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GTOQ vs. CMDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GTOQ vs. CMDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco High Yield Systematic Bond ETF (GTOQ) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GTOQ achieves a 1.98% return, which is significantly lower than CMDT's 14.74% return.


GTOQ

1D
0.31%
1M
0.69%
YTD
1.98%
6M
2.34%
1Y
6.73%
3Y*
8.81%
5Y*
3.94%
10Y*

CMDT

1D
-0.69%
1M
-7.81%
YTD
14.74%
6M
15.38%
1Y
20.78%
3Y*
13.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTOQ vs. CMDT - Yearly Performance Comparison


2026 (YTD)202520242023
GTOQ
Invesco High Yield Systematic Bond ETF
1.98%8.04%8.13%9.94%
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
14.74%12.78%6.93%5.37%

Correlation

The correlation between GTOQ and CMDT is -0.16, 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

-0.16

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

0.03

Correlation (All Time)
Calculated using the full available price history since May 10, 2023

0.04

The correlation between GTOQ and CMDT shifts across timeframes, from -0.16 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GTOQ vs. CMDT — Risk / Return Rank

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

GTOQ
GTOQ Risk / Return Rank: 5757
Overall Rank
GTOQ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GTOQ Sortino Ratio Rank: 6262
Sortino Ratio Rank
GTOQ Omega Ratio Rank: 6060
Omega Ratio Rank
GTOQ Calmar Ratio Rank: 4848
Calmar Ratio Rank
GTOQ Martin Ratio Rank: 5858
Martin Ratio Rank

CMDT
CMDT Risk / Return Rank: 4848
Overall Rank
CMDT Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 4848
Sortino Ratio Rank
CMDT Omega Ratio Rank: 4545
Omega Ratio Rank
CMDT Calmar Ratio Rank: 4343
Calmar Ratio Rank
CMDT Martin Ratio Rank: 5757
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.

GTOQ vs. CMDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco High Yield Systematic Bond ETF (GTOQ) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.


GTOQCMDTDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.36

1.28

+0.07

Calmar ratioReturn relative to maximum drawdown

2.35

2.07

+0.28

Martin ratioReturn relative to average drawdown

10.04

9.74

+0.29

GTOQ vs. CMDT - Sharpe Ratio Comparison

The current GTOQ Sharpe Ratio is 1.89, which is comparable to the CMDT Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of GTOQ and CMDT, 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

GTOQ vs. CMDT - Drawdown Comparison

The maximum GTOQ drawdown since its inception was -15.96%, which is greater than CMDT's maximum drawdown of -10.09%. Use the drawdown chart below to compare losses from any high point for GTOQ and CMDT.


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Drawdown Indicators


GTOQCMDTDifference

Max Drawdown

Largest peak-to-trough decline

-15.96%

-10.09%

-5.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-10.09%

+7.14%

Max Drawdown (3Y)

Largest decline over 3 years

-5.25%

-10.09%

+4.84%

Max Drawdown (5Y)

Largest decline over 5 years

-15.96%

Current Drawdown

Current decline from peak

-0.04%

-10.09%

+10.05%

Average Drawdown

Average peak-to-trough decline

-3.28%

-2.76%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

2.28%

-1.59%

Volatility

GTOQ vs. CMDT - Volatility Comparison

The current volatility for Invesco High Yield Systematic Bond ETF (GTOQ) is 1.04%, while PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) has a volatility of 3.18%. This indicates that GTOQ experiences smaller price fluctuations and is considered to be less risky than CMDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTOQCMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

3.18%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

10.52%

-7.75%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

12.62%

-8.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.72%

12.23%

-6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

12.23%

-6.72%

GTOQ vs. CMDT - Expense Ratio Comparison

GTOQ has a 0.39% expense ratio, which is lower than CMDT's 0.65% expense ratio.


Dividends

GTOQ vs. CMDT - Dividend Comparison

GTOQ's dividend yield for the trailing twelve months is around 6.77%, more than CMDT's 2.64% yield.


PositionTTM20252024202320222021
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
2.64%3.04%8.80%2.71%0.00%0.00%
GTOQ
Invesco High Yield Systematic Bond ETF
6.77%7.04%7.20%6.76%6.17%4.86%

Frequently Asked Questions


GTOQ and CMDT have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMDT has higher volatility (3.18%) compared to GTOQ (1.04%). In terms of maximum drawdown, GTOQ dropped -15.96% vs CMDT's -10.09%.

On 3-year performance, CMDT leads with 13.20% vs 8.81% for GTOQ. On fees, GTOQ is cheaper at 0.39% per year. On volatility, GTOQ has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CMDT has performed better with a 13.20% return vs 8.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GTOQ is cheaper with a 0.39% expense ratio, compared with 0.65% for CMDT.

GTOQ has the higher dividend yield at 6.77%, compared with 2.64% for CMDT.

GTOQ is categorized as High Yield Bonds, while CMDT is Commodities. They also come from different issuers: Invesco and PIMCO. Their fees differ too: 0.39% for GTOQ and 0.65% for CMDT.

GTOQ currently has the higher Sharpe Ratio (1.89 vs 1.66), 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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