XDAT vs. PDBC
XDAT (Franklin Exponential Data ETF) and PDBC (Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF) are both exchange-traded funds - XDAT is a Technology Equities fund actively managed by Franklin Templeton, while PDBC is a Commodities fund actively managed by Invesco. Both are actively managed. Over the past 5 years, XDAT returned -1.82%/yr vs 11.53%/yr for PDBC. Their 0.10 correlation means their historical movements had little consistent relationship. XDAT charges 0.50%/yr vs 0.58%/yr for PDBC.
Performance
XDAT vs. PDBC - Performance Comparison
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Returns By Period
In the year-to-date period, XDAT achieves a -0.52% return, which is significantly lower than PDBC's 30.19% return.
XDAT
- 1D
- 3.70%
- 1M
- 3.05%
- 6M
- 9.55%
- YTD
- -0.52%
- 1Y
- -2.03%
- 3Y*
- 11.37%
- 5Y*
- -1.82%
- 10Y*
- —
- ALL TIME*
- 0.44%
PDBC
- 1D
- -1.77%
- 1M
- 8.70%
- 6M
- 23.48%
- YTD
- 30.19%
- 1Y
- 36.16%
- 3Y*
- 9.99%
- 5Y*
- 11.53%
- 10Y*
- 8.78%
- ALL TIME*
- 3.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $116.66M | $151.96M | $123.92M | |
| $42.52K | $24.92K | $17.00K |
XDAT vs. PDBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDAT Franklin Exponential Data ETF | -0.52% | 1.87% | 16.54% | 45.77% | -45.71% | 9.61% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 30.19% | 5.96% | 2.09% | -6.25% | 19.23% | 35.51% |
Correlation
The correlation between XDAT and PDBC is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2021 | 0.10 |
The correlation between XDAT and PDBC shifts across timeframes, from -0.04 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDAT vs. PDBC — Risk / Return Rank
XDAT
PDBC
XDAT vs. PDBC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) 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.
| XDAT | PDBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.31 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 2.20 | -2.26 |
| Martin ratioReturn relative to average drawdown | -0.14 | 7.30 | -7.44 |
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Drawdowns
XDAT vs. PDBC - Drawdown Comparison
The maximum XDAT drawdown since its inception was -54.87%, which is greater than PDBC's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for XDAT and PDBC.
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Drawdown Indicators
| XDAT | PDBC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.87% | -49.52% | -5.35% |
Max Drawdown (1Y)Largest decline over 1 year | -29.56% | -16.55% | -13.01% |
Max Drawdown (3Y)Largest decline over 3 years | -29.56% | -16.55% | -13.01% |
Max Drawdown (5Y)Largest decline over 5 years | -54.87% | -27.63% | -27.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.73% | — |
Current DrawdownCurrent decline from peak | -16.77% | -8.78% | -7.99% |
Average DrawdownAverage peak-to-trough decline | -25.73% | -23.03% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.89% | 4.97% | +9.92% |
Volatility
XDAT vs. PDBC - Volatility Comparison
Franklin Exponential Data ETF (XDAT) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) have volatilities of 7.45% and 7.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDAT | PDBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 7.36% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 20.83% | 17.16% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.26% | 19.65% | +5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.69% | 19.28% | +10.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.37% | 17.84% | +11.53% |
XDAT vs. PDBC - Expense Ratio Comparison
XDAT has a 0.50% expense ratio, which is lower than PDBC's 0.58% expense ratio.
Dividends
XDAT vs. PDBC - Dividend Comparison
XDAT has not paid dividends to shareholders, while PDBC's dividend yield for the trailing twelve months is around 2.95%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDAT Franklin Exponential Data ETF | 0.00% | 0.00% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDAT and PDBC have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XDAT has higher volatility (7.45%) compared to PDBC (7.36%). In terms of maximum drawdown, XDAT dropped -54.87% vs PDBC's -49.52%.
On 5-year performance, PDBC leads with 11.53% vs -1.82% for XDAT. On fees, XDAT is cheaper at 0.50% per year. Their volatility is very similar. 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 11.53% return vs -1.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XDAT is cheaper with a 0.50% expense ratio, compared with 0.58% for PDBC.
PDBC has the higher dividend yield at 2.95%, compared with 0.00% for XDAT.
XDAT is categorized as Technology Equities, while PDBC is Commodities. They also come from different issuers: Franklin Templeton and Invesco. Their fees differ too: 0.50% for XDAT and 0.58% for PDBC.
PDBC currently has the higher Sharpe Ratio (1.85 vs -0.08), 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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