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UIQK.DE vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UIQK.DE vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UIQK.DE is traded in EUR, while PDBC is traded in USD. To make them comparable, the PDBC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UIQK.DE achieves a 22.10% return, which is significantly lower than PDBC's 36.25% return. Both investments have delivered pretty close results over the past 10 years, with UIQK.DE having a 8.63% annualized return and PDBC not far behind at 8.31%.


UIQK.DE

1D
-1.26%
1M
-0.77%
YTD
22.10%
6M
23.08%
1Y
28.80%
3Y*
10.29%
5Y*
12.61%
10Y*
8.63%

PDBC

1D
-1.25%
1M
-3.34%
YTD
36.25%
6M
34.73%
1Y
42.10%
3Y*
11.02%
5Y*
13.18%
10Y*
8.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIQK.DE vs. PDBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UIQK.DE
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
22.10%-1.67%10.72%-4.23%22.43%46.71%-8.90%12.48%-6.36%-6.03%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
36.25%-6.62%8.83%-9.06%26.62%52.32%-15.44%13.96%-8.68%-7.86%

Correlation

The correlation between UIQK.DE and PDBC is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.72

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

0.73

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

0.71

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2014

0.68

The correlation between UIQK.DE and PDBC has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.

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Return for Risk

UIQK.DE vs. PDBC — Risk / Return Rank

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

UIQK.DE
UIQK.DE Risk / Return Rank: 3636
Overall Rank
UIQK.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
UIQK.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
UIQK.DE Omega Ratio Rank: 5151
Omega Ratio Rank
UIQK.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
UIQK.DE Martin Ratio Rank: 2727
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 7676
Overall Rank
PDBC Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 6969
Sortino Ratio Rank
PDBC Omega Ratio Rank: 7171
Omega Ratio Rank
PDBC Calmar Ratio Rank: 9292
Calmar Ratio Rank
PDBC Martin Ratio Rank: 7171
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.

UIQK.DE vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) 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.


UIQK.DEPDBCDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.31

1.36

-0.04

Calmar ratioReturn relative to maximum drawdown

1.81

5.06

-3.25

Martin ratioReturn relative to average drawdown

3.75

10.04

-6.29

UIQK.DE vs. PDBC - Sharpe Ratio Comparison

The current UIQK.DE Sharpe Ratio is 1.11, which is lower than the PDBC Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of UIQK.DE 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.


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Sharpe Ratios by Period


UIQK.DEPDBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.05

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.66

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.45

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.25

+0.03

Drawdowns

UIQK.DE vs. PDBC - Drawdown Comparison

The maximum UIQK.DE drawdown since its inception was -40.58%, roughly equal to the maximum PDBC drawdown of -41.97%. Use the drawdown chart below to compare losses from any high point for UIQK.DE and PDBC.


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Drawdown Indicators


UIQK.DEPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-40.58%

-41.97%

+1.39%

Max Drawdown (1Y)

Largest decline over 1 year

-15.84%

-8.36%

-7.48%

Max Drawdown (3Y)

Largest decline over 3 years

-15.84%

-17.86%

+2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.37%

-30.41%

+13.04%

Max Drawdown (10Y)

Largest decline over 10 years

-30.72%

-37.18%

+6.46%

Current Drawdown

Current decline from peak

-3.23%

-5.31%

+2.08%

Average Drawdown

Average peak-to-trough decline

-14.71%

-19.87%

+5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.66%

4.20%

+3.46%

Volatility

UIQK.DE vs. PDBC - Volatility Comparison

The current volatility for UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) is 5.01%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 6.89%. This indicates that UIQK.DE 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.


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Volatility by Period


UIQK.DEPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

6.89%

-1.88%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

16.89%

-4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

25.76%

20.65%

+5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.74%

19.98%

-2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

18.55%

-2.65%

UIQK.DE vs. PDBC - Expense Ratio Comparison

UIQK.DE has a 0.34% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Dividends

UIQK.DE vs. PDBC - Dividend Comparison

UIQK.DE has not paid dividends to shareholders, while PDBC's dividend yield for the trailing twelve months is around 2.85%.


PositionTTM2025202420232022202120202019201820172016
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
2.85%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%
UIQK.DE
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
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


UIQK.DE and PDBC have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIQK.DE is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIQK.DE is cheaper with a 0.34% expense ratio, compared with 0.58% for PDBC.

They also come from different issuers: UBS and Invesco. Their fees differ too: 0.34% for UIQK.DE and 0.58% for PDBC.

Portfolio Optimizer

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