DIS vs. PDBC
DIS (The Walt Disney Company) is a stock, while PDBC (Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF) is Commodities fund actively managed by Invesco. Over the past 10 years, DIS returned 1.13%/yr vs 8.70%/yr for PDBC. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
DIS vs. PDBC - Performance Comparison
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Returns By Period
In the year-to-date period, DIS achieves a -12.41% return, which is significantly lower than PDBC's 28.75% return. Over the past 10 years, DIS has underperformed PDBC with an annualized return of 1.13%, while PDBC has yielded a comparatively higher 8.70% annualized return.
DIS
- 1D
- 2.32%
- 1M
- 0.87%
- 6M
- -9.91%
- YTD
- -12.41%
- 1Y
- -16.66%
- 3Y*
- 5.80%
- 5Y*
- -10.57%
- 10Y*
- 1.13%
- ALL TIME*
- 10.78%
PDBC
- 1D
- -1.61%
- 1M
- 7.50%
- 6M
- 16.69%
- YTD
- 28.75%
- 1Y
- 32.65%
- 3Y*
- 9.40%
- 5Y*
- 10.44%
- 10Y*
- 8.70%
- ALL TIME*
- 3.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.00B | $1.00B | $1.03B | |
| $188.86M | $148.13M | $123.64M |
DIS vs. PDBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | -12.41% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 28.75% | 5.96% | 2.09% | -6.25% | 19.23% | 41.72% | -7.84% | 11.44% | -12.78% | 5.06% |
Correlation
The correlation between DIS and PDBC is -0.11, 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. | -0.11 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2014 | 0.15 |
The correlation between DIS and PDBC shifts across timeframes, from -0.11 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DIS vs. PDBC — Risk / Return Rank
DIS
PDBC
DIS vs. PDBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Walt Disney Company (DIS) 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.
| DIS | PDBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.08 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.29 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 1.98 | -2.73 |
| Martin ratioReturn relative to average drawdown | -1.43 | 6.58 | -8.01 |
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Drawdowns
DIS vs. PDBC - Drawdown Comparison
The maximum DIS drawdown since its inception was -85.66%, which is greater than PDBC's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for DIS and PDBC.
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Drawdown Indicators
| DIS | PDBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.66% | -49.52% | -36.14% |
Max Drawdown (1Y)Largest decline over 1 year | -22.40% | -16.55% | -5.85% |
Max Drawdown (3Y)Largest decline over 3 years | -32.86% | -16.55% | -16.31% |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | -27.63% | -29.70% |
Max Drawdown (10Y)Largest decline over 10 years | -60.72% | -40.73% | -19.99% |
Current DrawdownCurrent decline from peak | -49.49% | -9.78% | -39.71% |
Average DrawdownAverage peak-to-trough decline | -26.82% | -23.05% | -3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.93% | 4.98% | +6.95% |
Volatility
DIS vs. PDBC - Volatility Comparison
The Walt Disney Company (DIS) has a higher volatility of 8.11% compared to Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) at 6.57%. This indicates that DIS's price experiences larger fluctuations and is considered to be riskier 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
| DIS | PDBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.11% | 6.57% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 20.37% | 17.30% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.50% | 19.46% | +6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.43% | 19.24% | +10.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.90% | 17.82% | +11.08% |
Dividends
DIS vs. PDBC - Dividend Comparison
DIS's dividend yield for the trailing twelve months is around 1.52%, less than PDBC's 2.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | 1.52% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 2.98% | 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
DIS and PDBC have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIS has higher volatility (8.11%) compared to PDBC (6.57%). In terms of maximum drawdown, DIS dropped -85.66% vs PDBC's -49.52%.
PDBC currently has the higher Sharpe Ratio (1.69 vs -0.66), 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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