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XSHQ vs. CMDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSHQ vs. CMDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Quality ETF (XSHQ) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XSHQ achieves a 11.54% return, which is significantly lower than CMDT's 13.43% return.


XSHQ

1D
-0.74%
1M
2.36%
YTD
11.54%
6M
9.12%
1Y
17.70%
3Y*
12.17%
5Y*
6.38%
10Y*

CMDT

1D
-1.14%
1M
-8.86%
YTD
13.43%
6M
13.42%
1Y
21.34%
3Y*
12.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSHQ vs. CMDT - Yearly Performance Comparison


2026 (YTD)202520242023
XSHQ
Invesco S&P SmallCap Quality ETF
11.54%0.89%7.49%24.05%
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
13.43%12.78%6.93%5.37%

Correlation

The correlation between XSHQ and CMDT is -0.13, 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

-0.13

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

0.07

Correlation (All Time)
Calculated using the full available price history since May 10, 2023

0.10

The correlation between XSHQ and CMDT shifts across timeframes, from -0.13 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XSHQ vs. CMDT — Risk / Return Rank

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

XSHQ
XSHQ Risk / Return Rank: 3232
Overall Rank
XSHQ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XSHQ Sortino Ratio Rank: 3232
Sortino Ratio Rank
XSHQ Omega Ratio Rank: 2727
Omega Ratio Rank
XSHQ Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSHQ Martin Ratio Rank: 3333
Martin Ratio Rank

CMDT
CMDT Risk / Return Rank: 5050
Overall Rank
CMDT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMDT Omega Ratio Rank: 4848
Omega Ratio Rank
CMDT Calmar Ratio Rank: 4141
Calmar Ratio Rank
CMDT Martin Ratio Rank: 5858
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.

XSHQ vs. CMDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Quality ETF (XSHQ) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.


XSHQCMDTDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.18

1.29

-0.11

Calmar ratioReturn relative to maximum drawdown

1.73

1.93

-0.20

Martin ratioReturn relative to average drawdown

4.75

9.62

-4.87

XSHQ vs. CMDT - Sharpe Ratio Comparison

The current XSHQ Sharpe Ratio is 1.02, which is lower than the CMDT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of XSHQ and CMDT, 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

XSHQ vs. CMDT - Drawdown Comparison

The maximum XSHQ drawdown since its inception was -38.33%, which is greater than CMDT's maximum drawdown of -11.11%. Use the drawdown chart below to compare losses from any high point for XSHQ and CMDT.


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Drawdown Indicators


XSHQCMDTDifference

Max Drawdown

Largest peak-to-trough decline

-38.33%

-11.11%

-27.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.27%

-11.11%

+0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-27.34%

-11.11%

-16.23%

Max Drawdown (5Y)

Largest decline over 5 years

-27.34%

Current Drawdown

Current decline from peak

-0.74%

-11.11%

+10.37%

Average Drawdown

Average peak-to-trough decline

-9.29%

-2.77%

-6.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

2.25%

+1.49%

Volatility

XSHQ vs. CMDT - Volatility Comparison

Invesco S&P SmallCap Quality ETF (XSHQ) has a higher volatility of 4.09% compared to PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) at 3.26%. This indicates that XSHQ's price experiences larger fluctuations and is considered to be riskier than CMDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSHQCMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

3.26%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

11.87%

10.60%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

17.52%

12.65%

+4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.22%

12.24%

+8.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.09%

12.24%

+10.85%

XSHQ vs. CMDT - Expense Ratio Comparison

XSHQ has a 0.29% expense ratio, which is lower than CMDT's 0.65% expense ratio.


Dividends

XSHQ vs. CMDT - Dividend Comparison

XSHQ's dividend yield for the trailing twelve months is around 1.21%, less than CMDT's 2.67% yield.


PositionTTM202520242023202220212020201920182017
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
2.67%3.04%8.80%2.71%0.00%0.00%0.00%0.00%0.00%0.00%
XSHQ
Invesco S&P SmallCap Quality ETF
1.21%1.48%1.18%1.15%2.02%1.25%1.24%1.11%1.16%0.60%

Frequently Asked Questions


XSHQ and CMDT have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XSHQ has higher volatility (4.09%) compared to CMDT (3.26%). In terms of maximum drawdown, XSHQ dropped -38.33% vs CMDT's -11.11%.

On 3-year performance, CMDT leads with 12.77% vs 12.17% for XSHQ. On fees, XSHQ is cheaper at 0.29% per year. On volatility, CMDT has been the lower-risk option at 3.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CMDT has performed better with a 12.77% return vs 12.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XSHQ is cheaper with a 0.29% expense ratio, compared with 0.65% for CMDT.

CMDT has the higher dividend yield at 2.67%, compared with 1.21% for XSHQ.

XSHQ is categorized as Small Cap Growth Equities, while CMDT is Commodities. XSHQ tracks S&P SmallCap 600 Quality Index, while CMDT tracks Bloomberg Roll Select Commodity Total Return Index. They also come from different issuers: Invesco and PIMCO. Their fees differ too: 0.29% for XSHQ and 0.65% for CMDT.

CMDT currently has the higher Sharpe Ratio (1.71 vs 1.02), 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.

Portfolio Optimizer

Find the right allocation for XSHQ and CMDT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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