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PDBC vs. XLU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDBC vs. XLU - 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 State Street Utilities Select Sector SPDR ETF (XLU). 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 30.11% return, which is significantly higher than XLU's 3.91% return. Over the past 10 years, PDBC has underperformed XLU with an annualized return of 8.06%, while XLU has yielded a comparatively higher 9.14% annualized return.


PDBC

1D
-1.09%
1M
-8.83%
YTD
30.11%
6M
30.06%
1Y
36.08%
3Y*
13.30%
5Y*
11.21%
10Y*
8.06%

XLU

1D
0.11%
1M
-2.52%
YTD
3.91%
6M
3.83%
1Y
11.99%
3Y*
13.37%
5Y*
9.18%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDBC vs. XLU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
30.11%5.96%2.09%-6.25%19.23%41.72%-7.84%11.44%-12.78%5.06%
XLU
State Street Utilities Select Sector SPDR ETF
3.91%16.03%23.31%-7.18%1.44%17.70%0.51%25.93%3.94%12.05%

Correlation

The correlation between PDBC and XLU is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

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

0.05

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

0.08

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

0.07

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

0.07

The correlation between PDBC and XLU shifts across timeframes, from -0.06 (1 year) to 0.08 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PDBC vs. XLU — Risk / Return Rank

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

PDBC
PDBC Risk / Return Rank: 7272
Overall Rank
PDBC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 6767
Sortino Ratio Rank
PDBC Omega Ratio Rank: 6969
Omega Ratio Rank
PDBC Calmar Ratio Rank: 8686
Calmar Ratio Rank
PDBC Martin Ratio Rank: 6767
Martin Ratio Rank

XLU
XLU Risk / Return Rank: 2828
Overall Rank
XLU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XLU Sortino Ratio Rank: 2626
Sortino Ratio Rank
XLU Omega Ratio Rank: 2626
Omega Ratio Rank
XLU Calmar Ratio Rank: 3232
Calmar Ratio Rank
XLU Martin Ratio Rank: 2626
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. XLU - 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 State Street Utilities Select Sector SPDR ETF (XLU). 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.


PDBCXLUDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.34

1.15

+0.19

Calmar ratioReturn relative to maximum drawdown

4.11

1.31

+2.79

Martin ratioReturn relative to average drawdown

10.05

2.84

+7.21

PDBC vs. XLU - Sharpe Ratio Comparison

The current PDBC Sharpe Ratio is 1.93, which is higher than the XLU Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of PDBC and XLU, 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. XLU - Drawdown Comparison

The maximum PDBC drawdown since its inception was -49.52%, roughly equal to the maximum XLU drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for PDBC and XLU.


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Drawdown Indicators


PDBCXLUDifference

Max Drawdown

Largest peak-to-trough decline

-49.52%

-51.98%

+2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-9.18%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-13.95%

-17.26%

+3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-27.63%

-25.26%

-2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

-36.07%

-4.66%

Current Drawdown

Current decline from peak

-8.83%

-7.06%

-1.77%

Average Drawdown

Average peak-to-trough decline

-23.17%

-10.22%

-12.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

4.23%

-0.63%

Volatility

PDBC vs. XLU - Volatility Comparison

The current volatility for Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) is 4.92%, while State Street Utilities Select Sector SPDR ETF (XLU) has a volatility of 5.58%. This indicates that PDBC experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDBCXLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

5.58%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

16.08%

11.63%

+4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

14.63%

+4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

17.34%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

19.27%

-1.49%

PDBC vs. XLU - Expense Ratio Comparison

PDBC has a 0.58% expense ratio, which is higher than XLU's 0.08% expense ratio.


Dividends

PDBC vs. XLU - Dividend Comparison

PDBC's dividend yield for the trailing twelve months is around 2.95%, more than XLU's 2.70% yield.


PositionTTM20252024202320222021202020192018201720162015
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
2.95%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%0.00%
XLU
State Street Utilities Select Sector SPDR ETF
2.70%2.71%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%

Frequently Asked Questions


PDBC and XLU have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLU has higher volatility (5.58%) compared to PDBC (4.92%). In terms of maximum drawdown, PDBC dropped -49.52% vs XLU's -51.98%.

On 10-year performance, XLU leads with 9.14% vs 8.06% for PDBC. On fees, XLU is cheaper at 0.08% per year. On volatility, PDBC has been the lower-risk option at 4.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLU has performed better with a 9.14% return vs 8.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLU is cheaper with a 0.08% expense ratio, compared with 0.58% for PDBC.

PDBC has the higher dividend yield at 2.95%, compared with 2.70% for XLU.

PDBC is categorized as Commodities, while XLU is Utilities Equities. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.58% for PDBC and 0.08% for XLU.

PDBC currently has the higher Sharpe Ratio (1.93 vs 0.82), 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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