PDBC vs. ISSC
PDBC (Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF) is Commodities fund actively managed by Invesco, while ISSC (Innovative Solutions and Support, Inc.) is a stock. Over the past 10 years, PDBC returned 7.69%/yr vs 22.38%/yr for ISSC. At a 0.06 correlation, their price movements are largely independent.
Performance
PDBC vs. ISSC - Performance Comparison
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Returns By Period
In the year-to-date period, PDBC achieves a 24.08% return, which is significantly higher than ISSC's -0.48% return. Over the past 10 years, PDBC has underperformed ISSC with an annualized return of 7.69%, while ISSC has yielded a comparatively higher 22.38% annualized return.
PDBC
- 1D
- 0.12%
- 1M
- -4.64%
- 6M
- 21.24%
- YTD
- 24.08%
- 1Y
- 27.16%
- 3Y*
- 9.96%
- 5Y*
- 10.22%
- 10Y*
- 7.69%
ISSC
- 1D
- 2.00%
- 1M
- -2.68%
- 6M
- 2.39%
- YTD
- -0.48%
- 1Y
- 39.42%
- 3Y*
- 37.51%
- 5Y*
- 23.51%
- 10Y*
- 22.38%
PDBC vs. ISSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 24.08% | 5.96% | 2.09% | -6.25% | 19.23% | 41.72% | -7.84% | 11.44% | -12.78% | 5.06% |
ISSC Innovative Solutions and Support, Inc. | -0.48% | 121.78% | 0.12% | 3.77% | 25.32% | 0.61% | 29.83% | 158.41% | -23.13% | -11.71% |
Correlation
The correlation between PDBC and ISSC is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
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 | 0.06 |
The correlation between PDBC and ISSC shifts across timeframes, from -0.11 (1 year) to 0.06 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
PDBC vs. ISSC — Risk / Return Rank
PDBC
ISSC
PDBC vs. ISSC - 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 Innovative Solutions and Support, Inc. (ISSC). 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 | ISSC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.16 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.68 | +1.07 |
| Martin ratioReturn relative to average drawdown | 6.25 | 1.18 | +5.07 |
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Drawdowns
PDBC vs. ISSC - Drawdown Comparison
The maximum PDBC drawdown since its inception was -49.52%, smaller than the maximum ISSC drawdown of -89.03%. Use the drawdown chart below to compare losses from any high point for PDBC and ISSC.
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Drawdown Indicators
| PDBC | ISSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.52% | -89.03% | +39.51% |
Max Drawdown (1Y)Largest decline over 1 year | -16.55% | -57.83% | +41.28% |
Max Drawdown (3Y)Largest decline over 3 years | -16.55% | -57.83% | +41.28% |
Max Drawdown (5Y)Largest decline over 5 years | -27.63% | -57.83% | +30.20% |
Max Drawdown (10Y)Largest decline over 10 years | -40.73% | -62.41% | +21.68% |
Current DrawdownCurrent decline from peak | -13.06% | -38.32% | +25.26% |
Average DrawdownAverage peak-to-trough decline | -23.11% | -50.56% | +27.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.64% | 33.57% | -28.93% |
Volatility
PDBC vs. ISSC - Volatility Comparison
The current volatility for Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) is 5.48%, while Innovative Solutions and Support, Inc. (ISSC) has a volatility of 18.85%. This indicates that PDBC experiences smaller price fluctuations and is considered to be less risky than ISSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDBC | ISSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 18.85% | -13.37% |
Volatility (6M)Calculated over the trailing 6-month period | 16.59% | 57.42% | -40.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.72% | 83.12% | -64.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.19% | 59.22% | -40.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.75% | 57.11% | -39.36% |
Dividends
PDBC vs. ISSC - Dividend Comparison
PDBC's dividend yield for the trailing twelve months is around 3.09%, while ISSC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ISSC Innovative Solutions and Support, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 17.64% | 0.00% | 0.00% | 0.00% | 0.00% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 3.09% | 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 ISSC have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISSC has higher volatility (18.85%) compared to PDBC (5.48%). In terms of maximum drawdown, PDBC dropped -49.52% vs ISSC's -89.03%.
PDBC currently has the higher Sharpe Ratio (1.55 vs 0.48), 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.
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