PortfoliosLab logoPortfoliosLab logo
EFRA vs. PSCE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFRA vs. PSCE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Environmental Infrastructure and Industrials ETF (EFRA) and Invesco S&P SmallCap Energy ETF (PSCE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EFRA vs. PSCE - Yearly Performance Comparison


2026 (YTD)2025202420232022
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

EFRA
EFRA Risk / Return Rank: 6161
Overall Rank
EFRA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EFRA Sortino Ratio Rank: 6565
Sortino Ratio Rank
EFRA Omega Ratio Rank: 5858
Omega Ratio Rank
EFRA Calmar Ratio Rank: 6262
Calmar Ratio Rank
EFRA Martin Ratio Rank: 5757
Martin Ratio Rank

PSCE
PSCE Risk / Return Rank: 7373
Overall Rank
PSCE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PSCE Sortino Ratio Rank: 7373
Sortino Ratio Rank
PSCE Omega Ratio Rank: 7474
Omega Ratio Rank
PSCE Calmar Ratio Rank: 7575
Calmar Ratio Rank
PSCE Martin Ratio Rank: 6666
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.

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.


EFRAPSCEDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.39

-0.28

Sortino ratio

Return per unit of downside risk

1.66

1.82

-0.16

Omega ratio

Gain probability vs. loss probability

1.22

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

1.59

1.94

-0.36

Martin ratio

Return relative to average drawdown

5.64

6.52

-0.88

EFRA vs. PSCE - Sharpe Ratio Comparison

The current EFRA Sharpe Ratio is 1.11, which is comparable to the PSCE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of EFRA and PSCE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EFRAPSCEDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


EFRAPSCEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.29%

-74.65%

+66.36%

Average Drawdown

Average peak-to-trough decline

-3.52%

-58.66%

+55.14%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


EFRAPSCEDifference

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%