EQWL vs. PSCX
Compare and contrast key facts about Invesco S&P 100 Equal Weight ETF (EQWL) and Pacer Swan SOS Conservative (December) ETF (PSCX).
EQWL and PSCX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQWL is a passively managed fund by Invesco that tracks the performance of the S&P 100 Equal Weighted. It was launched on Dec 1, 2006. PSCX is an actively managed fund by Pacer. It was launched on Dec 22, 2020.
Performance
EQWL vs. PSCX - Performance Comparison
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EQWL vs. PSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EQWL Invesco S&P 100 Equal Weight ETF | -1.85% | 17.61% | 19.11% | 19.48% | -11.46% | 28.29% | 1.35% |
PSCX Pacer Swan SOS Conservative (December) ETF | -1.63% | 12.08% | 13.27% | 16.57% | -7.35% | 9.03% | 0.81% |
Returns By Period
In the year-to-date period, EQWL achieves a -1.85% return, which is significantly lower than PSCX's -1.63% return.
EQWL
- 1D
- 0.17%
- 1M
- -5.04%
- YTD
- -1.85%
- 6M
- 1.17%
- 1Y
- 14.11%
- 3Y*
- 16.14%
- 5Y*
- 10.98%
- 10Y*
- 13.61%
PSCX
- 1D
- 0.26%
- 1M
- -2.11%
- YTD
- -1.63%
- 6M
- 1.08%
- 1Y
- 12.10%
- 3Y*
- 11.54%
- 5Y*
- 7.35%
- 10Y*
- —
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EQWL vs. PSCX - Expense Ratio Comparison
EQWL has a 0.25% expense ratio, which is lower than PSCX's 0.75% expense ratio.
Return for Risk
EQWL vs. PSCX — Risk / Return Rank
EQWL
PSCX
EQWL vs. PSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 100 Equal Weight ETF (EQWL) and Pacer Swan SOS Conservative (December) ETF (PSCX). 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.
| EQWL | PSCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.38 | -0.50 |
Sortino ratioReturn per unit of downside risk | 1.32 | 2.06 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.33 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 2.00 | -0.79 |
Martin ratioReturn relative to average drawdown | 5.55 | 10.18 | -4.63 |
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
| EQWL | PSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.38 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 1.05 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 1.11 | -0.55 |
Correlation
The correlation between EQWL and PSCX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EQWL vs. PSCX - Dividend Comparison
EQWL's dividend yield for the trailing twelve months is around 1.70%, while PSCX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQWL Invesco S&P 100 Equal Weight ETF | 1.70% | 1.67% | 1.86% | 1.97% | 2.12% | 1.65% | 2.01% | 2.04% | 2.23% | 1.27% | 2.01% | 2.03% |
PSCX Pacer Swan SOS Conservative (December) ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EQWL vs. PSCX - Drawdown Comparison
The maximum EQWL drawdown since its inception was -49.36%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for EQWL and PSCX.
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Drawdown Indicators
| EQWL | PSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.36% | -10.20% | -39.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -6.15% | -5.32% |
Max Drawdown (5Y)Largest decline over 5 years | -22.99% | -10.20% | -12.79% |
Max Drawdown (10Y)Largest decline over 10 years | -34.30% | — | — |
Current DrawdownCurrent decline from peak | -5.51% | -2.58% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -1.92% | -4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.21% | +1.30% |
Volatility
EQWL vs. PSCX - Volatility Comparison
Invesco S&P 100 Equal Weight ETF (EQWL) has a higher volatility of 4.15% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 2.82%. This indicates that EQWL's price experiences larger fluctuations and is considered to be riskier than PSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQWL | PSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 2.82% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 4.31% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.12% | 8.83% | +7.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 7.06% | +7.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 7.02% | +9.76% |