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IOPP vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IOPP vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Tara India Opportunities ETF (IOPP) 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, IOPP achieves a -2.22% return, which is significantly lower than PDBC's 24.08% return.


IOPP

1D
0.01%
1M
5.35%
6M
-0.81%
YTD
-2.22%
1Y
-2.30%
3Y*
5Y*
10Y*

PDBC

1D
0.12%
1M
-3.63%
6M
21.24%
YTD
24.08%
1Y
27.16%
3Y*
9.96%
5Y*
10.22%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOPP vs. PDBC - Yearly Performance Comparison


Correlation

The correlation between IOPP and PDBC is -0.27, 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

-0.27

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2024

-0.08

The correlation between IOPP and PDBC shifts across timeframes, from -0.27 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IOPP vs. PDBC — Risk / Return Rank

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

IOPP
IOPP Risk / Return Rank: 77
Overall Rank
IOPP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IOPP Sortino Ratio Rank: 77
Sortino Ratio Rank
IOPP Omega Ratio Rank: 77
Omega Ratio Rank
IOPP Calmar Ratio Rank: 88
Calmar Ratio Rank
IOPP Martin Ratio Rank: 77
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 5151
Overall Rank
PDBC Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 5454
Sortino Ratio Rank
PDBC Omega Ratio Rank: 5353
Omega Ratio Rank
PDBC Calmar Ratio Rank: 4343
Calmar Ratio Rank
PDBC Martin Ratio Rank: 4747
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.

IOPP vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Tara India Opportunities ETF (IOPP) 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.


IOPPPDBCDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-2.32

Omega ratioGain probability vs. loss probability

0.98

1.27

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.19

1.75

-1.94

Martin ratioReturn relative to average drawdown

-0.46

6.25

-6.71

IOPP vs. PDBC - Sharpe Ratio Comparison

The current IOPP Sharpe Ratio is -0.21, which is lower than the PDBC Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of IOPP 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

IOPP vs. PDBC - Drawdown Comparison

The maximum IOPP drawdown since its inception was -23.67%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for IOPP and PDBC.


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Drawdown Indicators


IOPPPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-23.67%

-49.52%

+25.85%

Max Drawdown (1Y)

Largest decline over 1 year

-19.42%

-16.55%

-2.87%

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

-10.69%

-13.06%

+2.37%

Average Drawdown

Average peak-to-trough decline

-9.03%

-23.11%

+14.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.74%

4.64%

+3.10%

Volatility

IOPP vs. PDBC - Volatility Comparison

The current volatility for Simplify Tara India Opportunities ETF (IOPP) is 4.00%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 5.48%. This indicates that IOPP 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


IOPPPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

5.48%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

14.63%

16.59%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

17.31%

18.72%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

19.19%

-2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

17.75%

-1.05%

IOPP vs. PDBC - Expense Ratio Comparison

IOPP has a 0.73% expense ratio, which is higher than PDBC's 0.58% expense ratio.


Dividends

IOPP vs. PDBC - Dividend Comparison

IOPP's dividend yield for the trailing twelve months is around 0.38%, less than PDBC's 3.09% yield.


PositionTTM2025202420232022202120202019201820172016
IOPP
Simplify Tara India Opportunities ETF
0.38%0.29%6.96%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
3.09%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%

Frequently Asked Questions


IOPP and PDBC have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (5.48%) compared to IOPP (4.00%). In terms of maximum drawdown, IOPP dropped -23.67% vs PDBC's -49.52%.

On 1-year performance, PDBC leads with 27.16% vs -2.30% for IOPP. On fees, PDBC is cheaper at 0.58% per year. On volatility, IOPP has been the lower-risk option at 4.00%. 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 27.16% return vs -2.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PDBC is cheaper with a 0.58% expense ratio, compared with 0.73% for IOPP.

PDBC has the higher dividend yield at 3.09%, compared with 0.38% for IOPP.

IOPP is categorized as India Equities, while PDBC is Commodities. They also come from different issuers: Simplify and Invesco. Their fees differ too: 0.73% for IOPP and 0.58% for PDBC.

PDBC currently has the higher Sharpe Ratio (1.55 vs -0.21), 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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