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CSHP vs. PSCU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSHP vs. PSCU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Enhanced Short-Term Bond Active ETF (CSHP) and Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSHP achieves a 2.53% return, which is significantly lower than PSCU's 13.05% return.


CSHP

1D
0.15%
1M
0.50%
6M
2.23%
YTD
2.53%
1Y
4.19%
3Y*
5Y*
10Y*
ALL TIME*
4.37%

PSCU

1D
1.08%
1M
-1.03%
6M
9.96%
YTD
13.05%
1Y
20.36%
3Y*
7.24%
5Y*
1.15%
10Y*
5.54%
ALL TIME*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.42M$7.30M$2.63M
$34.31K$70.63K$72.54K

CSHP vs. PSCU - Yearly Performance Comparison


Correlation

The correlation between CSHP and PSCU is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.15

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2024

-0.01

The correlation between CSHP and PSCU shifts across timeframes, from -0.14 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CSHP vs. PSCU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CSHP
CSHP Risk / Return Rank: 9898
Overall Rank
CSHP Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 9898
Sortino Ratio Rank
CSHP Omega Ratio Rank: 9999
Omega Ratio Rank
CSHP Calmar Ratio Rank: 9898
Calmar Ratio Rank
CSHP Martin Ratio Rank: 9999
Martin Ratio Rank

PSCU
PSCU Risk / Return Rank: 5353
Overall Rank
PSCU Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
PSCU Sortino Ratio Rank: 5353
Sortino Ratio Rank
PSCU Omega Ratio Rank: 4545
Omega Ratio Rank
PSCU Calmar Ratio Rank: 6666
Calmar Ratio Rank
PSCU Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CSHP vs. PSCU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Enhanced Short-Term Bond Active ETF (CSHP) and Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU). 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.


CSHPPSCUDifference
Sharpe ratioReturn per unit of total volatility

+2.35

Sortino ratioReturn per unit of downside risk

+4.67

Omega ratioGain probability vs. loss probability

2.79

1.22

+1.56

Calmar ratioReturn relative to maximum drawdown

10.90

2.46

+8.44

Martin ratioReturn relative to average drawdown

68.37

6.19

+62.18

CSHP vs. PSCU - Sharpe Ratio Comparison

The current CSHP Sharpe Ratio is 3.67, which is higher than the PSCU Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of CSHP and PSCU, 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

CSHP vs. PSCU - Drawdown Comparison

The maximum CSHP drawdown since its inception was -0.39%, smaller than the maximum PSCU drawdown of -29.97%. Use the drawdown chart below to compare losses from any high point for CSHP and PSCU.


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Drawdown Indicators


CSHPPSCUDifference

Max Drawdown

Largest peak-to-trough decline

-0.39%

-29.97%

+29.58%

Max Drawdown (1Y)

Largest decline over 1 year

-0.39%

-8.32%

+7.93%

Max Drawdown (3Y)

Largest decline over 3 years

-23.55%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

Max Drawdown (10Y)

Largest decline over 10 years

-29.97%

Current Drawdown

Current decline from peak

-0.12%

-2.80%

+2.68%

Average Drawdown

Average peak-to-trough decline

-0.01%

-7.62%

+7.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

3.30%

-3.24%

Volatility

CSHP vs. PSCU - Volatility Comparison

The current volatility for iShares Enhanced Short-Term Bond Active ETF (CSHP) is 1.11%, while Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU) has a volatility of 3.21%. This indicates that CSHP experiences smaller price fluctuations and is considered to be less risky than PSCU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSHPPSCUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

3.21%

-2.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.12%

11.24%

-10.12%

Volatility (1Y)

Calculated over the trailing 1-year period

1.15%

15.53%

-14.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.86%

18.41%

-17.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.86%

19.50%

-18.64%

CSHP vs. PSCU - Expense Ratio Comparison

CSHP has a 0.20% expense ratio, which is lower than PSCU's 0.29% expense ratio.


Dividends

CSHP vs. PSCU - Dividend Comparison

CSHP's dividend yield for the trailing twelve months is around 4.10%, more than PSCU's 0.98% yield.


PositionTTM20252024202320222021202020192018201720162015
CSHP
iShares Enhanced Short-Term Bond Active ETF
4.10%5.39%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSCU
Invesco S&P SmallCap Utilities & Communication Services ETF
0.98%1.10%0.98%1.60%1.71%2.69%1.20%2.47%2.35%1.84%6.93%2.94%

Frequently Asked Questions


CSHP and PSCU 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.

PSCU has higher volatility (3.21%) compared to CSHP (1.11%). In terms of maximum drawdown, CSHP dropped -0.39% vs PSCU's -29.97%.

On 1-year performance, PSCU leads with 20.36% vs 4.19% for CSHP. On fees, CSHP is cheaper at 0.20% per year. On volatility, CSHP has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PSCU has performed better with a 20.36% return vs 4.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CSHP is cheaper with a 0.20% expense ratio, compared with 0.29% for PSCU.

CSHP has the higher dividend yield at 4.10%, compared with 0.98% for PSCU.

CSHP is categorized as Ultrashort Bond, while PSCU is Utilities Equities. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for CSHP and 0.29% for PSCU.

CSHP currently has the higher Sharpe Ratio (3.67 vs 1.32), 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 CSHP and PSCU

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