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MMIT vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMIT vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay Municipal Intermediate ETF (MMIT) 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, MMIT achieves a 1.40% return, which is significantly lower than PDBC's 36.23% return.


MMIT

1D
-0.04%
1M
0.50%
YTD
1.40%
6M
1.79%
1Y
6.45%
3Y*
3.85%
5Y*
1.11%
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)

MMIT vs. PDBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMIT
IQ MacKay Municipal Intermediate ETF
1.40%5.03%1.46%5.42%-7.40%1.55%6.17%7.49%2.41%0.43%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
36.23%5.96%2.09%-6.25%19.23%41.72%-7.84%11.44%-12.78%6.66%

Correlation

The correlation between MMIT and PDBC is -0.16, 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

-0.16

Correlation (3Y)
Calculated over the trailing 3-year period

-0.08

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2017

-0.04

The correlation between MMIT and PDBC shifts across timeframes, from -0.16 (1 year) to -0.04 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MMIT vs. PDBC — Risk / Return Rank

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

MMIT
MMIT Risk / Return Rank: 7070
Overall Rank
MMIT Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MMIT Sortino Ratio Rank: 8484
Sortino Ratio Rank
MMIT Omega Ratio Rank: 8686
Omega Ratio Rank
MMIT Calmar Ratio Rank: 5151
Calmar Ratio Rank
MMIT Martin Ratio Rank: 5151
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.

MMIT vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay Municipal Intermediate ETF (MMIT) 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.


MMITPDBCDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.53

1.43

+0.10

Calmar ratioReturn relative to maximum drawdown

2.50

6.35

-3.85

Martin ratioReturn relative to average drawdown

8.50

13.39

-4.89

MMIT vs. PDBC - Sharpe Ratio Comparison

The current MMIT Sharpe Ratio is 2.56, which is comparable to the PDBC Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of MMIT 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


MMITPDBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

2.46

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.65

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.23

+0.40

Drawdowns

MMIT vs. PDBC - Drawdown Comparison

The maximum MMIT drawdown since its inception was -12.28%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for MMIT and PDBC.


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Drawdown Indicators


MMITPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-12.28%

-49.52%

+37.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.59%

-7.19%

+4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-3.96%

-13.95%

+9.99%

Max Drawdown (5Y)

Largest decline over 5 years

-12.28%

-27.63%

+15.35%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

Current Drawdown

Current decline from peak

-0.77%

-4.55%

+3.78%

Average Drawdown

Average peak-to-trough decline

-2.27%

-23.21%

+20.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

3.41%

-2.65%

Volatility

MMIT vs. PDBC - Volatility Comparison

The current volatility for IQ MacKay Municipal Intermediate ETF (MMIT) is 0.77%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 6.20%. This indicates that MMIT 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


MMITPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

6.20%

-5.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

15.78%

-14.12%

Volatility (1Y)

Calculated over the trailing 1-year period

2.53%

18.61%

-16.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.54%

19.12%

-15.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.30%

17.78%

-13.48%

MMIT vs. PDBC - Expense Ratio Comparison

MMIT has a 0.31% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Dividends

MMIT vs. PDBC - Dividend Comparison

MMIT's dividend yield for the trailing twelve months is around 3.57%, more than PDBC's 2.82% yield.


PositionTTM2025202420232022202120202019201820172016
MMIT
IQ MacKay Municipal Intermediate ETF
3.57%3.54%3.76%3.46%2.30%1.81%2.59%4.14%2.46%0.35%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


MMIT and PDBC have a correlation of -0.16, 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 MMIT (0.77%). In terms of maximum drawdown, MMIT dropped -12.28% vs PDBC's -49.52%.

On 5-year performance, PDBC leads with 12.39% vs 1.11% for MMIT. On fees, MMIT is cheaper at 0.31% per year. On volatility, MMIT has been the lower-risk option at 0.77%. 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 1.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MMIT is cheaper with a 0.31% expense ratio, compared with 0.58% for PDBC.

MMIT has the higher dividend yield at 3.57%, compared with 2.82% for PDBC.

MMIT is categorized as Municipal Bonds, while PDBC is Commodities. They also come from different issuers: New York Life and Invesco. Their fees differ too: 0.31% for MMIT and 0.58% for PDBC.

MMIT currently has the higher Sharpe Ratio (2.56 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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