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

Correlation

The correlation between BCI and PDBC is 0.29, 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

BCI vs. PDBC - Performance Comparison

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

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
40.32%
55.84%
BCI
PDBC

Key characteristics

Sharpe Ratio

BCI:

0.39

PDBC:

-0.37

Sortino Ratio

BCI:

0.63

PDBC:

-0.42

Omega Ratio

BCI:

1.08

PDBC:

0.95

Calmar Ratio

BCI:

0.21

PDBC:

-0.21

Martin Ratio

BCI:

0.93

PDBC:

-0.99

Ulcer Index

BCI:

5.58%

PDBC:

5.89%

Daily Std Dev

BCI:

13.52%

PDBC:

15.69%

Max Drawdown

BCI:

-32.69%

PDBC:

-49.52%

Current Drawdown

BCI:

-15.12%

PDBC:

-23.58%

Returns By Period

In the year-to-date period, BCI achieves a 5.57% return, which is significantly higher than PDBC's -1.46% return.


BCI

YTD

5.57%

1M

-2.11%

6M

7.03%

1Y

4.95%

5Y*

13.45%

10Y*

N/A

PDBC

YTD

-1.46%

1M

-4.90%

6M

-0.37%

1Y

-6.37%

5Y*

16.68%

10Y*

2.74%

*Annualized

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BCI vs. PDBC - Expense Ratio Comparison

BCI has a 0.25% 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 BCI: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BCI: 0.25%

Risk-Adjusted Performance

BCI vs. PDBC — Risk-Adjusted Performance Rank

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

BCI
The Risk-Adjusted Performance Rank of BCI is 4545
Overall Rank
The Sharpe Ratio Rank of BCI is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of BCI is 4949
Sortino Ratio Rank
The Omega Ratio Rank of BCI is 4545
Omega Ratio Rank
The Calmar Ratio Rank of BCI is 4040
Calmar Ratio Rank
The Martin Ratio Rank of BCI is 4242
Martin Ratio Rank

PDBC
The Risk-Adjusted Performance Rank of PDBC is 77
Overall Rank
The Sharpe Ratio Rank of PDBC is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of PDBC is 77
Sortino Ratio Rank
The Omega Ratio Rank of PDBC is 77
Omega Ratio Rank
The Calmar Ratio Rank of PDBC is 99
Calmar Ratio Rank
The Martin Ratio Rank of PDBC is 66
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.

BCI vs. PDBC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) 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 BCI, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.00
BCI: 0.39
PDBC: -0.37
The chart of Sortino ratio for BCI, currently valued at 0.63, compared to the broader market-2.000.002.004.006.008.00
BCI: 0.63
PDBC: -0.42
The chart of Omega ratio for BCI, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
BCI: 1.08
PDBC: 0.95
The chart of Calmar ratio for BCI, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.00
BCI: 0.21
PDBC: -0.21
The chart of Martin ratio for BCI, currently valued at 0.93, compared to the broader market0.0020.0040.0060.00
BCI: 0.93
PDBC: -0.99

The current BCI Sharpe Ratio is 0.39, which is higher than the PDBC Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of BCI 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
0.39
-0.37
BCI
PDBC

Dividends

BCI vs. PDBC - Dividend Comparison

BCI's dividend yield for the trailing twelve months is around 3.12%, less than PDBC's 4.49% yield.


TTM202420232022202120202019201820172016
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
3.12%3.30%3.93%19.98%19.43%0.68%1.47%1.13%5.02%0.00%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
4.49%4.43%4.21%13.04%50.83%0.01%1.40%1.00%3.83%6.50%

Drawdowns

BCI vs. PDBC - Drawdown Comparison

The maximum BCI drawdown since its inception was -32.69%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for BCI and PDBC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-15.12%
-23.58%
BCI
PDBC

Volatility

BCI vs. PDBC - Volatility Comparison

The current volatility for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) is 7.23%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 8.22%. This indicates that BCI 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
7.23%
8.22%
BCI
PDBC