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MUB vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUB vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares National AMT-Free Muni Bond ETF (MUB) 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, MUB achieves a 1.41% return, which is significantly lower than PDBC's 27.55% return. Over the past 10 years, MUB has underperformed PDBC with an annualized return of 1.90%, while PDBC has yielded a comparatively higher 8.14% annualized return.


MUB

1D
-0.10%
1M
0.13%
6M
0.99%
YTD
1.41%
1Y
6.17%
3Y*
3.16%
5Y*
0.78%
10Y*
1.90%

PDBC

1D
2.80%
1M
-0.94%
6M
22.82%
YTD
27.55%
1Y
30.72%
3Y*
10.42%
5Y*
10.81%
10Y*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUB vs. PDBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUB
iShares National AMT-Free Muni Bond ETF
1.41%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
27.55%5.96%2.09%-6.25%19.23%41.72%-7.84%11.44%-12.78%5.06%

Correlation

The correlation between MUB and PDBC is -0.30, 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

-0.30

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

-0.13

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

-0.08

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

-0.07

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

-0.09

Over the past year, the inverse relationship between MUB and PDBC has strengthened: their correlation has moved from -0.09 to -0.30, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

MUB vs. PDBC — Risk / Return Rank

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

MUB
MUB Risk / Return Rank: 7474
Overall Rank
MUB Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 8686
Sortino Ratio Rank
MUB Omega Ratio Rank: 8989
Omega Ratio Rank
MUB Calmar Ratio Rank: 5656
Calmar Ratio Rank
MUB Martin Ratio Rank: 5757
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 5555
Overall Rank
PDBC Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 6060
Sortino Ratio Rank
PDBC Omega Ratio Rank: 5858
Omega Ratio Rank
PDBC Calmar Ratio Rank: 4747
Calmar Ratio Rank
PDBC Martin Ratio Rank: 4949
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.

MUB vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares National AMT-Free Muni Bond ETF (MUB) 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.


MUBPDBCDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.44

1.28

+0.16

Calmar ratioReturn relative to maximum drawdown

2.22

1.86

+0.36

Martin ratioReturn relative to average drawdown

7.87

6.57

+1.29

MUB vs. PDBC - Sharpe Ratio Comparison

The current MUB Sharpe Ratio is 2.14, which is higher than the PDBC Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of MUB 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

MUB vs. PDBC - Drawdown Comparison

The maximum MUB drawdown since its inception was -13.68%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for MUB and PDBC.


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Drawdown Indicators


MUBPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-13.68%

-49.52%

+35.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-16.55%

+13.76%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

-16.55%

+11.21%

Max Drawdown (5Y)

Largest decline over 5 years

-11.88%

-27.63%

+15.75%

Max Drawdown (10Y)

Largest decline over 10 years

-13.68%

-40.73%

+27.05%

Current Drawdown

Current decline from peak

-0.62%

-10.63%

+10.01%

Average Drawdown

Average peak-to-trough decline

-2.22%

-23.11%

+20.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

4.69%

-3.90%

Volatility

MUB vs. PDBC - Volatility Comparison

The current volatility for iShares National AMT-Free Muni Bond ETF (MUB) is 0.72%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 6.25%. This indicates that MUB 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


MUBPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

6.25%

-5.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

16.77%

-14.46%

Volatility (1Y)

Calculated over the trailing 1-year period

2.90%

18.90%

-16.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.07%

19.24%

-15.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

17.76%

-12.86%

MUB vs. PDBC - Expense Ratio Comparison

MUB has a 0.07% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Dividends

MUB vs. PDBC - Dividend Comparison

MUB's dividend yield for the trailing twelve months is around 3.19%, more than PDBC's 3.01% yield.


PositionTTM20252024202320222021202020192018201720162015
MUB
iShares National AMT-Free Muni Bond ETF
3.19%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
3.01%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


MUB and PDBC have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (6.25%) compared to MUB (0.72%). In terms of maximum drawdown, MUB dropped -13.68% vs PDBC's -49.52%.

On 10-year performance, PDBC leads with 8.14% vs 1.90% for MUB. On fees, MUB is cheaper at 0.07% per year. On volatility, MUB has been the lower-risk option at 0.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PDBC has performed better with a 8.14% return vs 1.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MUB is cheaper with a 0.07% expense ratio, compared with 0.58% for PDBC.

MUB has the higher dividend yield at 3.19%, compared with 3.01% for PDBC.

MUB is categorized as Municipal Bonds, while PDBC is Commodities. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for MUB and 0.58% for PDBC.

MUB currently has the higher Sharpe Ratio (2.14 vs 1.64), 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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