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FLSW vs. PSCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLSW vs. PSCC - Performance Comparison

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

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Returns By Period

In the year-to-date period, FLSW achieves a 1.74% return, which is significantly lower than PSCC's 7.32% return.


FLSW

1D
-0.52%
1M
-1.51%
YTD
1.74%
6M
5.66%
1Y
11.98%
3Y*
11.98%
5Y*
6.39%
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)

FLSW vs. PSCC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLSW
Franklin FTSE Switzerland ETF
1.74%32.92%-1.77%16.79%-18.14%20.82%13.25%31.66%-7.85%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
7.32%-16.47%0.98%14.83%-6.66%28.82%11.17%17.39%1.00%

Correlation

The correlation between FLSW and PSCC is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2018

0.43

FLSW vs. PSCC - Sectors Allocation Comparison


Sectors
FLSW
PSCC

Healthcare

37.4%

-

Financial Services

18.0%

-

Consumer Defensive

14.0%
90.4%

Industrials

13.8%
3.0%

Basic Materials

7.7%
3.8%

Consumer Cyclical

5.2%
2.9%

Real Estate

1.3%

-

Communication Services

1.2%

-

Technology

1.1%

-

Utilities

0.2%

-

Energy

-

-

Healthcare

FLSW
37.4%
PSCC

-

Financial Services

FLSW
18.0%
PSCC

-

Consumer Defensive

FLSW
14.0%
PSCC
90.4%

Industrials

FLSW
13.8%
PSCC
3.0%

Basic Materials

FLSW
7.7%
PSCC
3.8%

Consumer Cyclical

FLSW
5.2%
PSCC
2.9%

Real Estate

FLSW
1.3%
PSCC

-

Communication Services

FLSW
1.2%
PSCC

-

Technology

FLSW
1.1%
PSCC

-

Utilities

FLSW
0.2%
PSCC

-

Energy

FLSW

-

PSCC

-

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Return for Risk

FLSW vs. PSCC — Risk / Return Rank

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

FLSW
FLSW Risk / Return Rank: 2323
Overall Rank
FLSW Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FLSW Sortino Ratio Rank: 2424
Sortino Ratio Rank
FLSW Omega Ratio Rank: 2323
Omega Ratio Rank
FLSW Calmar Ratio Rank: 2222
Calmar Ratio Rank
FLSW Martin Ratio Rank: 2424
Martin Ratio Rank

PSCC
PSCC Risk / Return Rank: 88
Overall Rank
PSCC Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PSCC Sortino Ratio Rank: 77
Sortino Ratio Rank
PSCC Omega Ratio Rank: 77
Omega Ratio Rank
PSCC Calmar Ratio Rank: 88
Calmar Ratio Rank
PSCC Martin Ratio Rank: 88
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.

FLSW vs. PSCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Switzerland ETF (FLSW) 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.


FLSWPSCCDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.14

0.99

+0.15

Calmar ratioReturn relative to maximum drawdown

0.90

-0.18

+1.08

Martin ratioReturn relative to average drawdown

2.89

-0.31

+3.19

FLSW vs. PSCC - Sharpe Ratio Comparison

The current FLSW Sharpe Ratio is 0.77, which is higher than the PSCC Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of FLSW 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.


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Sharpe Ratios by Period


FLSWPSCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

-0.16

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

-0.01

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.56

0.00

Drawdowns

FLSW vs. PSCC - Drawdown Comparison

The maximum FLSW drawdown since its inception was -28.16%, smaller than the maximum PSCC drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for FLSW and PSCC.


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Drawdown Indicators


FLSWPSCCDifference

Max Drawdown

Largest peak-to-trough decline

-28.16%

-33.61%

+5.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-15.17%

+1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-13.38%

-23.36%

+9.98%

Max Drawdown (5Y)

Largest decline over 5 years

-28.16%

-23.36%

-4.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

Current Drawdown

Current decline from peak

-6.36%

-16.21%

+9.85%

Average Drawdown

Average peak-to-trough decline

-5.96%

-5.98%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

8.70%

-4.54%

Volatility

FLSW vs. PSCC - Volatility Comparison

The current volatility for Franklin FTSE Switzerland ETF (FLSW) is 4.10%, while Invesco S&P SmallCap Consumer Staples ETF (PSCC) has a volatility of 4.66%. This indicates that FLSW experiences smaller price fluctuations and is considered to be less risky than PSCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLSWPSCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

4.66%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

10.79%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

16.50%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

18.24%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

19.29%

-2.40%

FLSW vs. PSCC - Expense Ratio Comparison

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


Dividends

FLSW vs. PSCC - Dividend Comparison

FLSW's dividend yield for the trailing twelve months is around 2.08%, which matches PSCC's 2.07% yield.


PositionTTM20252024202320222021202020192018201720162015
FLSW
Franklin FTSE Switzerland ETF
2.08%2.12%2.04%2.36%2.02%1.86%2.28%1.15%2.86%0.00%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


FLSW and PSCC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSCC has higher volatility (4.66%) compared to FLSW (4.10%). In terms of maximum drawdown, FLSW dropped -28.16% vs PSCC's -33.61%.

On 5-year performance, FLSW leads with 6.39% vs -0.17% for PSCC. On fees, FLSW is cheaper at 0.09% per year. On volatility, FLSW has been the lower-risk option at 4.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLSW has performed better with a 6.39% return vs -0.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

FLSW and PSCC have nearly identical dividend yields, around 2.08%.

FLSW is categorized as Europe Equities, while PSCC is Consumer Staples Equities. FLSW tracks FTSE Switzerland 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 FLSW and 0.29% for PSCC.

FLSW currently has the higher Sharpe Ratio (0.77 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.

Portfolio Optimizer

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