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INMU vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INMU vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Intermediate Muni Income Bond ETF (INMU) 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, INMU achieves a 1.73% return, which is significantly lower than PDBC's 36.23% return.


INMU

1D
0.00%
1M
0.57%
YTD
1.73%
6M
1.98%
1Y
7.17%
3Y*
4.89%
5Y*
1.78%
10Y*

PDBC

1D
0.39%
1M
-3.37%
YTD
36.23%
6M
36.27%
1Y
45.46%
3Y*
14.42%
5Y*
12.39%
10Y*
8.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INMU vs. PDBC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
INMU
BlackRock Intermediate Muni Income Bond ETF
1.73%5.52%2.77%6.50%-7.78%2.84%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
36.23%5.96%2.09%-6.25%19.23%26.10%

Correlation

The correlation between INMU and PDBC 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

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2021

-0.03

Over the past year, the inverse relationship between INMU and PDBC has strengthened: their correlation has moved from -0.03 to -0.25, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

INMU vs. PDBC — Risk / Return Rank

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

INMU
INMU Risk / Return Rank: 7676
Overall Rank
INMU Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
INMU Sortino Ratio Rank: 9090
Sortino Ratio Rank
INMU Omega Ratio Rank: 9393
Omega Ratio Rank
INMU Calmar Ratio Rank: 5757
Calmar Ratio Rank
INMU Martin Ratio Rank: 5555
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 7474
Overall Rank
PDBC Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 6767
Sortino Ratio Rank
PDBC Omega Ratio Rank: 7070
Omega Ratio Rank
PDBC Calmar Ratio Rank: 9292
Calmar Ratio Rank
PDBC Martin Ratio Rank: 7070
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.

INMU vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Intermediate Muni Income Bond ETF (INMU) 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.


INMUPDBCDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.65

1.43

+0.22

Calmar ratioReturn relative to maximum drawdown

2.79

6.35

-3.56

Martin ratioReturn relative to average drawdown

9.53

13.39

-3.85

INMU vs. PDBC - Sharpe Ratio Comparison

The current INMU Sharpe Ratio is 2.87, which is comparable to the PDBC Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of INMU 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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Sharpe Ratios by Period


INMUPDBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

2.46

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.65

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.23

+0.36

Drawdowns

INMU vs. PDBC - Drawdown Comparison

The maximum INMU drawdown since its inception was -10.67%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for INMU and PDBC.


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Drawdown Indicators


INMUPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-10.67%

-49.52%

+38.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-7.19%

+4.61%

Max Drawdown (3Y)

Largest decline over 3 years

-4.88%

-13.95%

+9.07%

Max Drawdown (5Y)

Largest decline over 5 years

-10.67%

-27.63%

+16.96%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

Current Drawdown

Current decline from peak

-0.66%

-4.55%

+3.89%

Average Drawdown

Average peak-to-trough decline

-2.81%

-23.21%

+20.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

3.41%

-2.66%

Volatility

INMU vs. PDBC - Volatility Comparison

The current volatility for BlackRock Intermediate Muni Income Bond ETF (INMU) is 0.81%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 6.20%. This indicates that INMU 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


INMUPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

6.20%

-5.39%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

15.78%

-13.90%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

18.61%

-16.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.60%

19.12%

-15.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.54%

17.78%

-14.24%

INMU vs. PDBC - Expense Ratio Comparison

INMU has a 0.30% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Dividends

INMU vs. PDBC - Dividend Comparison

INMU's dividend yield for the trailing twelve months is around 3.36%, more than PDBC's 2.82% yield.


PositionTTM2025202420232022202120202019201820172016
INMU
BlackRock Intermediate Muni Income Bond ETF
3.36%3.48%3.47%3.44%1.92%1.14%0.00%0.00%0.00%0.00%0.00%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
2.82%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%

Frequently Asked Questions


INMU and PDBC 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.

PDBC has higher volatility (6.20%) compared to INMU (0.81%). In terms of maximum drawdown, INMU dropped -10.67% vs PDBC's -49.52%.

On 5-year performance, PDBC leads with 12.39% vs 1.78% for INMU. On fees, INMU is cheaper at 0.30% per year. On volatility, INMU has been the lower-risk option at 0.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PDBC has performed better with a 12.39% return vs 1.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

INMU is cheaper with a 0.30% expense ratio, compared with 0.58% for PDBC.

INMU has the higher dividend yield at 3.36%, compared with 2.82% for PDBC.

INMU is categorized as Municipal Bonds, while PDBC is Commodities. They also come from different issuers: BlackRock and Invesco. Their fees differ too: 0.30% for INMU and 0.58% for PDBC.

INMU currently has the higher Sharpe Ratio (2.87 vs 2.46), 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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