PDBC vs. CCOM
PDBC (Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. Both are actively managed. Their 0.18 correlation means their historical movements had little consistent relationship. PDBC charges 0.58%/yr vs 0.99%/yr for CCOM.
Performance
PDBC vs. CCOM - Performance Comparison
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Returns By Period
PDBC
- 1D
- 0.34%
- 1M
- 10.65%
- 6M
- 20.94%
- YTD
- 32.53%
- 1Y
- 38.61%
- 3Y*
- 10.51%
- 5Y*
- 11.22%
- 10Y*
- 9.21%
- ALL TIME*
- 3.89%
CCOM
- 1D
- 0.27%
- 1M
- -1.20%
- 6M
- -3.35%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $529.10 | $1.63K | $5.18K | |
| $92.97M | $139.65M | $120.69M |
PDBC vs. CCOM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 21.78% |
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | -3.65% |
Correlation
The correlation between PDBC and CCOM is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026 | 0.18 |
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Return for Risk
PDBC vs. CCOM — Risk / Return Rank
PDBC
CCOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PDBC vs. CCOM - 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 Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). 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.
| PDBC | CCOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | — | — |
| Martin ratioReturn relative to average drawdown | 7.40 | — | — |
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Drawdowns
PDBC vs. CCOM - Drawdown Comparison
The maximum PDBC drawdown since its inception was -49.52%, which is greater than CCOM's maximum drawdown of -7.44%. Use the drawdown chart below to compare losses from any high point for PDBC and CCOM.
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Drawdown Indicators
| PDBC | CCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.52% | -7.44% | -42.08% |
Max Drawdown (1Y)Largest decline over 1 year | -16.55% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.55% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.63% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.73% | — | — |
Current DrawdownCurrent decline from peak | -7.14% | -5.61% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -23.03% | -3.33% | -19.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.98% | — | — |
Volatility
PDBC vs. CCOM - Volatility Comparison
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Volatility by Period
| PDBC | CCOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 12.53% | +7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.27% | 12.53% | +6.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.83% | 12.53% | +5.30% |
PDBC vs. CCOM - Expense Ratio Comparison
PDBC has a 0.58% expense ratio, which is lower than CCOM's 0.99% expense ratio.
Dividends
PDBC vs. CCOM - Dividend Comparison
PDBC's dividend yield for the trailing twelve months is around 2.90%, more than CCOM's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 2.90% | 3.84% | 4.42% | 4.21% | 13.05% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.51% |
Frequently Asked Questions
PDBC and CCOM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PDBC is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PDBC is cheaper with a 0.58% expense ratio, compared with 0.99% for CCOM.
PDBC has the higher dividend yield at 2.90%, compared with 1.26% for CCOM.
They also come from different issuers: Invesco and Simplify. Their fees differ too: 0.58% for PDBC and 0.99% for CCOM.
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