CCOM vs. PDBC
CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) and PDBC (Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF) are both Commodities funds. Both are actively managed. At a 0.18 correlation, their price movements are largely independent. CCOM charges 0.99%/yr vs 0.58%/yr for PDBC.
Performance
CCOM vs. PDBC - Performance Comparison
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Returns By Period
CCOM
- 1D
- 0.52%
- 1M
- -2.31%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PDBC
- 1D
- -1.22%
- 1M
- 1.74%
- 6M
- 23.17%
- YTD
- 28.00%
- 1Y
- 32.27%
- 3Y*
- 10.94%
- 5Y*
- 11.05%
- 10Y*
- 8.21%
CCOM vs. PDBC - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | -4.96% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 17.61% |
Correlation
The correlation between CCOM and PDBC is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026 | 0.18 |
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Return for Risk
CCOM vs. PDBC — Risk / Return Rank
CCOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PDBC
CCOM vs. PDBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Chinese Commodities Strategy No K-1 ETF (CCOM) 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.
| CCOM | PDBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.96 | — |
| Martin ratioReturn relative to average drawdown | — | 6.73 | — |
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Drawdowns
CCOM vs. PDBC - Drawdown Comparison
The maximum CCOM drawdown since its inception was -7.44%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for CCOM and PDBC.
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Drawdown Indicators
| CCOM | PDBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.44% | -49.52% | +42.08% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.55% | — |
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 DrawdownCurrent decline from peak | -6.90% | -10.31% | +3.41% |
Average DrawdownAverage peak-to-trough decline | -3.03% | -23.09% | +20.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.80% | — |
Volatility
CCOM vs. PDBC - Volatility Comparison
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Volatility by Period
| CCOM | PDBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.25% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.80% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 18.91% | -5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.93% | 19.24% | -6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.93% | 17.76% | -4.83% |
CCOM vs. PDBC - Expense Ratio Comparison
CCOM has a 0.99% expense ratio, which is higher than PDBC's 0.58% expense ratio.
Dividends
CCOM vs. PDBC - Dividend Comparison
CCOM's dividend yield for the trailing twelve months is around 1.28%, less than PDBC's 3.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | 1.28% | 0.00% | 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 | 3.00% | 3.84% | 4.42% | 4.21% | 13.05% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.51% |
Frequently Asked Questions
CCOM and PDBC have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PDBC is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PDBC is cheaper with a 0.58% expense ratio, compared with 0.99% for CCOM.
PDBC has the higher dividend yield at 3.00%, compared with 1.28% for CCOM.
They also come from different issuers: Simplify and Invesco. Their fees differ too: 0.99% for CCOM and 0.58% for PDBC.
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