PortfoliosLab logoPortfoliosLab logo
PDC.TO vs. DIVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDC.TO vs. DIVB - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco Canadian Dividend Index ETF (PDC.TO) and iShares Core Dividend ETF (DIVB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

PDC.TO is traded in CAD, while DIVB is traded in USD. To make them comparable, the DIVB values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PDC.TO achieves a 22.51% return, which is significantly higher than DIVB's 21.10% return.


PDC.TO

1D
0.30%
1M
2.66%
YTD
22.51%
6M
18.90%
1Y
39.38%
3Y*
23.19%
5Y*
13.94%
10Y*
11.53%

DIVB

1D
0.90%
1M
4.47%
YTD
21.10%
6M
19.95%
1Y
31.61%
3Y*
24.80%
5Y*
15.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDC.TO vs. DIVB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDC.TO
Invesco Canadian Dividend Index ETF
22.51%21.80%16.38%6.97%-4.17%30.14%-5.48%25.00%-11.85%0.81%
DIVB
iShares Core Dividend ETF
21.10%9.84%28.63%10.58%-4.84%31.23%8.15%27.25%-0.44%4.60%

Correlation

The correlation between PDC.TO and DIVB is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.57

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

0.61

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.59

The correlation between PDC.TO and DIVB has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PDC.TO vs. DIVB — Risk / Return Rank

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

PDC.TO
PDC.TO Risk / Return Rank: 9797
Overall Rank
PDC.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PDC.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
PDC.TO Omega Ratio Rank: 9797
Omega Ratio Rank
PDC.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
PDC.TO Martin Ratio Rank: 9797
Martin Ratio Rank

DIVB
DIVB Risk / Return Rank: 7878
Overall Rank
DIVB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIVB Omega Ratio Rank: 7676
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8181
Calmar Ratio Rank
DIVB Martin Ratio Rank: 7575
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.

PDC.TO vs. DIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Canadian Dividend Index ETF (PDC.TO) and iShares Core Dividend ETF (DIVB). 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.


PDC.TODIVBDifference
Sharpe ratioReturn per unit of total volatility

+2.16

Sortino ratioReturn per unit of downside risk

+2.45

Omega ratioGain probability vs. loss probability

1.97

1.45

+0.53

Calmar ratioReturn relative to maximum drawdown

10.24

4.96

+5.28

Martin ratioReturn relative to average drawdown

37.94

17.61

+20.32

PDC.TO vs. DIVB - Sharpe Ratio Comparison

The current PDC.TO Sharpe Ratio is 4.74, which is higher than the DIVB Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of PDC.TO and DIVB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PDC.TO vs. DIVB - Drawdown Comparison

The maximum PDC.TO drawdown since its inception was -41.93%, which is greater than DIVB's maximum drawdown of -31.24%. Use the drawdown chart below to compare losses from any high point for PDC.TO and DIVB.


Loading charts...

Drawdown Indicators


PDC.TODIVBDifference

Max Drawdown

Largest peak-to-trough decline

-41.93%

-31.24%

-10.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-6.40%

+2.54%

Max Drawdown (3Y)

Largest decline over 3 years

-10.85%

-16.29%

+5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-17.98%

-17.24%

-0.74%

Max Drawdown (10Y)

Largest decline over 10 years

-41.93%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.50%

-3.86%

-0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.80%

-0.76%

Volatility

PDC.TO vs. DIVB - Volatility Comparison

The current volatility for Invesco Canadian Dividend Index ETF (PDC.TO) is 2.30%, while iShares Core Dividend ETF (DIVB) has a volatility of 4.65%. This indicates that PDC.TO experiences smaller price fluctuations and is considered to be less risky than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PDC.TODIVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

4.65%

-2.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

9.57%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

8.35%

12.35%

-4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.84%

16.34%

-5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.28%

19.23%

-3.95%

PDC.TO vs. DIVB - Expense Ratio Comparison

PDC.TO has a 0.58% expense ratio, which is higher than DIVB's 0.05% expense ratio.


Dividends

PDC.TO vs. DIVB - Dividend Comparison

PDC.TO's dividend yield for the trailing twelve months is around 3.22%, more than DIVB's 2.27% yield.


PositionTTM20252024202320222021202020192018201720162015
DIVB
iShares Core Dividend ETF
2.27%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%0.00%0.00%
PDC.TO
Invesco Canadian Dividend Index ETF
3.22%3.96%4.48%4.77%4.24%3.65%5.07%4.33%5.12%4.23%3.77%4.39%

Frequently Asked Questions


PDC.TO and DIVB have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DIVB is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DIVB is cheaper with a 0.05% expense ratio, compared with 0.58% for PDC.TO.

They also come from different issuers: Invesco and iShares. Their fees differ too: 0.58% for PDC.TO and 0.05% for DIVB.

Portfolio Optimizer

Find the right allocation for PDC.TO and DIVB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer