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BSMS vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMS vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2028 Municipal Bond ETF (BSMS) 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, BSMS achieves a 0.69% return, which is significantly lower than PDBC's 34.72% return.


BSMS

1D
-0.13%
1M
0.03%
YTD
0.69%
6M
1.09%
1Y
3.99%
3Y*
2.96%
5Y*
0.04%
10Y*

PDBC

1D
-1.11%
1M
-3.98%
YTD
34.72%
6M
34.37%
1Y
44.52%
3Y*
14.06%
5Y*
12.14%
10Y*
8.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMS vs. PDBC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSMS
Invesco BulletShares 2028 Municipal Bond ETF
0.69%3.61%1.00%4.99%-9.93%1.50%6.55%0.22%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
34.72%5.96%2.09%-6.25%19.23%41.72%-7.84%6.09%

Correlation

The correlation between BSMS and PDBC is -0.27, 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

-0.27

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

-0.11

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

-0.06

Over the past year, the inverse relationship between BSMS and PDBC has strengthened: their correlation has moved from -0.06 to -0.27, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BSMS vs. PDBC — Risk / Return Rank

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

BSMS
BSMS Risk / Return Rank: 8080
Overall Rank
BSMS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BSMS Sortino Ratio Rank: 9090
Sortino Ratio Rank
BSMS Omega Ratio Rank: 9090
Omega Ratio Rank
BSMS Calmar Ratio Rank: 7777
Calmar Ratio Rank
BSMS Martin Ratio Rank: 6262
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 7676
Overall Rank
PDBC Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 6969
Sortino Ratio Rank
PDBC Omega Ratio Rank: 7171
Omega Ratio Rank
PDBC Calmar Ratio Rank: 9292
Calmar Ratio Rank
PDBC Martin Ratio Rank: 7171
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.

BSMS vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2028 Municipal Bond ETF (BSMS) 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.


BSMSPDBCDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.58

1.42

+0.16

Calmar ratioReturn relative to maximum drawdown

3.83

6.22

-2.39

Martin ratioReturn relative to average drawdown

11.02

13.04

-2.02

BSMS vs. PDBC - Sharpe Ratio Comparison

The current BSMS Sharpe Ratio is 2.67, which is comparable to the PDBC Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of BSMS 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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Sharpe Ratios by Period


BSMSPDBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

2.40

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.64

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.23

-0.04

Drawdowns

BSMS vs. PDBC - Drawdown Comparison

The maximum BSMS drawdown since its inception was -14.95%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for BSMS and PDBC.


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Drawdown Indicators


BSMSPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-49.52%

+34.57%

Max Drawdown (1Y)

Largest decline over 1 year

-1.05%

-7.19%

+6.14%

Max Drawdown (3Y)

Largest decline over 3 years

-4.25%

-13.95%

+9.70%

Max Drawdown (5Y)

Largest decline over 5 years

-14.95%

-27.63%

+12.68%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

Current Drawdown

Current decline from peak

-1.22%

-5.61%

+4.39%

Average Drawdown

Average peak-to-trough decline

-4.97%

-23.20%

+18.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

3.42%

-3.06%

Volatility

BSMS vs. PDBC - Volatility Comparison

The current volatility for Invesco BulletShares 2028 Municipal Bond ETF (BSMS) is 0.52%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 6.27%. This indicates that BSMS 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


BSMSPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

6.27%

-5.75%

Volatility (6M)

Calculated over the trailing 6-month period

0.92%

15.82%

-14.90%

Volatility (1Y)

Calculated over the trailing 1-year period

1.50%

18.64%

-17.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.60%

19.12%

-15.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.20%

17.78%

-11.58%

BSMS vs. PDBC - Expense Ratio Comparison

BSMS has a 0.18% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Dividends

BSMS vs. PDBC - Dividend Comparison

BSMS's dividend yield for the trailing twelve months is around 2.78%, less than PDBC's 2.85% yield.


PositionTTM2025202420232022202120202019201820172016
BSMS
Invesco BulletShares 2028 Municipal Bond ETF
2.78%2.79%2.81%2.58%1.56%1.49%1.61%0.46%0.00%0.00%0.00%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
2.85%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%

Frequently Asked Questions


BSMS and PDBC have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (6.27%) compared to BSMS (0.52%). In terms of maximum drawdown, BSMS dropped -14.95% vs PDBC's -49.52%.

On 5-year performance, PDBC leads with 12.14% vs 0.04% for BSMS. On fees, BSMS is cheaper at 0.18% per year. On volatility, BSMS has been the lower-risk option at 0.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PDBC has performed better with a 12.14% return vs 0.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSMS is cheaper with a 0.18% expense ratio, compared with 0.58% for PDBC.

PDBC has the higher dividend yield at 2.85%, compared with 2.78% for BSMS.

BSMS is categorized as Municipal Bonds, while PDBC is Commodities. Their fees differ too: 0.18% for BSMS and 0.58% for PDBC.

BSMS currently has the higher Sharpe Ratio (2.67 vs 2.40), 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.

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