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HIMU vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HIMU vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares High Yield Muni Active ETF (HIMU) 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, HIMU achieves a 4.05% return, which is significantly lower than PDBC's 27.55% return.


HIMU

1D
-0.08%
1M
1.24%
6M
3.27%
YTD
4.05%
1Y
8.32%
3Y*
5Y*
10Y*

PDBC

1D
2.80%
1M
-0.94%
6M
22.82%
YTD
27.55%
1Y
30.72%
3Y*
10.42%
5Y*
10.81%
10Y*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HIMU vs. PDBC - Yearly Performance Comparison


Correlation

The correlation between HIMU and PDBC is -0.30, 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

-0.30

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2025

-0.16

The correlation between HIMU and PDBC shifts across timeframes, from -0.30 (1 year) to -0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HIMU vs. PDBC — Risk / Return Rank

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

HIMU
HIMU Risk / Return Rank: 7373
Overall Rank
HIMU Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
HIMU Sortino Ratio Rank: 7676
Sortino Ratio Rank
HIMU Omega Ratio Rank: 8181
Omega Ratio Rank
HIMU Calmar Ratio Rank: 6464
Calmar Ratio Rank
HIMU Martin Ratio Rank: 6969
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 5555
Overall Rank
PDBC Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 6060
Sortino Ratio Rank
PDBC Omega Ratio Rank: 5858
Omega Ratio Rank
PDBC Calmar Ratio Rank: 4747
Calmar Ratio Rank
PDBC Martin Ratio Rank: 4949
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.

HIMU vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares High Yield Muni Active ETF (HIMU) 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.


HIMUPDBCDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.38

1.28

+0.10

Calmar ratioReturn relative to maximum drawdown

2.54

1.86

+0.67

Martin ratioReturn relative to average drawdown

9.99

6.57

+3.42

HIMU vs. PDBC - Sharpe Ratio Comparison

The current HIMU Sharpe Ratio is 1.91, which is comparable to the PDBC Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of HIMU 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

HIMU vs. PDBC - Drawdown Comparison

The maximum HIMU drawdown since its inception was -8.01%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for HIMU and PDBC.


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Drawdown Indicators


HIMUPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-8.01%

-49.52%

+41.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.29%

-16.55%

+13.26%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

Max Drawdown (5Y)

Largest decline over 5 years

-27.63%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

Current Drawdown

Current decline from peak

-0.56%

-10.63%

+10.07%

Average Drawdown

Average peak-to-trough decline

-1.63%

-23.11%

+21.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

4.69%

-3.82%

Volatility

HIMU vs. PDBC - Volatility Comparison

The current volatility for iShares High Yield Muni Active ETF (HIMU) is 0.96%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 6.25%. This indicates that HIMU 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


HIMUPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

6.25%

-5.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

16.77%

-13.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

18.90%

-14.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.20%

19.24%

-12.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.20%

17.76%

-10.56%

HIMU vs. PDBC - Expense Ratio Comparison

HIMU has a 0.42% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Dividends

HIMU vs. PDBC - Dividend Comparison

HIMU's dividend yield for the trailing twelve months is around 5.10%, more than PDBC's 3.01% yield.


PositionTTM2025202420232022202120202019201820172016
HIMU
iShares High Yield Muni Active ETF
5.10%4.57%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
3.01%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%

Frequently Asked Questions


HIMU and PDBC have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (6.25%) compared to HIMU (0.96%). In terms of maximum drawdown, HIMU dropped -8.01% vs PDBC's -49.52%.

On 1-year performance, PDBC leads with 30.72% vs 8.32% for HIMU. On fees, HIMU is cheaper at 0.42% per year. On volatility, HIMU has been the lower-risk option at 0.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PDBC has performed better with a 30.72% return vs 8.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HIMU is cheaper with a 0.42% expense ratio, compared with 0.58% for PDBC.

HIMU has the higher dividend yield at 5.10%, compared with 3.01% for PDBC.

HIMU is categorized as High Yield Muni, while PDBC is Commodities. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.42% for HIMU and 0.58% for PDBC.

HIMU currently has the higher Sharpe Ratio (1.91 vs 1.64), 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 HIMU and PDBC

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