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 1.26%/yr vs 12.39%/yr for PDBC. At a 0.11 correlation, their price movements are largely independent. 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 0.92% return, which is significantly lower than PDBC's 36.23% return.
XDAT
- 1D
- -3.31%
- 1M
- 10.82%
- YTD
- 0.92%
- 6M
- -1.59%
- 1Y
- -1.19%
- 3Y*
- 12.16%
- 5Y*
- 1.26%
- 10Y*
- —
PDBC
- 1D
- 0.39%
- 1M
- -3.37%
- YTD
- 36.23%
- 6M
- 36.27%
- 1Y
- 45.46%
- 3Y*
- 14.42%
- 5Y*
- 12.39%
- 10Y*
- 8.79%
XDAT vs. PDBC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDAT Franklin Exponential Data ETF | 0.92% | 1.87% | 16.54% | 45.77% | -45.71% | 10.86% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 36.23% | 5.96% | 2.09% | -6.25% | 19.23% | 34.25% |
Correlation
The correlation between XDAT and PDBC is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2021 | 0.11 |
The correlation between XDAT and PDBC shifts across timeframes, from -0.07 (1 year) to 0.11 (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.
| XDAT | PDBC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -3.05 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.43 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 6.35 | -6.39 |
| Martin ratioReturn relative to average drawdown | -0.09 | 13.39 | -13.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDAT | PDBC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | 2.46 | -2.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.65 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.23 | -0.20 |
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% | -7.19% | -22.37% |
Max Drawdown (3Y)Largest decline over 3 years | -29.56% | -13.95% | -15.61% |
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 | -15.57% | -4.55% | -11.02% |
Average DrawdownAverage peak-to-trough decline | -25.91% | -23.21% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.78% | 3.41% | +10.37% |
Volatility
XDAT vs. PDBC - Volatility Comparison
Franklin Exponential Data ETF (XDAT) has a higher volatility of 8.56% compared to Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) at 6.20%. This indicates that XDAT'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
| XDAT | PDBC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.56% | 6.20% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 19.27% | 15.78% | +3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.56% | 18.61% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.45% | 19.12% | +10.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.43% | 17.78% | +11.65% |
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 2.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 2.82% | 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 -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XDAT has higher volatility (8.56%) compared to PDBC (6.20%). In terms of maximum drawdown, XDAT dropped -54.87% vs PDBC's -49.52%.
On 5-year performance, PDBC leads with 12.39% vs 1.26% for XDAT. On fees, XDAT is cheaper at 0.50% per year. On volatility, PDBC has been the lower-risk option at 6.20%. 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 12.39% return vs 1.26%. 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 2.82%, 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 (2.46 vs -0.05), 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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