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PDBC vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDBC vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PDBC achieves a 30.11% return, which is significantly higher than BND's 0.64% return. Over the past 10 years, PDBC has outperformed BND with an annualized return of 8.06%, while BND has yielded a comparatively lower 1.60% annualized return.


PDBC

1D
-1.09%
1M
-8.83%
YTD
30.11%
6M
30.06%
1Y
36.08%
3Y*
13.30%
5Y*
11.21%
10Y*
8.06%

BND

1D
0.58%
1M
0.58%
YTD
0.64%
6M
0.72%
1Y
4.91%
3Y*
4.06%
5Y*
0.06%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDBC vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
30.11%5.96%2.09%-6.25%19.23%41.72%-7.84%11.44%-12.78%5.06%
BND
Vanguard Total Bond Market ETF
0.64%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between PDBC and BND is -0.34, 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

-0.34

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

-0.15

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

-0.10

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

-0.10

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

-0.11

Over the past year, the inverse relationship between PDBC and BND has strengthened: their correlation has moved from -0.11 to -0.34, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

PDBC vs. BND — Risk / Return Rank

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

PDBC
PDBC Risk / Return Rank: 7272
Overall Rank
PDBC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 6767
Sortino Ratio Rank
PDBC Omega Ratio Rank: 6969
Omega Ratio Rank
PDBC Calmar Ratio Rank: 8686
Calmar Ratio Rank
PDBC Martin Ratio Rank: 6767
Martin Ratio Rank

BND
BND Risk / Return Rank: 4444
Overall Rank
BND Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4848
Sortino Ratio Rank
BND Omega Ratio Rank: 4343
Omega Ratio Rank
BND Calmar Ratio Rank: 4545
Calmar Ratio Rank
BND Martin Ratio Rank: 4040
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.

PDBC vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) and Vanguard Total Bond Market ETF (BND). 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.


PDBCBNDDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.34

1.23

+0.11

Calmar ratioReturn relative to maximum drawdown

4.11

1.84

+2.26

Martin ratioReturn relative to average drawdown

10.05

5.38

+4.67

PDBC vs. BND - Sharpe Ratio Comparison

The current PDBC Sharpe Ratio is 1.93, which is higher than the BND Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of PDBC and BND, 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

PDBC vs. BND - Drawdown Comparison

The maximum PDBC drawdown since its inception was -49.52%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for PDBC and BND.


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Drawdown Indicators


PDBCBNDDifference

Max Drawdown

Largest peak-to-trough decline

-49.52%

-18.58%

-30.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-2.68%

-6.15%

Max Drawdown (3Y)

Largest decline over 3 years

-13.95%

-5.92%

-8.03%

Max Drawdown (5Y)

Largest decline over 5 years

-27.63%

-17.91%

-9.72%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

-18.58%

-22.15%

Current Drawdown

Current decline from peak

-8.83%

-2.00%

-6.83%

Average Drawdown

Average peak-to-trough decline

-23.17%

-3.06%

-20.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

0.91%

+2.69%

Volatility

PDBC vs. BND - Volatility Comparison

Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a higher volatility of 4.92% compared to Vanguard Total Bond Market ETF (BND) at 1.27%. This indicates that PDBC's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDBCBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

1.27%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

16.08%

2.75%

+13.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

3.75%

+15.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

6.03%

+13.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

5.53%

+12.25%

PDBC vs. BND - Expense Ratio Comparison

PDBC has a 0.58% expense ratio, which is higher than BND's 0.03% expense ratio.


Dividends

PDBC vs. BND - Dividend Comparison

PDBC's dividend yield for the trailing twelve months is around 2.95%, less than BND's 3.95% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.95%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
2.95%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


PDBC and BND have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (4.92%) compared to BND (1.27%). In terms of maximum drawdown, PDBC dropped -49.52% vs BND's -18.58%.

On 10-year performance, PDBC leads with 8.06% vs 1.60% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.27%. 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 8.06% return vs 1.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.58% for PDBC.

BND has the higher dividend yield at 3.95%, compared with 2.95% for PDBC.

PDBC is categorized as Commodities, while BND is Total Bond Market. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.58% for PDBC and 0.03% for BND.

PDBC currently has the higher Sharpe Ratio (1.93 vs 1.32), 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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