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PSB.TO vs. PDC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSB.TO vs. PDC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) and Invesco Canadian Dividend Index ETF (PDC.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSB.TO achieves a 1.43% return, which is significantly lower than PDC.TO's 26.09% return. Over the past 10 years, PSB.TO has underperformed PDC.TO with an annualized return of 2.68%, while PDC.TO has yielded a comparatively higher 11.35% annualized return.


PSB.TO

1D
0.22%
1M
-0.29%
6M
0.99%
YTD
1.43%
1Y
3.77%
3Y*
6.09%
5Y*
2.87%
10Y*
2.68%
ALL TIME*
2.79%

PDC.TO

1D
0.69%
1M
3.43%
6M
22.60%
YTD
26.09%
1Y
38.58%
3Y*
22.29%
5Y*
14.82%
10Y*
11.35%
ALL TIME*
10.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$76.46KCA$67.75KCA$95.06K
CA$69.46KCA$67.57KCA$89.62K

PSB.TO vs. PDC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSB.TO
Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF
1.43%4.68%7.08%6.44%-3.89%-0.97%6.08%4.25%1.59%0.23%
PDC.TO
Invesco Canadian Dividend Index ETF
26.09%21.80%16.38%6.97%-4.17%30.14%-5.48%25.00%-11.85%10.27%

Correlation

The correlation between PSB.TO and PDC.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.20

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

0.15

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2011

0.04

The correlation between PSB.TO and PDC.TO shifts across timeframes, from 0.04 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PSB.TO vs. PDC.TO — Risk / Return Rank

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

PSB.TO
PSB.TO Risk / Return Rank: 6363
Overall Rank
PSB.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PSB.TO Sortino Ratio Rank: 5656
Sortino Ratio Rank
PSB.TO Omega Ratio Rank: 5656
Omega Ratio Rank
PSB.TO Calmar Ratio Rank: 7575
Calmar Ratio Rank
PSB.TO Martin Ratio Rank: 6868
Martin Ratio Rank

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

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

This table presents a comparison of risk-adjusted performance metrics for Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) and Invesco Canadian Dividend Index ETF (PDC.TO). 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.


PSB.TOPDC.TODifference
Sharpe ratioReturn per unit of total volatility

-3.15

Sortino ratioReturn per unit of downside risk

-3.94

Omega ratioGain probability vs. loss probability

1.25

1.89

-0.65

Calmar ratioReturn relative to maximum drawdown

2.74

10.03

-7.30

Martin ratioReturn relative to average drawdown

8.30

36.85

-28.55

PSB.TO vs. PDC.TO - Sharpe Ratio Comparison

The current PSB.TO Sharpe Ratio is 1.37, which is lower than the PDC.TO Sharpe Ratio of 4.52. The chart below compares the historical Sharpe Ratios of PSB.TO and PDC.TO, 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

PSB.TO vs. PDC.TO - Drawdown Comparison

The maximum PSB.TO drawdown since its inception was -13.24%, smaller than the maximum PDC.TO drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for PSB.TO and PDC.TO.


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Drawdown Indicators


PSB.TOPDC.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.24%

-41.93%

+28.69%

Max Drawdown (1Y)

Largest decline over 1 year

-1.38%

-3.86%

+2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-1.89%

-10.52%

+8.63%

Max Drawdown (5Y)

Largest decline over 5 years

-7.93%

-17.98%

+10.05%

Max Drawdown (10Y)

Largest decline over 10 years

-13.24%

-41.93%

+28.69%

Current Drawdown

Current decline from peak

-0.33%

-0.33%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.00%

-4.48%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

1.05%

-0.60%

Volatility

PSB.TO vs. PDC.TO - Volatility Comparison

The current volatility for Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF (PSB.TO) is 0.74%, while Invesco Canadian Dividend Index ETF (PDC.TO) has a volatility of 2.41%. This indicates that PSB.TO experiences smaller price fluctuations and is considered to be less risky than PDC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSB.TOPDC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

2.41%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

6.51%

-4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

2.75%

8.58%

-5.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.32%

10.83%

-7.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

15.28%

-10.43%

PSB.TO vs. PDC.TO - Expense Ratio Comparison

PSB.TO has a 0.28% expense ratio, which is lower than PDC.TO's 0.58% expense ratio.


Dividends

PSB.TO vs. PDC.TO - Dividend Comparison

PSB.TO's dividend yield for the trailing twelve months is around 3.21%, more than PDC.TO's 3.14% yield.


PositionTTM20252024202320222021202020192018201720162015
PDC.TO
Invesco Canadian Dividend Index ETF
3.14%3.96%4.48%4.77%4.24%3.65%5.07%4.33%5.12%4.23%3.77%4.39%
PSB.TO
Invesco 1-5 Year Laddered Investment Grade Corporate Bond Index ETF
3.21%3.18%3.12%3.09%3.13%2.91%2.74%3.00%3.37%3.61%4.01%4.04%

Frequently Asked Questions


PSB.TO and PDC.TO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PSB.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PSB.TO is cheaper with a 0.28% expense ratio, compared with 0.58% for PDC.TO.

PSB.TO is categorized as Corporate Bonds, while PDC.TO is Dividend. PSB.TO tracks FTSE Canada Investment Grade 1-5 Year Laddered Corporate Bond Index, while PDC.TO tracks NASDAQ Select Canadian Dividend Index. Their fees differ too: 0.28% for PSB.TO and 0.58% for PDC.TO.

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