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CSB vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSB vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) 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, CSB achieves a 16.67% return, which is significantly lower than PDBC's 28.15% return. Over the past 10 years, CSB has outperformed PDBC with an annualized return of 10.05%, while PDBC has yielded a comparatively lower 8.61% annualized return.


CSB

1D
-0.60%
1M
2.68%
6M
7.68%
YTD
16.67%
1Y
23.46%
3Y*
11.78%
5Y*
6.11%
10Y*
10.05%
ALL TIME*
9.87%

PDBC

1D
0.47%
1M
5.47%
6M
18.25%
YTD
28.15%
1Y
35.58%
3Y*
9.41%
5Y*
11.02%
10Y*
8.61%
ALL TIME*
3.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$988.97K$1.05M$636.48K
$121.86M$152.61M$122.20M

CSB vs. PDBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSB
VictoryShares US Small Cap High Dividend Volatility Wtd ETF
16.67%2.26%9.64%12.60%-13.11%27.04%11.30%21.12%-7.10%11.32%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
28.15%5.96%2.09%-6.25%19.23%41.72%-7.84%11.44%-12.78%5.06%

Correlation

The correlation between CSB and PDBC is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.17

Correlation (3Y)
Balances recent behavior with more history.

0.04

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.16

Correlation (10Y)
Provides a long-term view across more market conditions.

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2015

0.22

The correlation between CSB and PDBC shifts across timeframes, from -0.17 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CSB vs. PDBC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CSB
CSB Risk / Return Rank: 6969
Overall Rank
CSB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CSB Sortino Ratio Rank: 7070
Sortino Ratio Rank
CSB Omega Ratio Rank: 6262
Omega Ratio Rank
CSB Calmar Ratio Rank: 8080
Calmar Ratio Rank
CSB Martin Ratio Rank: 7070
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 6060
Overall Rank
PDBC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 6464
Sortino Ratio Rank
PDBC Omega Ratio Rank: 6262
Omega Ratio Rank
PDBC Calmar Ratio Rank: 5252
Calmar Ratio Rank
PDBC Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CSB vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) 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.


CSBPDBCDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.30

1.31

0.00

Calmar ratioReturn relative to maximum drawdown

3.28

2.16

+1.12

Martin ratioReturn relative to average drawdown

9.85

7.07

+2.79

CSB vs. PDBC - Sharpe Ratio Comparison

The current CSB Sharpe Ratio is 1.71, which is comparable to the PDBC Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of CSB 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

CSB vs. PDBC - Drawdown Comparison

The maximum CSB drawdown since its inception was -42.07%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for CSB and PDBC.


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Drawdown Indicators


CSBPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-42.07%

-49.52%

+7.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.18%

-16.55%

+9.37%

Max Drawdown (3Y)

Largest decline over 3 years

-21.82%

-16.55%

-5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

-27.63%

+3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-42.07%

-40.73%

-1.34%

Current Drawdown

Current decline from peak

-0.74%

-10.21%

+9.47%

Average Drawdown

Average peak-to-trough decline

-7.04%

-23.02%

+15.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

5.05%

-2.66%

Volatility

CSB vs. PDBC - Volatility Comparison

The current volatility for VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) is 3.82%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 7.58%. This indicates that CSB 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


CSBPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

7.58%

-3.76%

Volatility (6M)

Calculated over the trailing 6-month period

8.97%

16.65%

-7.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.78%

19.73%

-5.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.58%

19.28%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

17.85%

+3.40%

CSB vs. PDBC - Expense Ratio Comparison

CSB has a 0.35% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Dividends

CSB vs. PDBC - Dividend Comparison

CSB's dividend yield for the trailing twelve months is around 3.09%, more than PDBC's 3.00% yield.


PositionTTM20252024202320222021202020192018201720162015
CSB
VictoryShares US Small Cap High Dividend Volatility Wtd ETF
3.09%3.54%3.12%3.45%3.60%3.11%3.70%3.19%3.45%3.19%2.85%1.57%
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%0.00%

Frequently Asked Questions


CSB and PDBC have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (7.58%) compared to CSB (3.82%). In terms of maximum drawdown, CSB dropped -42.07% vs PDBC's -49.52%.

On 10-year performance, CSB leads with 10.05% vs 8.61% for PDBC. On fees, CSB is cheaper at 0.35% per year. On volatility, CSB has been the lower-risk option at 3.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CSB has performed better with a 10.05% return vs 8.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSB is cheaper with a 0.35% expense ratio, compared with 0.58% for PDBC.

CSB has the higher dividend yield at 3.09%, compared with 3.00% for PDBC.

CSB is categorized as Small Cap Blend Equities, while PDBC is Commodities. They also come from different issuers: Crestview and Invesco. Their fees differ too: 0.35% for CSB and 0.58% for PDBC.

PDBC currently has the higher Sharpe Ratio (1.81 vs 1.71), 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

Find the right allocation for CSB and PDBC

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