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HARD vs. PCY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HARD vs. PCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Commodities Strategy No K-1 ETF (HARD) and Invesco Emerging Markets Sovereign Debt ETF (PCY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HARD achieves a 3.42% return, which is significantly higher than PCY's 2.69% return.


HARD

1D
-1.40%
1M
-12.47%
YTD
3.42%
6M
1.80%
1Y
8.63%
3Y*
9.88%
5Y*
10Y*

PCY

1D
-0.18%
1M
2.37%
YTD
2.69%
6M
2.60%
1Y
14.05%
3Y*
10.76%
5Y*
1.42%
10Y*
2.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HARD vs. PCY - Yearly Performance Comparison


2026 (YTD)202520242023
HARD
Simplify Commodities Strategy No K-1 ETF
3.42%12.19%20.48%-5.04%
PCY
Invesco Emerging Markets Sovereign Debt ETF
2.69%16.31%2.55%15.55%

Correlation

The correlation between HARD and PCY is -0.25, 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

-0.25

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2023

-0.02

Over the past year, the inverse relationship between HARD and PCY has strengthened: their correlation has moved from -0.02 to -0.25, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

HARD vs. PCY — Risk / Return Rank

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

HARD
HARD Risk / Return Rank: 1414
Overall Rank
HARD Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
HARD Sortino Ratio Rank: 1313
Sortino Ratio Rank
HARD Omega Ratio Rank: 1313
Omega Ratio Rank
HARD Calmar Ratio Rank: 1414
Calmar Ratio Rank
HARD Martin Ratio Rank: 1515
Martin Ratio Rank

PCY
PCY Risk / Return Rank: 5858
Overall Rank
PCY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PCY Sortino Ratio Rank: 6262
Sortino Ratio Rank
PCY Omega Ratio Rank: 5959
Omega Ratio Rank
PCY Calmar Ratio Rank: 5151
Calmar Ratio Rank
PCY Martin Ratio Rank: 5858
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.

HARD vs. PCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Commodities Strategy No K-1 ETF (HARD) and Invesco Emerging Markets Sovereign Debt ETF (PCY). 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.


HARDPCYDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-2.11

Omega ratioGain probability vs. loss probability

1.08

1.34

-0.26

Calmar ratioReturn relative to maximum drawdown

0.45

2.39

-1.94

Martin ratioReturn relative to average drawdown

1.37

9.67

-8.30

HARD vs. PCY - Sharpe Ratio Comparison

The current HARD Sharpe Ratio is 0.33, which is lower than the PCY Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of HARD and PCY, 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

HARD vs. PCY - Drawdown Comparison

The maximum HARD drawdown since its inception was -19.27%, smaller than the maximum PCY drawdown of -49.13%. Use the drawdown chart below to compare losses from any high point for HARD and PCY.


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Drawdown Indicators


HARDPCYDifference

Max Drawdown

Largest peak-to-trough decline

-19.27%

-49.13%

+29.86%

Max Drawdown (1Y)

Largest decline over 1 year

-19.27%

-5.91%

-13.36%

Max Drawdown (3Y)

Largest decline over 3 years

-19.27%

-11.52%

-7.75%

Max Drawdown (5Y)

Largest decline over 5 years

-37.17%

Max Drawdown (10Y)

Largest decline over 10 years

-37.78%

Current Drawdown

Current decline from peak

-19.27%

-0.67%

-18.60%

Average Drawdown

Average peak-to-trough decline

-5.62%

-6.95%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.31%

1.46%

+4.85%

Volatility

HARD vs. PCY - Volatility Comparison

Simplify Commodities Strategy No K-1 ETF (HARD) has a higher volatility of 5.05% compared to Invesco Emerging Markets Sovereign Debt ETF (PCY) at 2.20%. This indicates that HARD's price experiences larger fluctuations and is considered to be riskier than PCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HARDPCYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

2.20%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

21.92%

5.98%

+15.94%

Volatility (1Y)

Calculated over the trailing 1-year period

26.36%

7.52%

+18.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

13.18%

+5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.06%

12.95%

+6.11%

HARD vs. PCY - Expense Ratio Comparison

HARD has a 0.75% expense ratio, which is higher than PCY's 0.50% expense ratio.


Dividends

HARD vs. PCY - Dividend Comparison

HARD's dividend yield for the trailing twelve months is around 2.90%, less than PCY's 5.84% yield.


PositionTTM20252024202320222021202020192018201720162015
HARD
Simplify Commodities Strategy No K-1 ETF
2.90%2.36%3.51%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PCY
Invesco Emerging Markets Sovereign Debt ETF
5.84%5.93%6.65%6.48%6.81%4.80%4.45%4.78%4.93%4.80%5.19%5.46%

Frequently Asked Questions


HARD and PCY have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HARD has higher volatility (5.05%) compared to PCY (2.20%). In terms of maximum drawdown, HARD dropped -19.27% vs PCY's -49.13%.

On 3-year performance, PCY leads with 10.76% vs 9.88% for HARD. On fees, PCY is cheaper at 0.50% per year. On volatility, PCY has been the lower-risk option at 2.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PCY has performed better with a 10.76% return vs 9.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PCY is cheaper with a 0.50% expense ratio, compared with 0.75% for HARD.

PCY has the higher dividend yield at 5.84%, compared with 2.90% for HARD.

HARD is categorized as Commodities, while PCY is Emerging Markets Bonds. They also come from different issuers: Simplify and Invesco. Their fees differ too: 0.75% for HARD and 0.50% for PCY.

PCY currently has the higher Sharpe Ratio (1.88 vs 0.33), 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 HARD and PCY

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