PortfoliosLab logoPortfoliosLab logo
PSCX vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSCX vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (December) ETF (PSCX) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PSCX achieves a 5.83% return, which is significantly lower than PDBC's 24.08% return.


PSCX

1D
0.18%
1M
1.24%
6M
4.94%
YTD
5.83%
1Y
13.14%
3Y*
12.34%
5Y*
8.42%
10Y*

PDBC

1D
0.12%
1M
-3.63%
6M
21.24%
YTD
24.08%
1Y
27.16%
3Y*
9.96%
5Y*
10.22%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSCX vs. PDBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PSCX
Pacer Swan SOS Conservative (December) ETF
5.83%12.08%13.27%16.57%-7.35%9.03%0.43%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
24.08%5.96%2.09%-6.25%19.23%41.72%2.07%

Correlation

The correlation between PSCX and PDBC is -0.15, 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

-0.15

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

0.01

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

0.09

Correlation (All Time)
Calculated using the full available price history since Dec 23, 2020

0.10

The correlation between PSCX and PDBC shifts across timeframes, from -0.15 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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

PSCX vs. PDBC — Risk / Return Rank

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

PSCX
PSCX Risk / Return Rank: 8787
Overall Rank
PSCX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PSCX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PSCX Omega Ratio Rank: 9191
Omega Ratio Rank
PSCX Calmar Ratio Rank: 7676
Calmar Ratio Rank
PSCX Martin Ratio Rank: 8989
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 5151
Overall Rank
PDBC Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 5454
Sortino Ratio Rank
PDBC Omega Ratio Rank: 5353
Omega Ratio Rank
PDBC Calmar Ratio Rank: 4343
Calmar Ratio Rank
PDBC Martin Ratio Rank: 4747
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.

PSCX vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (December) ETF (PSCX) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). 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.


PSCXPDBCDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.47

1.27

+0.20

Calmar ratioReturn relative to maximum drawdown

3.10

1.75

+1.34

Martin ratioReturn relative to average drawdown

15.47

6.25

+9.23

PSCX vs. PDBC - Sharpe Ratio Comparison

The current PSCX Sharpe Ratio is 2.33, which is higher than the PDBC Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of PSCX and PDBC, 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

PSCX vs. PDBC - Drawdown Comparison

The maximum PSCX drawdown since its inception was -10.20%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for PSCX and PDBC.


Loading charts...

Drawdown Indicators


PSCXPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-10.20%

-49.52%

+39.32%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-16.55%

+12.35%

Max Drawdown (3Y)

Largest decline over 3 years

-9.61%

-16.55%

+6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-10.20%

-27.63%

+17.43%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

Current Drawdown

Current decline from peak

0.00%

-13.06%

+13.06%

Average Drawdown

Average peak-to-trough decline

-1.84%

-23.11%

+21.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

4.64%

-3.80%

Volatility

PSCX vs. PDBC - Volatility Comparison

The current volatility for Pacer Swan SOS Conservative (December) ETF (PSCX) is 1.74%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 5.48%. This indicates that PSCX experiences smaller price fluctuations and is considered to be less risky than PDBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PSCXPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.74%

5.48%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

4.60%

16.59%

-11.99%

Volatility (1Y)

Calculated over the trailing 1-year period

5.60%

18.72%

-13.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.12%

19.19%

-12.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.95%

17.75%

-10.80%

PSCX vs. PDBC - Expense Ratio Comparison

PSCX has a 0.75% expense ratio, which is higher than PDBC's 0.58% expense ratio.


Dividends

PSCX vs. PDBC - Dividend Comparison

PSCX has not paid dividends to shareholders, while PDBC's dividend yield for the trailing twelve months is around 3.09%.


PositionTTM2025202420232022202120202019201820172016
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
3.09%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%
PSCX
Pacer Swan SOS Conservative (December) ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PSCX and PDBC have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (5.48%) compared to PSCX (1.74%). In terms of maximum drawdown, PSCX dropped -10.20% vs PDBC's -49.52%.

On 5-year performance, PDBC leads with 10.22% vs 8.42% for PSCX. On fees, PDBC is cheaper at 0.58% per year. On volatility, PSCX has been the lower-risk option at 1.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PDBC has performed better with a 10.22% return vs 8.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PDBC is cheaper with a 0.58% expense ratio, compared with 0.75% for PSCX.

PDBC has the higher dividend yield at 3.09%, compared with 0.00% for PSCX.

PSCX is categorized as Defined Outcome, while PDBC is Commodities. They also come from different issuers: Pacer and Invesco. Their fees differ too: 0.75% for PSCX and 0.58% for PDBC.

PSCX currently has the higher Sharpe Ratio (2.33 vs 1.55), 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 PSCX and PDBC

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