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NBCM vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NBCM vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Commodity Strategy ETF (NBCM) 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, NBCM achieves a 19.82% return, which is significantly lower than PDBC's 23.47% return.


NBCM

1D
-0.39%
1M
-8.32%
YTD
19.82%
6M
19.51%
1Y
27.34%
3Y*
14.59%
5Y*
10Y*

PDBC

1D
-0.85%
1M
-10.11%
YTD
23.47%
6M
23.29%
1Y
22.26%
3Y*
10.44%
5Y*
10.25%
10Y*
7.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NBCM vs. PDBC - Yearly Performance Comparison


2026 (YTD)2025202420232022
NBCM
Neuberger Berman Commodity Strategy ETF
19.82%17.45%6.55%-6.41%5.39%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
23.47%5.96%2.09%-6.25%-0.39%

Correlation

The correlation between NBCM and PDBC is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2022

0.91

The correlation between NBCM and PDBC has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

NBCM vs. PDBC — Risk / Return Rank

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

NBCM
NBCM Risk / Return Rank: 4646
Overall Rank
NBCM Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NBCM Sortino Ratio Rank: 4141
Sortino Ratio Rank
NBCM Omega Ratio Rank: 4444
Omega Ratio Rank
NBCM Calmar Ratio Rank: 4848
Calmar Ratio Rank
NBCM Martin Ratio Rank: 5050
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 3535
Overall Rank
PDBC Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 3232
Sortino Ratio Rank
PDBC Omega Ratio Rank: 3333
Omega Ratio Rank
PDBC Calmar Ratio Rank: 3434
Calmar Ratio Rank
PDBC Martin Ratio Rank: 4444
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.

NBCM vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Commodity Strategy ETF (NBCM) 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.


NBCMPDBCDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.28

1.21

+0.07

Calmar ratioReturn relative to maximum drawdown

2.32

1.66

+0.66

Martin ratioReturn relative to average drawdown

8.39

7.01

+1.37

NBCM vs. PDBC - Sharpe Ratio Comparison

The current NBCM Sharpe Ratio is 1.56, which is higher than the PDBC Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of NBCM 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

NBCM vs. PDBC - Drawdown Comparison

The maximum NBCM drawdown since its inception was -12.84%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for NBCM and PDBC.


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Drawdown Indicators


NBCMPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-12.84%

-49.52%

+36.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-13.48%

+1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-13.95%

+2.09%

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

-11.86%

-13.48%

+1.62%

Average Drawdown

Average peak-to-trough decline

-4.24%

-23.15%

+18.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

4.04%

-0.66%

Volatility

NBCM vs. PDBC - Volatility Comparison

The current volatility for Neuberger Berman Commodity Strategy ETF (NBCM) is 3.40%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 4.38%. This indicates that NBCM 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


NBCMPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

4.38%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

15.56%

16.17%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.68%

18.73%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

19.15%

-4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.93%

17.78%

-2.85%

NBCM vs. PDBC - Expense Ratio Comparison

NBCM has a 0.66% expense ratio, which is higher than PDBC's 0.58% expense ratio.


Dividends

NBCM vs. PDBC - Dividend Comparison

NBCM's dividend yield for the trailing twelve months is around 7.06%, more than PDBC's 3.11% yield.


PositionTTM2025202420232022202120202019201820172016
NBCM
Neuberger Berman Commodity Strategy ETF
7.06%8.46%5.22%4.37%0.80%0.00%0.00%0.00%0.00%0.00%0.00%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
3.11%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%

Frequently Asked Questions


With a correlation of 0.91, NBCM and PDBC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PDBC has higher volatility (4.38%) compared to NBCM (3.40%). In terms of maximum drawdown, NBCM dropped -12.84% vs PDBC's -49.52%.

On 3-year performance, NBCM leads with 14.59% vs 10.44% for PDBC. On fees, PDBC is cheaper at 0.58% per year. On volatility, NBCM has been the lower-risk option at 3.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, NBCM has performed better with a 14.59% return vs 10.44%. 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 0.66% for NBCM.

NBCM has the higher dividend yield at 7.06%, compared with 3.11% for PDBC.

They also come from different issuers: Neuberger Berman and Invesco. Their fees differ too: 0.66% for NBCM and 0.58% for PDBC.

NBCM currently has the higher Sharpe Ratio (1.56 vs 1.20), 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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