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VXUS vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VXUS vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) 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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Returns By Period

In the year-to-date period, VXUS achieves a 13.24% return, which is significantly lower than PDBC's 30.11% return. Over the past 10 years, VXUS has outperformed PDBC with an annualized return of 10.05%, while PDBC has yielded a comparatively lower 8.06% annualized return.


VXUS

1D
3.33%
1M
1.32%
YTD
13.24%
6M
14.27%
1Y
28.59%
3Y*
18.58%
5Y*
8.24%
10Y*
10.05%

PDBC

1D
-1.09%
1M
-8.83%
YTD
30.11%
6M
30.06%
1Y
36.08%
3Y*
13.30%
5Y*
11.21%
10Y*
8.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VXUS vs. PDBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VXUS
Vanguard Total International Stock ETF
13.24%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
30.11%5.96%2.09%-6.25%19.23%41.72%-7.84%11.44%-12.78%5.06%

Correlation

The correlation between VXUS and PDBC is -0.14, 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

-0.14

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

0.13

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

0.23

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

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2014

0.33

The correlation between VXUS and PDBC shifts across timeframes, from -0.14 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VXUS vs. PDBC — Risk / Return Rank

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

VXUS
VXUS Risk / Return Rank: 6565
Overall Rank
VXUS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6565
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6767
Omega Ratio Rank
VXUS Calmar Ratio Rank: 6161
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6666
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 7272
Overall Rank
PDBC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 6767
Sortino Ratio Rank
PDBC Omega Ratio Rank: 6969
Omega Ratio Rank
PDBC Calmar Ratio Rank: 8686
Calmar Ratio Rank
PDBC Martin Ratio Rank: 6767
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.

VXUS vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) 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.


VXUSPDBCDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.33

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

2.55

4.11

-1.56

Martin ratioReturn relative to average drawdown

9.77

10.05

-0.28

VXUS vs. PDBC - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.79, which is comparable to the PDBC Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of VXUS 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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Drawdowns

VXUS vs. PDBC - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for VXUS and PDBC.


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Drawdown Indicators


VXUSPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-49.52%

+13.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-8.83%

-2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-13.95%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-27.63%

-1.81%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-40.73%

+4.76%

Current Drawdown

Current decline from peak

-1.86%

-8.83%

+6.97%

Average Drawdown

Average peak-to-trough decline

-8.21%

-23.17%

+14.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.60%

-0.67%

Volatility

VXUS vs. PDBC - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.78% compared to Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) at 4.92%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier 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


VXUSPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

4.92%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

14.05%

16.08%

-2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

18.88%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

19.16%

-2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

17.78%

-0.58%

VXUS vs. PDBC - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Dividends

VXUS vs. PDBC - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.68%, less than PDBC's 2.95% yield.


PositionTTM20252024202320222021202020192018201720162015
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
2.95%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%0.00%
VXUS
Vanguard Total International Stock ETF
2.68%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


VXUS and PDBC have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXUS has higher volatility (6.78%) compared to PDBC (4.92%). In terms of maximum drawdown, VXUS dropped -35.97% vs PDBC's -49.52%.

On 10-year performance, VXUS leads with 10.05% vs 8.06% for PDBC. On fees, VXUS is cheaper at 0.05% per year. On volatility, PDBC has been the lower-risk option at 4.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VXUS has performed better with a 10.05% return vs 8.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.58% for PDBC.

PDBC has the higher dividend yield at 2.95%, compared with 2.68% for VXUS.

VXUS is categorized as Global Equities, while PDBC is Commodities. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.05% for VXUS and 0.58% for PDBC.

PDBC currently has the higher Sharpe Ratio (1.93 vs 1.78), 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.

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