30.58%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for AGNG and PDBC.


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Drawdown Indicators


AGNGPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-30.58%

-49.52%

+18.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.45%

-16.55%

+5.10%

Max Drawdown (3Y)

Largest decline over 3 years

-14.48%

-16.55%

+2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

-27.63%

+1.97%

Max Drawdown (10Y)

Largest decline over 10 years

-30.58%

-40.73%

+10.15%

Current Drawdown

Current decline from peak

-4.60%

-13.06%

+8.46%

Average Drawdown

Average peak-to-trough decline

-5.96%

-23.11%

+17.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

4.64%

+0.17%

Volatility

AGNG vs. PDBC - Volatility Comparison

The current volatility for Global X Aging Population ETF (AGNG) is 4.57%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 5.48%. This indicates that AGNG 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


AGNGPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

5.48%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

16.59%

-5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.01%

18.72%

-4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

19.19%

-3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.18%

17.75%

-0.57%

AGNG vs. PDBC - Expense Ratio Comparison

AGNG has a 0.50% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Dividends

AGNG vs. PDBC - Dividend Comparison

AGNG's dividend yield for the trailing twelve months is around 0.90%, less than PDBC's 3.09% yield.


PositionTTM2025202420232022202120202019201820172016
AGNG
Global X Aging Population ETF
0.90%0.88%0.83%0.96%0.49%0.72%0.36%0.83%1.00%1.04%0.45%
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


AGNG and PDBC have a correlation of -0.22, 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 AGNG (4.57%). In terms of maximum drawdown, AGNG dropped -30.58% vs PDBC's -49.52%.

On 10-year performance, AGNG leads with 9.90% vs 7.69% for PDBC. On fees, AGNG is cheaper at 0.50% per year. On volatility, AGNG has been the lower-risk option at 4.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AGNG has performed better with a 9.90% return vs 7.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGNG is cheaper with a 0.50% expense ratio, compared with 0.58% for PDBC.

PDBC has the higher dividend yield at 3.09%, compared with 0.90% for AGNG.

AGNG is categorized as Health & Biotech Equities, while PDBC is Commodities. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.50% for AGNG and 0.58% for PDBC.

PDBC currently has the higher Sharpe Ratio (1.55 vs 0.99), 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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