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EN4C.DE vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EN4C.DE vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) 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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Different Trading Currencies

EN4C.DE is traded in EUR, while PDBC is traded in USD. To make them comparable, the PDBC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EN4C.DE achieves a 26.42% return, which is significantly lower than PDBC's 37.86% return.


EN4C.DE

1D
0.75%
1M
-1.34%
YTD
26.42%
6M
25.95%
1Y
31.46%
3Y*
10.67%
5Y*
10Y*

PDBC

1D
0.61%
1M
-2.68%
YTD
37.86%
6M
37.01%
1Y
42.57%
3Y*
11.39%
5Y*
13.44%
10Y*
8.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EN4C.DE vs. PDBC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EN4C.DE
L&G Multi-Strategy Enhanced Commodities UCITS ETF
26.42%-3.13%9.93%-5.63%29.83%10.18%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
37.86%-6.62%8.83%-9.06%26.62%7.94%

Correlation

The correlation between EN4C.DE and PDBC is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

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

0.72

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2021

0.69

The correlation between EN4C.DE and PDBC has been stable across timeframes, ranging from 0.69 to 0.74 - a consistent structural relationship.

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Return for Risk

EN4C.DE vs. PDBC — Risk / Return Rank

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

EN4C.DE
EN4C.DE Risk / Return Rank: 5454
Overall Rank
EN4C.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EN4C.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
EN4C.DE Omega Ratio Rank: 4949
Omega Ratio Rank
EN4C.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
EN4C.DE Martin Ratio Rank: 5252
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 7474
Overall Rank
PDBC Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 6767
Sortino Ratio Rank
PDBC Omega Ratio Rank: 7070
Omega Ratio Rank
PDBC Calmar Ratio Rank: 9292
Calmar Ratio Rank
PDBC Martin Ratio Rank: 7070
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.

EN4C.DE vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) 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.


EN4C.DEPDBCDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.30

1.36

-0.06

Calmar ratioReturn relative to maximum drawdown

3.55

5.12

-1.56

Martin ratioReturn relative to average drawdown

8.65

10.19

-1.54

EN4C.DE vs. PDBC - Sharpe Ratio Comparison

The current EN4C.DE Sharpe Ratio is 1.75, which is comparable to the PDBC Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of EN4C.DE 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


EN4C.DEPDBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.07

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.25

+0.49

Drawdowns

EN4C.DE vs. PDBC - Drawdown Comparison

The maximum EN4C.DE drawdown since its inception was -25.41%, smaller than the maximum PDBC drawdown of -41.97%. Use the drawdown chart below to compare losses from any high point for EN4C.DE and PDBC.


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Drawdown Indicators


EN4C.DEPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-25.41%

-41.97%

+16.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-8.36%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-17.63%

-17.86%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-30.41%

Max Drawdown (10Y)

Largest decline over 10 years

-37.18%

Current Drawdown

Current decline from peak

-2.49%

-4.19%

+1.70%

Average Drawdown

Average peak-to-trough decline

-13.90%

-19.87%

+5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

4.19%

-0.56%

Volatility

EN4C.DE vs. PDBC - Volatility Comparison

The current volatility for L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) is 6.45%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 6.85%. This indicates that EN4C.DE 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


EN4C.DEPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

6.85%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

16.86%

-2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

20.65%

-2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.10%

19.98%

-1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

18.55%

-0.45%

EN4C.DE vs. PDBC - Expense Ratio Comparison

EN4C.DE has a 0.30% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Dividends

EN4C.DE vs. PDBC - Dividend Comparison

EN4C.DE has not paid dividends to shareholders, while PDBC's dividend yield for the trailing twelve months is around 2.82%.


PositionTTM2025202420232022202120202019201820172016
EN4C.DE
L&G Multi-Strategy Enhanced Commodities UCITS ETF
0.00%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
2.82%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%

Frequently Asked Questions


EN4C.DE and PDBC have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EN4C.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EN4C.DE is cheaper with a 0.30% expense ratio, compared with 0.58% for PDBC.

They also come from different issuers: Legal & General and Invesco. Their fees differ too: 0.30% for EN4C.DE and 0.58% for PDBC.

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