IDME vs. PDBC
Compare and contrast key facts about Aptus International Drawdown Managed Equity ETF (IDME) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC).
IDME and PDBC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDME is an actively managed fund by Aptus Capital Advisors. It was launched on Jul 22, 2021. PDBC is an actively managed fund by Invesco. It was launched on Nov 7, 2014.
Performance
IDME vs. PDBC - Performance Comparison
Loading graphics...
IDME vs. PDBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IDME Aptus International Drawdown Managed Equity ETF | 2.69% | 27.53% | 6.12% | 9.07% | -19.79% | -1.25% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 30.72% | 5.96% | 2.09% | -6.25% | 19.23% | 8.13% |
Returns By Period
In the year-to-date period, IDME achieves a 2.69% return, which is significantly lower than PDBC's 30.72% return.
IDME
- 1D
- 3.44%
- 1M
- -7.91%
- YTD
- 2.69%
- 6M
- 7.43%
- 1Y
- 25.47%
- 3Y*
- 13.36%
- 5Y*
- —
- 10Y*
- —
PDBC
- 1D
- -1.03%
- 1M
- 16.09%
- YTD
- 30.72%
- 6M
- 33.97%
- 1Y
- 32.00%
- 3Y*
- 11.28%
- 5Y*
- 14.29%
- 10Y*
- 9.86%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IDME vs. PDBC - Expense Ratio Comparison
IDME has a 0.65% expense ratio, which is higher than PDBC's 0.58% expense ratio.
Return for Risk
IDME vs. PDBC — Risk / Return Rank
IDME
PDBC
IDME vs. PDBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) 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.
| IDME | PDBC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 1.72 | -0.21 |
Sortino ratioReturn per unit of downside risk | 2.10 | 2.31 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 3.04 | -0.89 |
Martin ratioReturn relative to average drawdown | 8.34 | 7.48 | +0.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IDME | PDBC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 1.72 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.22 | +0.06 |
Correlation
The correlation between IDME and PDBC is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IDME vs. PDBC - Dividend Comparison
IDME's dividend yield for the trailing twelve months is around 5.63%, more than PDBC's 2.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IDME Aptus International Drawdown Managed Equity ETF | 5.63% | 4.90% | 5.64% | 3.71% | 2.62% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 2.94% | 3.84% | 4.42% | 4.21% | 13.05% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.51% |
Drawdowns
IDME vs. PDBC - Drawdown Comparison
The maximum IDME drawdown since its inception was -29.20%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for IDME and PDBC.
Loading graphics...
Drawdown Indicators
| IDME | PDBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.20% | -49.52% | +20.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.46% | -11.07% | -0.39% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.73% | — |
Current DrawdownCurrent decline from peak | -8.42% | -1.03% | -7.39% |
Average DrawdownAverage peak-to-trough decline | -11.52% | -23.53% | +12.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 4.50% | -1.54% |
Volatility
IDME vs. PDBC - Volatility Comparison
Aptus International Drawdown Managed Equity ETF (IDME) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) have volatilities of 8.04% and 8.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IDME | PDBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.04% | 8.15% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 13.88% | -2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 18.72% | -1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 18.92% | -4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.45% | 17.69% | -3.24% |