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POWA vs. CMDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POWA vs. CMDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Pricing Power ETF (POWA) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, POWA achieves a -3.46% return, which is significantly lower than CMDT's 13.43% return.


POWA

1D
0.05%
1M
-0.36%
YTD
-3.46%
6M
-4.44%
1Y
2.51%
3Y*
9.97%
5Y*
7.09%
10Y*
10.17%

CMDT

1D
-1.14%
1M
-8.86%
YTD
13.43%
6M
13.42%
1Y
21.34%
3Y*
12.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

POWA vs. CMDT - Yearly Performance Comparison


2026 (YTD)202520242023
POWA
Invesco Bloomberg Pricing Power ETF
-3.46%11.71%13.18%10.01%
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
13.43%12.78%6.93%5.37%

Correlation

The correlation between POWA and CMDT 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

0.02

Correlation (All Time)
Calculated using the full available price history since May 10, 2023

0.04

The correlation between POWA and CMDT shifts across timeframes, from -0.06 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

POWA vs. CMDT — Risk / Return Rank

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

POWA
POWA Risk / Return Rank: 1111
Overall Rank
POWA Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
POWA Sortino Ratio Rank: 1111
Sortino Ratio Rank
POWA Omega Ratio Rank: 1010
Omega Ratio Rank
POWA Calmar Ratio Rank: 1212
Calmar Ratio Rank
POWA Martin Ratio Rank: 1212
Martin Ratio Rank

CMDT
CMDT Risk / Return Rank: 5050
Overall Rank
CMDT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMDT Omega Ratio Rank: 4848
Omega Ratio Rank
CMDT Calmar Ratio Rank: 4141
Calmar Ratio Rank
CMDT Martin Ratio Rank: 5858
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.

POWA vs. CMDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Pricing Power ETF (POWA) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.


POWACMDTDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-2.00

Omega ratioGain probability vs. loss probability

1.04

1.29

-0.25

Calmar ratioReturn relative to maximum drawdown

0.26

1.93

-1.67

Martin ratioReturn relative to average drawdown

0.65

9.62

-8.97

POWA vs. CMDT - Sharpe Ratio Comparison

The current POWA Sharpe Ratio is 0.21, which is lower than the CMDT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of POWA and CMDT, 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

POWA vs. CMDT - Drawdown Comparison

The maximum POWA drawdown since its inception was -47.91%, which is greater than CMDT's maximum drawdown of -11.11%. Use the drawdown chart below to compare losses from any high point for POWA and CMDT.


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Drawdown Indicators


POWACMDTDifference

Max Drawdown

Largest peak-to-trough decline

-47.91%

-11.11%

-36.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

-11.11%

+1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-15.00%

-11.11%

-3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-17.75%

Max Drawdown (10Y)

Largest decline over 10 years

-36.53%

Current Drawdown

Current decline from peak

-7.56%

-11.11%

+3.55%

Average Drawdown

Average peak-to-trough decline

-6.24%

-2.77%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

2.25%

+1.64%

Volatility

POWA vs. CMDT - Volatility Comparison

Invesco Bloomberg Pricing Power ETF (POWA) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) have volatilities of 3.15% and 3.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POWACMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

3.26%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

8.98%

10.60%

-1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

11.82%

12.65%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

12.24%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

12.24%

+3.81%

POWA vs. CMDT - Expense Ratio Comparison

POWA has a 0.40% expense ratio, which is lower than CMDT's 0.65% expense ratio.


Dividends

POWA vs. CMDT - Dividend Comparison

POWA's dividend yield for the trailing twelve months is around 0.97%, less than CMDT's 2.67% yield.


PositionTTM20252024202320222021202020192018201720162015
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
2.67%3.04%8.80%2.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
POWA
Invesco Bloomberg Pricing Power ETF
0.97%0.94%0.79%1.60%1.48%1.06%1.34%1.16%1.39%1.63%2.18%3.31%

Frequently Asked Questions


POWA and CMDT 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.

CMDT has higher volatility (3.26%) compared to POWA (3.15%). In terms of maximum drawdown, POWA dropped -47.91% vs CMDT's -11.11%.

On 3-year performance, CMDT leads with 12.77% vs 9.97% for POWA. On fees, POWA is cheaper at 0.40% per year. On volatility, POWA 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 3-year period, CMDT has performed better with a 12.77% return vs 9.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

POWA is cheaper with a 0.40% expense ratio, compared with 0.65% for CMDT.

CMDT has the higher dividend yield at 2.67%, compared with 0.97% for POWA.

POWA is categorized as Large Cap Blend Equities, while CMDT is Commodities. POWA tracks Bloomberg Pricing Power Index, while CMDT tracks Bloomberg Roll Select Commodity Total Return Index. They also come from different issuers: Invesco and PIMCO. Their fees differ too: 0.40% for POWA and 0.65% for CMDT.

CMDT currently has the higher Sharpe Ratio (1.71 vs 0.21), 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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