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IBGB vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGB vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2045 Term Treasury ETF (IBGB) 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, IBGB achieves a -1.86% return, which is significantly lower than PDBC's 27.55% return.


IBGB

1D
0.77%
1M
-2.11%
6M
-1.81%
YTD
-1.86%
1Y
-0.26%
3Y*
5Y*
10Y*
ALL TIME*
0.52%

PDBC

1D
-2.03%
1M
6.49%
6M
17.93%
YTD
27.55%
1Y
33.81%
3Y*
9.24%
5Y*
10.79%
10Y*
8.56%
ALL TIME*
3.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$32.56K$33.15K$77.72K
$116.56M$150.03M$123.54M

IBGB vs. PDBC - Yearly Performance Comparison


Correlation

The correlation between IBGB and PDBC is -0.38, 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.

-0.38

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2025

-0.32

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Return for Risk

IBGB vs. PDBC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IBGB
IBGB Risk / Return Rank: 99
Overall Rank
IBGB Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IBGB Sortino Ratio Rank: 99
Sortino Ratio Rank
IBGB Omega Ratio Rank: 99
Omega Ratio Rank
IBGB Calmar Ratio Rank: 1010
Calmar Ratio Rank
IBGB Martin Ratio Rank: 1010
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 5858
Overall Rank
PDBC Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 6161
Sortino Ratio Rank
PDBC Omega Ratio Rank: 6060
Omega Ratio Rank
PDBC Calmar Ratio Rank: 5151
Calmar Ratio Rank
PDBC Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IBGB vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2045 Term Treasury ETF (IBGB) 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.


IBGBPDBCDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.30

Omega ratioGain probability vs. loss probability

1.00

1.29

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.04

2.05

-2.09

Martin ratioReturn relative to average drawdown

-0.08

6.77

-6.85

IBGB vs. PDBC - Sharpe Ratio Comparison

The current IBGB Sharpe Ratio is -0.03, which is lower than the PDBC Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of IBGB 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

IBGB vs. PDBC - Drawdown Comparison

The maximum IBGB drawdown since its inception was -8.09%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for IBGB and PDBC.


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Drawdown Indicators


IBGBPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-8.09%

-49.52%

+41.43%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-16.55%

+9.76%

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

-5.59%

-10.63%

+5.04%

Average Drawdown

Average peak-to-trough decline

-3.31%

-23.02%

+19.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

5.01%

-1.94%

Volatility

IBGB vs. PDBC - Volatility Comparison

The current volatility for iShares iBonds Dec 2045 Term Treasury ETF (IBGB) is 2.36%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 7.66%. This indicates that IBGB 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


IBGBPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

7.66%

-5.30%

Volatility (6M)

Calculated over the trailing 6-month period

6.21%

16.82%

-10.61%

Volatility (1Y)

Calculated over the trailing 1-year period

8.02%

19.73%

-11.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.37%

19.29%

-9.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.37%

17.85%

-8.48%

IBGB vs. PDBC - Expense Ratio Comparison

IBGB has a 0.07% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Dividends

IBGB vs. PDBC - Dividend Comparison

IBGB's dividend yield for the trailing twelve months is around 4.74%, more than PDBC's 3.01% yield.


PositionTTM2025202420232022202120202019201820172016
IBGB
iShares iBonds Dec 2045 Term Treasury ETF
4.74%3.53%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


IBGB and PDBC have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (7.66%) compared to IBGB (2.36%). In terms of maximum drawdown, IBGB dropped -8.09% vs PDBC's -49.52%.

On 1-year performance, PDBC leads with 33.81% vs -0.26% for IBGB. On fees, IBGB is cheaper at 0.07% per year. On volatility, IBGB has been the lower-risk option at 2.36%. 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 33.81% return vs -0.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGB is cheaper with a 0.07% expense ratio, compared with 0.58% for PDBC.

IBGB has the higher dividend yield at 4.74%, compared with 3.01% for PDBC.

IBGB is categorized as Government Bonds, while PDBC is Commodities. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for IBGB and 0.58% for PDBC.

PDBC currently has the higher Sharpe Ratio (1.72 vs -0.03), 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

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