PDBC vs. DBC

In the year-to-date period, PDBC achieves a -0.46% return, which is significantly lower than DBC's 0.47% return. Over the past 10 years, PDBC has underperformed DBC with an annualized return of 2.76%, while DBC has yielded a comparatively higher 2.92% annualized return.

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PDBC has a 0.58% expense ratio, which is lower than DBC's 0.85% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) and Invesco DB Commodity Index Tracking Fund (DBC). 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.

The current PDBC Sharpe Ratio is -0.26, which is lower than the DBC Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of PDBC and DBC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PDBC's dividend yield for the trailing twelve months is around 4.45%, less than DBC's 5.19% yield.

The maximum PDBC drawdown since its inception was -49.52%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for PDBC and DBC. For additional features, visit the drawdowns tool.

The current volatility for Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) is 4.18%, while Invesco DB Commodity Index Tracking Fund (DBC) has a volatility of 4.59%. This indicates that PDBC experiences smaller price fluctuations and is considered to be less risky than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.