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BCD vs. PDBC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCD and PDBC is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

BCD vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). The values are adjusted to include any dividend payments, if applicable.

50.00%55.00%60.00%65.00%70.00%75.00%NovemberDecember2025FebruaryMarchApril
70.51%
56.20%
BCD
PDBC

Key characteristics

Sharpe Ratio

BCD:

0.35

PDBC:

-0.34

Sortino Ratio

BCD:

0.57

PDBC:

-0.37

Omega Ratio

BCD:

1.07

PDBC:

0.96

Calmar Ratio

BCD:

0.22

PDBC:

-0.19

Martin Ratio

BCD:

0.86

PDBC:

-0.90

Ulcer Index

BCD:

5.13%

PDBC:

5.85%

Daily Std Dev

BCD:

12.82%

PDBC:

15.67%

Max Drawdown

BCD:

-29.79%

PDBC:

-49.52%

Current Drawdown

BCD:

-11.17%

PDBC:

-23.40%

Returns By Period

In the year-to-date period, BCD achieves a 5.08% return, which is significantly higher than PDBC's -1.23% return.


BCD

YTD

5.08%

1M

-2.62%

6M

4.40%

1Y

4.71%

5Y*

16.19%

10Y*

N/A

PDBC

YTD

-1.23%

1M

-4.82%

6M

-2.18%

1Y

-5.62%

5Y*

16.54%

10Y*

2.92%

*Annualized

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BCD vs. PDBC - Expense Ratio Comparison

BCD has a 0.29% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Expense ratio chart for PDBC: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PDBC: 0.58%
Expense ratio chart for BCD: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BCD: 0.29%

Risk-Adjusted Performance

BCD vs. PDBC — Risk-Adjusted Performance Rank

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

BCD
The Risk-Adjusted Performance Rank of BCD is 4444
Overall Rank
The Sharpe Ratio Rank of BCD is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of BCD is 4646
Sortino Ratio Rank
The Omega Ratio Rank of BCD is 4444
Omega Ratio Rank
The Calmar Ratio Rank of BCD is 4242
Calmar Ratio Rank
The Martin Ratio Rank of BCD is 4242
Martin Ratio Rank

PDBC
The Risk-Adjusted Performance Rank of PDBC is 99
Overall Rank
The Sharpe Ratio Rank of PDBC is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of PDBC is 88
Sortino Ratio Rank
The Omega Ratio Rank of PDBC is 88
Omega Ratio Rank
The Calmar Ratio Rank of PDBC is 1111
Calmar Ratio Rank
The Martin Ratio Rank of PDBC is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BCD vs. PDBC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) 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.


The chart of Sharpe ratio for BCD, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.00
BCD: 0.35
PDBC: -0.34
The chart of Sortino ratio for BCD, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.00
BCD: 0.57
PDBC: -0.37
The chart of Omega ratio for BCD, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
BCD: 1.07
PDBC: 0.96
The chart of Calmar ratio for BCD, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.00
BCD: 0.22
PDBC: -0.19
The chart of Martin ratio for BCD, currently valued at 0.86, compared to the broader market0.0020.0040.0060.00
BCD: 0.86
PDBC: -0.90

The current BCD Sharpe Ratio is 0.35, which is higher than the PDBC Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of BCD and PDBC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.35
-0.34
BCD
PDBC

Dividends

BCD vs. PDBC - Dividend Comparison

BCD's dividend yield for the trailing twelve months is around 3.43%, less than PDBC's 4.48% yield.


TTM202420232022202120202019201820172016
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
3.43%3.60%4.51%5.21%8.30%1.29%1.56%1.59%0.07%0.00%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
4.48%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%

Drawdowns

BCD vs. PDBC - Drawdown Comparison

The maximum BCD drawdown since its inception was -29.79%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for BCD and PDBC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-11.17%
-23.40%
BCD
PDBC

Volatility

BCD vs. PDBC - Volatility Comparison

The current volatility for abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) is 7.17%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 8.22%. This indicates that BCD 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.17%
8.22%
BCD
PDBC