FLJP vs. PSCC

Last updated Jun 9, 2026

FLJP (Franklin FTSE Japan ETF) and PSCC (Invesco S&P SmallCap Consumer Staples ETF) are both exchange-traded funds - FLJP is a Japan Equities fund tracking the FTSE Japan RIC Capped Index, while PSCC is a Consumer Staples Equities fund tracking the S&P Small Cap 600 Capped Consumer Staples. Both are passively managed. Over the past 5 years, FLJP returned 8.77%/yr vs -0.17%/yr for PSCC. At a 0.41 correlation, their price movements are largely independent. FLJP charges 0.09%/yr vs 0.29%/yr for PSCC.

Performance

FLJP vs. PSCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Japan ETF (FLJP) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLJP achieves a 13.96% return, which is significantly higher than PSCC's 7.32% return.

FLJP

• 1D: 1.03%
• 1M: -0.48%
• YTD: 13.96%
• 6M: 14.90%
• 1Y: 30.70%
• 3Y*: 17.44%
• 5Y*: 8.77%
• 10Y*: —

PSCC

• 1D: 0.15%
• 1M: 0.66%
• YTD: 7.32%
• 6M: 6.98%
• 1Y: -2.67%
• 3Y*: -0.78%
• 5Y*: -0.17%
• 10Y*: 6.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLJP vs. PSCC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLJP Franklin FTSE Japan ETF	13.96%	26.79%	6.99%	20.00%	-16.57%	0.99%	15.76%	18.99%	-14.01%	2.53%
PSCC Invesco S&P SmallCap Consumer Staples ETF	7.32%	-16.47%	0.98%	14.83%	-6.66%	28.82%	11.17%	17.39%	-6.72%	4.05%

Correlation

The correlation between FLJP and PSCC is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017	0.41

The correlation between FLJP and PSCC shifts across timeframes, from 0.30 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

FLJP vs. PSCC - Sectors Allocation Comparison

Sectors	FLJP	PSCC
Industrials	25.0%	3.0%
Technology	20.3%	-
Financial Services	15.7%	-
Consumer Cyclical	12.4%	2.9%
Communication Services	6.1%	-
Healthcare	5.9%	-
Basic Materials	5.0%	3.8%
Consumer Defensive	3.9%	90.4%
Real Estate	2.9%	-
Utilities	1.2%	-
Energy	0.9%	-

Return for Risk

FLJP vs. PSCC — Risk / Return Rank

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

FLJP

FLJP Risk / Return Rank: 52
FLJP Sharpe Ratio Rank: 52
FLJP Sortino Ratio Rank: 52
FLJP Omega Ratio Rank: 54
FLJP Calmar Ratio Rank: 52
FLJP Martin Ratio Rank: 52

PSCC

PSCC Risk / Return Rank: 8
PSCC Sharpe Ratio Rank: 8
PSCC Sortino Ratio Rank: 7
PSCC Omega Ratio Rank: 7
PSCC Calmar Ratio Rank: 8
PSCC Martin Ratio Rank: 8

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.

FLJP vs. PSCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan ETF (FLJP) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). 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.

	FLJP	PSCC	Difference
Sharpe ratio: Return per unit of total volatility	1.61	-0.16	+1.77
Sortino ratio: Return per unit of downside risk	2.31	-0.12	+2.42
Omega ratio: Gain probability vs. loss probability	1.30	0.99	+0.32
Calmar ratio: Return relative to maximum drawdown	2.32	-0.18	+2.49
Martin ratio: Return relative to average drawdown	8.08	-0.31	+8.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLJP vs. PSCC - Sharpe Ratio Comparison

The current FLJP Sharpe Ratio is 1.61, which is higher than the PSCC Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of FLJP and PSCC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FLJP	PSCC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	-0.16	+1.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	-0.01	+0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.56	-0.12

Drawdowns

FLJP vs. PSCC - Drawdown Comparison

The maximum FLJP drawdown since its inception was -32.49%, roughly equal to the maximum PSCC drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for FLJP and PSCC.

Drawdown Indicators

	FLJP	PSCC	Difference
Max Drawdown Largest peak-to-trough decline	-32.49%	-33.61%	+1.12%
Max Drawdown (1Y) Largest decline over 1 year	-13.30%	-15.17%	+1.87%
Max Drawdown (3Y) Largest decline over 3 years	-14.17%	-23.36%	+9.19%
Max Drawdown (5Y) Largest decline over 5 years	-32.49%	-23.36%	-9.13%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.61%	—
Current Drawdown Current decline from peak	-2.24%	-16.21%	+13.97%
Average Drawdown Average peak-to-trough decline	-9.36%	-5.98%	-3.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.81%	8.70%	-4.89%

Volatility

FLJP vs. PSCC - Volatility Comparison

Franklin FTSE Japan ETF (FLJP) and Invesco S&P SmallCap Consumer Staples ETF (PSCC) have volatilities of 4.73% and 4.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLJP	PSCC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	4.66%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	15.09%	10.79%	+4.30%
Volatility (1Y) Calculated over the trailing 1-year period	19.21%	16.50%	+2.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.81%	18.24%	-0.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.82%	19.29%	-1.47%

FLJP vs. PSCC - Expense Ratio Comparison

FLJP has a 0.09% expense ratio, which is lower than PSCC's 0.29% expense ratio.

Dividends

FLJP vs. PSCC - Dividend Comparison

FLJP's dividend yield for the trailing twelve months is around 4.52%, more than PSCC's 2.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLJP Franklin FTSE Japan ETF	4.52%	5.15%	4.56%	3.00%	1.92%	2.40%	1.51%	2.26%	1.50%	0.10%	0.00%	0.00%
PSCC Invesco S&P SmallCap Consumer Staples ETF	2.07%	2.35%	1.88%	1.49%	1.29%	1.21%	1.59%	1.77%	0.94%	1.25%	1.48%	1.34%

Frequently Asked Questions

Can I hold both FLJP and PSCC in my portfolio?

FLJP and PSCC have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLJP or PSCC?

FLJP has higher volatility (4.73%) compared to PSCC (4.66%). In terms of maximum drawdown, FLJP dropped -32.49% vs PSCC's -33.61%.

Which ETF is better, FLJP or PSCC?

On 5-year performance, FLJP leads with 8.77% vs -0.17% for PSCC. On fees, FLJP is cheaper at 0.09% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FLJP or PSCC?

Over the 5-year period, FLJP has performed better with a 8.77% return vs -0.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FLJP or PSCC?

FLJP is cheaper with a 0.09% expense ratio, compared with 0.29% for PSCC.

Which ETF pays a higher dividend yield, FLJP or PSCC?

FLJP has the higher dividend yield at 4.52%, compared with 2.07% for PSCC.

What is the main difference between FLJP and PSCC?

FLJP is categorized as Japan Equities, while PSCC is Consumer Staples Equities. FLJP tracks FTSE Japan RIC Capped Index, while PSCC tracks S&P Small Cap 600 Capped Consumer Staples. They also come from different issuers: Franklin Templeton and Invesco. Their fees differ too: 0.09% for FLJP and 0.29% for PSCC.

Which has better risk-adjusted returns?

FLJP currently has the higher Sharpe Ratio (1.61 vs -0.16), 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.