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PDBA vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDBA vs. QQQ - 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 QQQ ETF (QQQ). 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 QQQ's 21.30% return.


PDBA

1D
-0.89%
1M
-4.99%
YTD
5.38%
6M
5.65%
1Y
3.79%
3Y*
13.50%
5Y*
10Y*

QQQ

1D
-0.26%
1M
10.60%
YTD
21.30%
6M
19.66%
1Y
41.82%
3Y*
28.78%
5Y*
17.97%
10Y*
21.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDBA vs. QQQ - 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%
QQQ
Invesco QQQ ETF
21.30%20.77%25.58%54.86%-15.11%

Correlation

The correlation between PDBA and QQQ is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.10

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

0.11

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Return for Risk

PDBA vs. QQQ — 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

QQQ
QQQ Risk / Return Rank: 7373
Overall Rank
QQQ Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7474
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7171
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. QQQ - 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 QQQ ETF (QQQ). 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.


PDBAQQQDifference
Sharpe ratioReturn per unit of total volatility

-2.28

Sortino ratioReturn per unit of downside risk

-2.88

Omega ratioGain probability vs. loss probability

1.07

1.45

-0.39

Calmar ratioReturn relative to maximum drawdown

0.47

3.51

-3.04

Martin ratioReturn relative to average drawdown

0.92

13.49

-12.58

PDBA vs. QQQ - Sharpe Ratio Comparison

The current PDBA Sharpe Ratio is 0.35, which is lower than the QQQ Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of PDBA and QQQ, 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


PDBAQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

2.64

-2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.41

+0.43

Drawdowns

PDBA vs. QQQ - Drawdown Comparison

The maximum PDBA drawdown since its inception was -12.45%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for PDBA and QQQ.


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Drawdown Indicators


PDBAQQQDifference

Max Drawdown

Largest peak-to-trough decline

-12.45%

-82.97%

+70.52%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-11.96%

+3.91%

Max Drawdown (3Y)

Largest decline over 3 years

-12.45%

-22.77%

+10.32%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-6.47%

-0.26%

-6.21%

Average Drawdown

Average peak-to-trough decline

-3.79%

-32.79%

+29.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

3.11%

+1.03%

Volatility

PDBA vs. QQQ - Volatility Comparison

The current volatility for Invesco Agriculture Commodity Strategy No K-1 ETF (PDBA) is 4.05%, while Invesco QQQ ETF (QQQ) has a volatility of 4.49%. This indicates that PDBA experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDBAQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

4.49%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

12.10%

-5.59%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

15.94%

-5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.29%

22.38%

-9.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.29%

22.29%

-9.00%

PDBA vs. QQQ - Expense Ratio Comparison

PDBA has a 0.59% expense ratio, which is higher than QQQ's 0.18% expense ratio.


Dividends

PDBA vs. QQQ - Dividend Comparison

PDBA's dividend yield for the trailing twelve months is around 3.15%, more than QQQ's 0.38% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
QQQ
Invesco QQQ ETF
0.38%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions


PDBA and QQQ have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQ has higher volatility (4.49%) compared to PDBA (4.05%). In terms of maximum drawdown, PDBA dropped -12.45% vs QQQ's -82.97%.

On 3-year performance, QQQ leads with 28.78% vs 13.50% for PDBA. On fees, QQQ is cheaper at 0.18% 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, QQQ has performed better with a 28.78% return vs 13.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.59% for PDBA.

PDBA has the higher dividend yield at 3.15%, compared with 0.38% for QQQ.

PDBA is categorized as Agricultural Commodities, while QQQ is Nasdaq-100. Their fees differ too: 0.59% for PDBA and 0.18% for QQQ.

QQQ currently has the higher Sharpe Ratio (2.64 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.

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