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PDBC vs. USCI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PDBC and USCI is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

PDBC vs. USCI - 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 United States Commodity Index Fund (USCI). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
9.69%
30.05%
PDBC
USCI

Key characteristics

Sharpe Ratio

PDBC:

-0.34

USCI:

0.79

Sortino Ratio

PDBC:

-0.37

USCI:

1.13

Omega Ratio

PDBC:

0.96

USCI:

1.15

Calmar Ratio

PDBC:

-0.19

USCI:

0.60

Martin Ratio

PDBC:

-0.90

USCI:

3.45

Ulcer Index

PDBC:

5.85%

USCI:

3.41%

Daily Std Dev

PDBC:

15.67%

USCI:

14.96%

Max Drawdown

PDBC:

-49.52%

USCI:

-66.41%

Current Drawdown

PDBC:

-23.40%

USCI:

-4.42%

Returns By Period

In the year-to-date period, PDBC achieves a -1.23% return, which is significantly lower than USCI's 7.38% return. Over the past 10 years, PDBC has underperformed USCI with an annualized return of 2.92%, while USCI has yielded a comparatively higher 4.26% annualized return.


PDBC

YTD

-1.23%

1M

-4.82%

6M

-2.18%

1Y

-5.62%

5Y*

16.54%

10Y*

2.92%

USCI

YTD

7.38%

1M

-0.80%

6M

13.65%

1Y

12.34%

5Y*

22.72%

10Y*

4.26%

*Annualized

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PDBC vs. USCI - Expense Ratio Comparison

PDBC has a 0.58% expense ratio, which is lower than USCI's 1.03% expense ratio.


Expense ratio chart for USCI: current value is 1.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USCI: 1.03%
Expense ratio chart for PDBC: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PDBC: 0.58%

Risk-Adjusted Performance

PDBC vs. USCI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PDBC
The Risk-Adjusted Performance Rank of PDBC is 99
Overall Rank
The Sharpe Ratio Rank of PDBC is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of PDBC is 88
Sortino Ratio Rank
The Omega Ratio Rank of PDBC is 88
Omega Ratio Rank
The Calmar Ratio Rank of PDBC is 1111
Calmar Ratio Rank
The Martin Ratio Rank of PDBC is 88
Martin Ratio Rank

USCI
The Risk-Adjusted Performance Rank of USCI is 7373
Overall Rank
The Sharpe Ratio Rank of USCI is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of USCI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of USCI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of USCI is 7070
Calmar Ratio Rank
The Martin Ratio Rank of USCI is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PDBC vs. USCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) and United States Commodity Index Fund (USCI). 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 chart of Sharpe ratio for PDBC, currently valued at -0.34, compared to the broader market-1.000.001.002.003.004.00
PDBC: -0.34
USCI: 0.79
The chart of Sortino ratio for PDBC, currently valued at -0.37, compared to the broader market-2.000.002.004.006.008.00
PDBC: -0.37
USCI: 1.13
The chart of Omega ratio for PDBC, currently valued at 0.96, compared to the broader market0.501.001.502.002.50
PDBC: 0.96
USCI: 1.15
The chart of Calmar ratio for PDBC, currently valued at -0.19, compared to the broader market0.002.004.006.008.0010.0012.00
PDBC: -0.19
USCI: 0.98
The chart of Martin ratio for PDBC, currently valued at -0.90, compared to the broader market0.0020.0040.0060.00
PDBC: -0.90
USCI: 3.45

The current PDBC Sharpe Ratio is -0.34, which is lower than the USCI Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of PDBC and USCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.34
0.79
PDBC
USCI

Dividends

PDBC vs. USCI - Dividend Comparison

PDBC's dividend yield for the trailing twelve months is around 4.48%, while USCI has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
4.48%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%
USCI
United States Commodity Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PDBC vs. USCI - Drawdown Comparison

The maximum PDBC drawdown since its inception was -49.52%, smaller than the maximum USCI drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for PDBC and USCI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.40%
-4.42%
PDBC
USCI

Volatility

PDBC vs. USCI - Volatility Comparison

The current volatility for Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) is 8.22%, while United States Commodity Index Fund (USCI) has a volatility of 8.68%. This indicates that PDBC experiences smaller price fluctuations and is considered to be less risky than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.22%
8.68%
PDBC
USCI