EFRA vs. PSCE
Compare and contrast key facts about iShares Environmental Infrastructure and Industrials ETF (EFRA) and Invesco S&P SmallCap Energy ETF (PSCE).
EFRA and PSCE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFRA is a passively managed fund by iShares that tracks the performance of the FTSE Green Revenues Select Infrastructure and Industrials Index - USD - Benchmark TR Net. It was launched on Nov 1, 2022. PSCE is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Energy Index. It was launched on Apr 7, 2010. Both EFRA and PSCE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EFRA vs. PSCE - Performance Comparison
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EFRA vs. PSCE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EFRA iShares Environmental Infrastructure and Industrials ETF | 3.49% | 13.76% | 8.09% | 14.49% | 7.48% |
PSCE Invesco S&P SmallCap Energy ETF | 42.67% | -9.00% | -5.47% | 5.07% | -6.80% |
Returns By Period
In the year-to-date period, EFRA achieves a 3.49% return, which is significantly lower than PSCE's 42.67% return.
EFRA
- 1D
- 2.38%
- 1M
- -8.29%
- YTD
- 3.49%
- 6M
- 3.36%
- 1Y
- 17.83%
- 3Y*
- 11.06%
- 5Y*
- —
- 10Y*
- —
PSCE
- 1D
- -0.78%
- 1M
- 10.75%
- YTD
- 42.67%
- 6M
- 44.85%
- 1Y
- 49.10%
- 3Y*
- 12.00%
- 5Y*
- 14.91%
- 10Y*
- -0.66%
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EFRA vs. PSCE - Expense Ratio Comparison
EFRA has a 0.47% expense ratio, which is higher than PSCE's 0.29% expense ratio.
Return for Risk
EFRA vs. PSCE — Risk / Return Rank
EFRA
PSCE
EFRA vs. PSCE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Environmental Infrastructure and Industrials ETF (EFRA) and Invesco S&P SmallCap Energy ETF (PSCE). 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.
| EFRA | PSCE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.39 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.82 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.27 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.94 | -0.36 |
Martin ratioReturn relative to average drawdown | 5.64 | 6.52 | -0.88 |
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
| EFRA | PSCE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.39 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.39 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | -0.09 | +1.01 |
Correlation
The correlation between EFRA and PSCE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EFRA vs. PSCE - Dividend Comparison
EFRA's dividend yield for the trailing twelve months is around 4.19%, more than PSCE's 1.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFRA iShares Environmental Infrastructure and Industrials ETF | 4.19% | 4.34% | 3.79% | 1.85% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSCE Invesco S&P SmallCap Energy ETF | 1.83% | 2.39% | 1.70% | 2.57% | 1.70% | 0.46% | 0.87% | 0.14% | 0.22% | 0.04% | 0.22% | 0.82% |
Drawdowns
EFRA vs. PSCE - Drawdown Comparison
The maximum EFRA drawdown since its inception was -16.25%, smaller than the maximum PSCE drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for EFRA and PSCE.
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Drawdown Indicators
| EFRA | PSCE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.25% | -96.21% | +79.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -25.44% | +14.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.42% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -90.70% | — |
Current DrawdownCurrent decline from peak | -8.29% | -74.65% | +66.36% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -58.66% | +55.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 7.59% | -4.43% |
Volatility
EFRA vs. PSCE - Volatility Comparison
iShares Environmental Infrastructure and Industrials ETF (EFRA) has a higher volatility of 6.07% compared to Invesco S&P SmallCap Energy ETF (PSCE) at 5.33%. This indicates that EFRA's price experiences larger fluctuations and is considered to be riskier than PSCE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFRA | PSCE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 5.33% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 18.54% | -8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 35.47% | -19.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 38.21% | -22.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.45% | 43.44% | -27.99% |