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ITB vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITB vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Home Construction ETF (ITB) 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, ITB achieves a 1.88% return, which is significantly lower than PDBC's 24.08% return. Over the past 10 years, ITB has outperformed PDBC with an annualized return of 13.57%, while PDBC has yielded a comparatively lower 7.69% annualized return.


ITB

1D
0.90%
1M
1.00%
6M
-8.30%
YTD
1.88%
1Y
-0.37%
3Y*
5.78%
5Y*
8.26%
10Y*
13.57%

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)

ITB vs. PDBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITB
iShares U.S. Home Construction ETF
1.88%-5.26%2.06%68.91%-26.26%49.25%26.42%48.70%-30.92%59.65%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
24.08%5.96%2.09%-6.25%19.23%41.72%-7.84%11.44%-12.78%5.06%

Correlation

The correlation between ITB 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

-0.08

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

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2014

0.12

The correlation between ITB and PDBC shifts across timeframes, from -0.25 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ITB vs. PDBC — Risk / Return Rank

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

ITB
ITB Risk / Return Rank: 99
Overall Rank
ITB Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ITB Sortino Ratio Rank: 99
Sortino Ratio Rank
ITB Omega Ratio Rank: 99
Omega Ratio Rank
ITB Calmar Ratio Rank: 99
Calmar Ratio Rank
ITB Martin Ratio Rank: 99
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.

ITB vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) 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.


ITBPDBCDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

1.02

1.27

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.07

1.75

-1.82

Martin ratioReturn relative to average drawdown

-0.13

6.25

-6.38

ITB vs. PDBC - Sharpe Ratio Comparison

The current ITB Sharpe Ratio is -0.06, which is lower than the PDBC Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of ITB 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

ITB vs. PDBC - Drawdown Comparison

The maximum ITB drawdown since its inception was -86.53%, which is greater than PDBC's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for ITB and PDBC.


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Drawdown Indicators


ITBPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-86.53%

-49.52%

-37.01%

Max Drawdown (1Y)

Largest decline over 1 year

-26.04%

-16.55%

-9.49%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

-16.55%

-16.80%

Max Drawdown (5Y)

Largest decline over 5 years

-40.55%

-27.63%

-12.92%

Max Drawdown (10Y)

Largest decline over 10 years

-52.10%

-40.73%

-11.37%

Current Drawdown

Current decline from peak

-22.77%

-13.06%

-9.71%

Average Drawdown

Average peak-to-trough decline

-37.02%

-23.11%

-13.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.97%

4.64%

+9.33%

Volatility

ITB vs. PDBC - Volatility Comparison

iShares U.S. Home Construction ETF (ITB) has a higher volatility of 11.13% compared to Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) at 5.48%. This indicates that ITB's price experiences larger fluctuations and is considered to be riskier 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


ITBPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.13%

5.48%

+5.65%

Volatility (6M)

Calculated over the trailing 6-month period

22.59%

16.59%

+6.00%

Volatility (1Y)

Calculated over the trailing 1-year period

30.21%

18.72%

+11.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.51%

19.19%

+10.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.13%

17.75%

+12.38%

ITB vs. PDBC - Expense Ratio Comparison

ITB has a 0.38% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Dividends

ITB vs. PDBC - Dividend Comparison

ITB's dividend yield for the trailing twelve months is around 0.66%, less than PDBC's 3.09% yield.


PositionTTM20252024202320222021202020192018201720162015
ITB
iShares U.S. Home Construction ETF
0.66%1.67%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%
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%0.00%

Frequently Asked Questions


ITB 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.

ITB has higher volatility (11.13%) compared to PDBC (5.48%). In terms of maximum drawdown, ITB dropped -86.53% vs PDBC's -49.52%.

On 10-year performance, ITB leads with 13.57% vs 7.69% for PDBC. On fees, ITB is cheaper at 0.38% per year. On volatility, PDBC has been the lower-risk option at 5.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ITB has performed better with a 13.57% return vs 7.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITB is cheaper with a 0.38% expense ratio, compared with 0.58% for PDBC.

PDBC has the higher dividend yield at 3.09%, compared with 0.66% for ITB.

ITB is categorized as Building & Construction, while PDBC is Commodities. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.38% for ITB and 0.58% for PDBC.

PDBC currently has the higher Sharpe Ratio (1.55 vs -0.06), 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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