USSG vs. PDBC
Compare and contrast key facts about Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC).
USSG and PDBC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USSG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI USA ESG Leaders. It was launched on Mar 7, 2019. PDBC is an actively managed fund by Invesco. It was launched on Nov 7, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USSG or PDBC.
Key characteristics
| USSG | PDBC | |
|---|---|---|
| YTD Return | 20.69% | 3.16% |
| 1Y Return | 33.33% | -3.35% |
| 3Y Return (Ann) | 7.71% | 4.39% |
| 5Y Return (Ann) | 15.51% | 9.42% |
| Sharpe Ratio | 2.65 | -0.26 |
| Sortino Ratio | 3.53 | -0.27 |
| Omega Ratio | 1.50 | 0.97 |
| Calmar Ratio | 3.68 | -0.14 |
| Martin Ratio | 15.72 | -0.69 |
| Ulcer Index | 2.21% | 5.54% |
| Daily Std Dev | 13.09% | 14.43% |
| Max Drawdown | -34.10% | -49.52% |
| Current Drawdown | -2.43% | -21.64% |
Correlation
The correlation between USSG and PDBC is 0.26, 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.
Performance
USSG vs. PDBC - Performance Comparison
In the year-to-date period, USSG achieves a 20.69% return, which is significantly higher than PDBC's 3.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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USSG vs. PDBC - Expense Ratio Comparison
USSG has a 0.10% expense ratio, which is lower than PDBC's 0.58% expense ratio.
Risk-Adjusted Performance
USSG vs. PDBC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) 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.
Dividends
USSG vs. PDBC - Dividend Comparison
USSG's dividend yield for the trailing twelve months is around 1.23%, less than PDBC's 4.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | 1.23% | 1.60% | 1.52% | 1.13% | 1.42% | 1.21% | 0.00% | 0.00% | 0.00% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 4.08% | 4.21% | 13.05% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.51% |
Drawdowns
USSG vs. PDBC - Drawdown Comparison
The maximum USSG drawdown since its inception was -34.10%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for USSG and PDBC. For additional features, visit the drawdowns tool.
Volatility
USSG vs. PDBC - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) is 3.14%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 5.73%. This indicates that USSG 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.