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PKB vs. SDCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PKB vs. SDCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Building & Construction ETF (PKB) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with PKB having a 20.35% return and SDCI slightly lower at 20.29%.


PKB

1D
0.91%
1M
10.39%
YTD
20.35%
6M
17.25%
1Y
45.15%
3Y*
29.08%
5Y*
18.38%
10Y*
16.35%

SDCI

1D
-0.08%
1M
-6.85%
YTD
20.29%
6M
18.15%
1Y
22.52%
3Y*
20.41%
5Y*
19.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PKB vs. SDCI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PKB
Invesco Dynamic Building & Construction ETF
20.35%22.47%20.24%55.29%-24.88%32.96%24.49%40.15%-21.59%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
20.29%17.60%17.91%-0.88%33.23%36.52%-10.61%-2.36%-13.91%

Correlation

The correlation between PKB and SDCI is -0.12, 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

-0.13

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

-0.01

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

0.10

Correlation (All Time)
Calculated using the full available price history since May 3, 2018

0.14

The correlation between PKB and SDCI shifts across timeframes, from -0.12 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PKB vs. SDCI — Risk / Return Rank

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

PKB
PKB Risk / Return Rank: 5757
Overall Rank
PKB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PKB Sortino Ratio Rank: 5858
Sortino Ratio Rank
PKB Omega Ratio Rank: 5151
Omega Ratio Rank
PKB Calmar Ratio Rank: 6161
Calmar Ratio Rank
PKB Martin Ratio Rank: 5555
Martin Ratio Rank

SDCI
SDCI Risk / Return Rank: 4242
Overall Rank
SDCI Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SDCI Sortino Ratio Rank: 3636
Sortino Ratio Rank
SDCI Omega Ratio Rank: 3535
Omega Ratio Rank
SDCI Calmar Ratio Rank: 4949
Calmar Ratio Rank
SDCI Martin Ratio Rank: 4949
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.

PKB vs. SDCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Building & Construction ETF (PKB) and USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI). 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.


PKBSDCIDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratioReturn relative to maximum drawdown

2.94

2.37

+0.57

Martin ratioReturn relative to average drawdown

9.32

7.98

+1.34

PKB vs. SDCI - Sharpe Ratio Comparison

The current PKB Sharpe Ratio is 1.90, which is higher than the SDCI Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of PKB and SDCI, 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

PKB vs. SDCI - Drawdown Comparison

The maximum PKB drawdown since its inception was -65.21%, which is greater than SDCI's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for PKB and SDCI.


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Drawdown Indicators


PKBSDCIDifference

Max Drawdown

Largest peak-to-trough decline

-65.21%

-45.79%

-19.42%

Max Drawdown (1Y)

Largest decline over 1 year

-15.41%

-9.53%

-5.88%

Max Drawdown (3Y)

Largest decline over 3 years

-29.75%

-11.96%

-17.79%

Max Drawdown (5Y)

Largest decline over 5 years

-34.85%

-18.55%

-16.30%

Max Drawdown (10Y)

Largest decline over 10 years

-52.29%

Current Drawdown

Current decline from peak

0.00%

-9.53%

+9.53%

Average Drawdown

Average peak-to-trough decline

-15.74%

-11.55%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

2.93%

+1.93%

Volatility

PKB vs. SDCI - Volatility Comparison

Invesco Dynamic Building & Construction ETF (PKB) has a higher volatility of 7.94% compared to USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) at 3.15%. This indicates that PKB's price experiences larger fluctuations and is considered to be riskier than SDCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PKBSDCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.94%

3.15%

+4.79%

Volatility (6M)

Calculated over the trailing 6-month period

18.61%

14.31%

+4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

23.90%

16.94%

+6.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.80%

18.37%

+7.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.32%

17.06%

+10.26%

PKB vs. SDCI - Expense Ratio Comparison

Both PKB and SDCI have an expense ratio of 0.60%.


Dividends

PKB vs. SDCI - Dividend Comparison

PKB's dividend yield for the trailing twelve months is around 0.23%, less than SDCI's 3.06% yield.


PositionTTM20252024202320222021202020192018201720162015
PKB
Invesco Dynamic Building & Construction ETF
0.23%0.14%0.23%0.33%0.43%0.25%0.30%0.37%0.54%0.17%0.31%0.11%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
3.06%3.68%5.92%3.46%33.49%19.26%0.20%0.93%0.68%0.00%0.00%0.00%

Frequently Asked Questions


PKB and SDCI have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PKB has higher volatility (7.94%) compared to SDCI (3.15%). In terms of maximum drawdown, PKB dropped -65.21% vs SDCI's -45.79%.

On 5-year performance, SDCI leads with 19.43% vs 18.38% for PKB. Both ETFs have the same 0.60% expense ratio. On volatility, SDCI has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SDCI has performed better with a 19.43% return vs 18.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PKB and SDCI have the same expense ratio: 0.60% per year.

SDCI has the higher dividend yield at 3.06%, compared with 0.23% for PKB.

PKB is categorized as Building & Construction, while SDCI is Commodities. PKB tracks Dynamic Building & Construction Intellidex Index, while SDCI tracks SummerHaven Dynamic Commodity Index Total Return. They also come from different issuers: Invesco and USCF Investments.

PKB currently has the higher Sharpe Ratio (1.90 vs 1.34), 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

Find the right allocation for PKB and SDCI

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