PortfoliosLab logoPortfoliosLab logo
PKB vs. SDCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

PKB vs. SDCI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PKB
Invesco Dynamic Building & Construction ETF
5.41%22.47%20.24%55.29%-24.88%32.96%24.49%40.15%-21.56%
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
23.65%17.60%17.91%-0.88%33.23%36.52%-10.61%-2.36%-13.91%

Returns By Period

In the year-to-date period, PKB achieves a 5.41% return, which is significantly lower than SDCI's 23.65% return.


PKB

1D
3.55%
1M
-10.19%
YTD
5.41%
6M
2.13%
1Y
45.16%
3Y*
28.90%
5Y*
14.83%
10Y*
14.91%

SDCI

1D
-0.29%
1M
11.64%
YTD
23.65%
6M
22.77%
1Y
33.07%
3Y*
21.44%
5Y*
22.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


PKB vs. SDCI - Expense Ratio Comparison

PKB has a 0.60% expense ratio, which is lower than SDCI's 0.70% expense ratio.


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: 8787
Overall Rank
PKB Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PKB Sortino Ratio Rank: 9090
Sortino Ratio Rank
PKB Omega Ratio Rank: 8282
Omega Ratio Rank
PKB Calmar Ratio Rank: 9090
Calmar Ratio Rank
PKB Martin Ratio Rank: 8888
Martin Ratio Rank

SDCI
SDCI Risk / Return Rank: 8686
Overall Rank
SDCI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SDCI Sortino Ratio Rank: 8787
Sortino Ratio Rank
SDCI Omega Ratio Rank: 8282
Omega Ratio Rank
SDCI Calmar Ratio Rank: 8989
Calmar Ratio Rank
SDCI Martin Ratio Rank: 8585
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.


PKBSDCIDifference

Sharpe ratio

Return per unit of total volatility

1.77

1.81

-0.04

Sortino ratio

Return per unit of downside risk

2.53

2.34

+0.19

Omega ratio

Gain probability vs. loss probability

1.31

1.31

0.00

Calmar ratio

Return relative to maximum drawdown

2.94

2.81

+0.14

Martin ratio

Return relative to average drawdown

10.52

9.53

+0.99

PKB vs. SDCI - Sharpe Ratio Comparison

The current PKB Sharpe Ratio is 1.77, which is comparable to the SDCI Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of PKB and SDCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PKBSDCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

1.81

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

1.23

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.66

-0.30

Correlation

The correlation between PKB and SDCI is 0.16, 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.


Dividends

PKB vs. SDCI - Dividend Comparison

PKB's dividend yield for the trailing twelve months is around 0.15%, less than SDCI's 2.98% yield.


TTM20252024202320222021202020192018201720162015
PKB
Invesco Dynamic Building & Construction ETF
0.15%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
2.98%3.68%5.92%3.46%33.49%19.26%0.20%0.93%0.68%0.00%0.00%0.00%

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.


Loading graphics...

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%

-11.96%

-3.45%

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

-11.67%

-0.29%

-11.38%

Average Drawdown

Average peak-to-trough decline

-15.86%

-11.81%

-4.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.31%

3.52%

+0.79%

Volatility

PKB vs. SDCI - Volatility Comparison

Invesco Dynamic Building & Construction ETF (PKB) has a higher volatility of 9.07% compared to USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund (SDCI) at 7.00%. 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.


Loading graphics...

Volatility by Period


PKBSDCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.07%

7.00%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

17.21%

13.90%

+3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

25.66%

18.32%

+7.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.54%

18.45%

+7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.09%

17.11%

+9.98%