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PDBC vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

PDBC vs. BTC-USD - 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 Bitcoin (BTC-USD). 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 28.75% return, which is significantly higher than BTC-USD's -27.32% return. Over the past 10 years, PDBC has underperformed BTC-USD with an annualized return of 7.99%, while BTC-USD has yielded a comparatively higher 57.32% annualized return.


PDBC

1D
-1.04%
1M
-8.77%
YTD
28.75%
6M
30.02%
1Y
34.56%
3Y*
12.43%
5Y*
10.98%
10Y*
7.99%

BTC-USD

1D
0.05%
1M
-19.79%
YTD
-27.32%
6M
-29.56%
1Y
-39.85%
3Y*
34.86%
5Y*
10.27%
10Y*
57.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDBC vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
28.75%5.96%2.09%-6.25%19.23%41.72%-7.84%11.44%-12.78%5.06%
BTC-USD
Bitcoin
-27.32%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between PDBC and BTC-USD is 0.02, 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

0.02

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

0.05

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

0.09

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

0.06

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

0.05

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Return for Risk

PDBC vs. BTC-USD — Risk / Return Rank

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

PDBC
PDBC Risk / Return Rank: 6565
Overall Rank
PDBC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 5959
Sortino Ratio Rank
PDBC Omega Ratio Rank: 6161
Omega Ratio Rank
PDBC Calmar Ratio Rank: 7878
Calmar Ratio Rank
PDBC Martin Ratio Rank: 6161
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3737
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3737
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3232
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. BTC-USD - 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 Bitcoin (BTC-USD). 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.


PDBCBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.77

Sortino ratioReturn per unit of downside risk

+3.75

Omega ratioGain probability vs. loss probability

1.32

0.87

+0.46

Calmar ratioReturn relative to maximum drawdown

3.55

-0.78

+4.33

Martin ratioReturn relative to average drawdown

9.49

-1.36

+10.85

PDBC vs. BTC-USD - Sharpe Ratio Comparison

The current PDBC Sharpe Ratio is 1.84, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of PDBC and BTC-USD, 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. BTC-USD - Drawdown Comparison

The maximum PDBC drawdown since its inception was -49.52%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for PDBC and BTC-USD.


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Drawdown Indicators


PDBCBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-49.52%

-85.30%

+35.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-51.21%

+41.43%

Max Drawdown (3Y)

Largest decline over 3 years

-13.95%

-51.21%

+37.26%

Max Drawdown (5Y)

Largest decline over 5 years

-27.63%

-76.67%

+49.04%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

-83.80%

+43.07%

Current Drawdown

Current decline from peak

-9.78%

-49.01%

+39.23%

Average Drawdown

Average peak-to-trough decline

-23.16%

-42.35%

+19.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

35.02%

-31.37%

Volatility

PDBC vs. BTC-USD - Volatility Comparison

The current volatility for Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) is 4.91%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that PDBC experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDBCBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

12.11%

-7.20%

Volatility (6M)

Calculated over the trailing 6-month period

16.12%

34.59%

-18.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

35.62%

-16.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

44.71%

-25.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.79%

56.62%

-38.83%

Frequently Asked Questions


PDBC and BTC-USD have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (12.11%) compared to PDBC (4.91%). In terms of maximum drawdown, PDBC dropped -49.52% vs BTC-USD's -85.30%.

PDBC currently has the higher Sharpe Ratio (1.84 vs -0.93), 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

Find the right allocation for PDBC and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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