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PDBC vs. INDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDBC vs. INDA - 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 iShares MSCI India ETF (INDA). 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 INDA's -10.58% return. Over the past 10 years, PDBC has outperformed INDA with an annualized return of 7.99%, while INDA has yielded a comparatively lower 7.09% annualized return.


PDBC

1D
-1.04%
1M
-8.28%
YTD
28.75%
6M
30.02%
1Y
30.88%
3Y*
12.43%
5Y*
10.98%
10Y*
7.99%

INDA

1D
1.13%
1M
-0.06%
YTD
-10.58%
6M
-9.05%
1Y
-10.57%
3Y*
4.51%
5Y*
2.79%
10Y*
7.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDBC vs. INDA - 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%
INDA
iShares MSCI India ETF
-10.58%2.68%8.63%17.16%-8.94%21.36%14.83%6.49%-6.67%36.08%

Correlation

The correlation between PDBC and INDA is -0.27, 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

-0.27

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

-0.02

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

0.08

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

0.17

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

0.18

The correlation between PDBC and INDA shifts across timeframes, from -0.27 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PDBC vs. INDA — 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

INDA
INDA Risk / Return Rank: 33
Overall Rank
INDA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
INDA Sortino Ratio Rank: 33
Sortino Ratio Rank
INDA Omega Ratio Rank: 33
Omega Ratio Rank
INDA Calmar Ratio Rank: 44
Calmar Ratio Rank
INDA Martin Ratio Rank: 22
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. INDA - 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 iShares MSCI India ETF (INDA). 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.


PDBCINDADifference
Sharpe ratioReturn per unit of total volatility

+2.64

Sortino ratioReturn per unit of downside risk

+3.54

Omega ratioGain probability vs. loss probability

1.32

0.88

+0.45

Calmar ratioReturn relative to maximum drawdown

3.55

-0.63

+4.18

Martin ratioReturn relative to average drawdown

9.49

-1.46

+10.95

PDBC vs. INDA - Sharpe Ratio Comparison

The current PDBC Sharpe Ratio is 1.84, which is higher than the INDA Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of PDBC and INDA, 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. INDA - Drawdown Comparison

The maximum PDBC drawdown since its inception was -49.52%, which is greater than INDA's maximum drawdown of -45.07%. Use the drawdown chart below to compare losses from any high point for PDBC and INDA.


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Drawdown Indicators


PDBCINDADifference

Max Drawdown

Largest peak-to-trough decline

-49.52%

-45.07%

-4.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-18.69%

+8.91%

Max Drawdown (3Y)

Largest decline over 3 years

-13.95%

-22.72%

+8.77%

Max Drawdown (5Y)

Largest decline over 5 years

-27.63%

-22.72%

-4.91%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

-45.07%

+4.34%

Current Drawdown

Current decline from peak

-9.78%

-17.77%

+7.99%

Average Drawdown

Average peak-to-trough decline

-23.16%

-9.59%

-13.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

8.09%

-4.44%

Volatility

PDBC vs. INDA - Volatility Comparison

Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a higher volatility of 4.91% compared to iShares MSCI India ETF (INDA) at 4.16%. This indicates that PDBC's price experiences larger fluctuations and is considered to be riskier than INDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDBCINDADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

4.16%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

16.12%

12.77%

+3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

14.79%

+4.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

15.40%

+3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.79%

21.11%

-3.32%

PDBC vs. INDA - Expense Ratio Comparison

PDBC has a 0.58% expense ratio, which is lower than INDA's 0.69% expense ratio.


Dividends

PDBC vs. INDA - Dividend Comparison

PDBC's dividend yield for the trailing twelve months is around 2.98%, while INDA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
INDA
iShares MSCI India ETF
0.00%0.00%0.76%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
2.98%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 INDA have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (4.91%) compared to INDA (4.16%). In terms of maximum drawdown, PDBC dropped -49.52% vs INDA's -45.07%.

On 10-year performance, PDBC leads with 7.99% vs 7.09% for INDA. On fees, PDBC is cheaper at 0.58% per year. On volatility, INDA has been the lower-risk option at 4.16%. 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 7.99% return vs 7.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PDBC is cheaper with a 0.58% expense ratio, compared with 0.69% for INDA.

PDBC has the higher dividend yield at 2.98%, compared with 0.00% for INDA.

PDBC is categorized as Commodities, while INDA is Asia Pacific Equities. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.58% for PDBC and 0.69% for INDA.

PDBC currently has the higher Sharpe Ratio (1.84 vs -0.80), 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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