PDBC vs. TILL
PDBC (Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF) and TILL (Teucrium Agricultural Strategy No K-1 ETF) are both Commodities funds. Both are actively managed. Over the past 3 years, PDBC returned 14.42%/yr vs -5.51%/yr for TILL. At a 0.43 correlation, their price movements are largely independent. PDBC charges 0.58%/yr vs 0.89%/yr for TILL.
Performance
PDBC vs. TILL - Performance Comparison
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Returns By Period
In the year-to-date period, PDBC achieves a 36.23% return, which is significantly higher than TILL's 6.30% return.
PDBC
- 1D
- 0.39%
- 1M
- -3.37%
- YTD
- 36.23%
- 6M
- 36.27%
- 1Y
- 45.46%
- 3Y*
- 14.42%
- 5Y*
- 12.39%
- 10Y*
- 8.79%
TILL
- 1D
- -1.34%
- 1M
- -6.04%
- YTD
- 6.30%
- 6M
- 4.59%
- 1Y
- 0.28%
- 3Y*
- -5.51%
- 5Y*
- —
- 10Y*
- —
PDBC vs. TILL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 36.23% | 5.96% | 2.09% | -6.25% | -12.27% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 6.30% | -5.97% | -13.98% | -5.00% | -12.66% |
Correlation
The correlation between PDBC and TILL is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 18, 2022 | 0.43 |
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Return for Risk
PDBC vs. TILL — Risk / Return Rank
PDBC
TILL
PDBC vs. TILL - 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 Teucrium Agricultural Strategy No K-1 ETF (TILL). 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.
| PDBC | TILL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.43 | ||
| Sortino ratioReturn per unit of downside risk | +3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.01 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 6.35 | 0.03 | +6.32 |
| Martin ratioReturn relative to average drawdown | 13.39 | 0.05 | +13.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PDBC | TILL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 0.02 | +2.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | -0.55 | +0.78 |
Drawdowns
PDBC vs. TILL - Drawdown Comparison
The maximum PDBC drawdown since its inception was -49.52%, which is greater than TILL's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for PDBC and TILL.
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Drawdown Indicators
| PDBC | TILL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.52% | -33.76% | -15.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -8.98% | +1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -13.95% | -30.40% | +16.45% |
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 | -4.55% | -28.66% | +24.11% |
Average DrawdownAverage peak-to-trough decline | -23.21% | -21.39% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 5.39% | -1.98% |
Volatility
PDBC vs. TILL - Volatility Comparison
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a higher volatility of 6.20% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 5.35%. This indicates that PDBC's price experiences larger fluctuations and is considered to be riskier than TILL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDBC | TILL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 5.35% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 10.19% | +5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.61% | 12.63% | +5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.12% | 14.73% | +4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.78% | 14.73% | +3.05% |
PDBC vs. TILL - Expense Ratio Comparison
PDBC has a 0.58% expense ratio, which is lower than TILL's 0.89% expense ratio.
Dividends
PDBC vs. TILL - Dividend Comparison
PDBC's dividend yield for the trailing twelve months is around 2.82%, less than TILL's 4.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 2.82% | 3.84% | 4.42% | 4.21% | 13.05% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.51% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.67% | 4.97% | 2.55% | 51.24% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PDBC and TILL have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PDBC has higher volatility (6.20%) compared to TILL (5.35%). In terms of maximum drawdown, PDBC dropped -49.52% vs TILL's -33.76%.
On 3-year performance, PDBC leads with 14.42% vs -5.51% for TILL. On fees, PDBC is cheaper at 0.58% per year. On volatility, TILL has been the lower-risk option at 5.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, PDBC has performed better with a 14.42% return vs -5.51%. 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 0.89% for TILL.
TILL has the higher dividend yield at 4.67%, compared with 2.82% for PDBC.
They also come from different issuers: Invesco and Teucrium. Their fees differ too: 0.58% for PDBC and 0.89% for TILL.
PDBC currently has the higher Sharpe Ratio (2.46 vs 0.02), 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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