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PDBA vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDBA vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Agriculture Commodity Strategy No K-1 ETF (PDBA) 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, PDBA achieves a 5.38% return, which is significantly lower than PDBC's 36.23% return.


PDBA

1D
-0.89%
1M
-4.99%
YTD
5.38%
6M
5.65%
1Y
3.79%
3Y*
13.50%
5Y*
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)

PDBA vs. PDBC - Yearly Performance Comparison


2026 (YTD)2025202420232022
PDBA
Invesco Agriculture Commodity Strategy No K-1 ETF
5.38%-0.76%34.16%7.83%-1.60%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
36.23%5.96%2.09%-6.25%-7.74%

Correlation

The correlation between PDBA and PDBC is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.28

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2022

0.33

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Return for Risk

PDBA vs. PDBC — Risk / Return Rank

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

PDBA
PDBA Risk / Return Rank: 1313
Overall Rank
PDBA Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
PDBA Sortino Ratio Rank: 1313
Sortino Ratio Rank
PDBA Omega Ratio Rank: 1313
Omega Ratio Rank
PDBA Calmar Ratio Rank: 1414
Calmar Ratio Rank
PDBA Martin Ratio Rank: 1313
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.

PDBA vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Agriculture Commodity Strategy No K-1 ETF (PDBA) 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.


PDBAPDBCDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-2.57

Omega ratioGain probability vs. loss probability

1.07

1.43

-0.36

Calmar ratioReturn relative to maximum drawdown

0.47

6.35

-5.88

Martin ratioReturn relative to average drawdown

0.92

13.39

-12.47

PDBA vs. PDBC - Sharpe Ratio Comparison

The current PDBA Sharpe Ratio is 0.35, which is lower than the PDBC Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of PDBA 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


PDBAPDBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

2.46

-2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.23

+0.61

Drawdowns

PDBA vs. PDBC - Drawdown Comparison

The maximum PDBA drawdown since its inception was -12.45%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for PDBA and PDBC.


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Drawdown Indicators


PDBAPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-12.45%

-49.52%

+37.07%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-7.19%

-0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-12.45%

-13.95%

+1.50%

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

-6.47%

-4.55%

-1.92%

Average Drawdown

Average peak-to-trough decline

-3.79%

-23.21%

+19.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

3.41%

+0.73%

Volatility

PDBA vs. PDBC - Volatility Comparison

The current volatility for Invesco Agriculture Commodity Strategy No K-1 ETF (PDBA) is 4.05%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 6.20%. This indicates that PDBA 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


PDBAPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

6.20%

-2.15%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

15.78%

-9.27%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

18.61%

-7.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.29%

19.12%

-5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.29%

17.78%

-4.49%

PDBA vs. PDBC - Expense Ratio Comparison

PDBA has a 0.59% expense ratio, which is higher than PDBC's 0.58% expense ratio.


Dividends

PDBA vs. PDBC - Dividend Comparison

PDBA's dividend yield for the trailing twelve months is around 3.15%, more than PDBC's 2.82% yield.


PositionTTM2025202420232022202120202019201820172016
PDBA
Invesco Agriculture Commodity Strategy No K-1 ETF
3.15%3.32%13.01%6.82%0.74%0.00%0.00%0.00%0.00%0.00%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


PDBA and PDBC have a correlation of 0.37, 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 PDBA (4.05%). In terms of maximum drawdown, PDBA dropped -12.45% vs PDBC's -49.52%.

On 3-year performance, PDBC leads with 14.42% vs 13.50% for PDBA. On fees, PDBC is cheaper at 0.58% per year. On volatility, PDBA has been the lower-risk option at 4.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PDBC has performed better with a 14.42% return vs 13.50%. 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 0.59% for PDBA.

PDBA has the higher dividend yield at 3.15%, compared with 2.82% for PDBC.

PDBA is categorized as Agricultural Commodities, while PDBC is Commodities. Their fees differ too: 0.59% for PDBA and 0.58% for PDBC.

PDBC currently has the higher Sharpe Ratio (2.46 vs 0.35), 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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