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FTXG vs. PSCC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTXG vs. PSCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Food & Beverage ETF (FTXG) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). The values are adjusted to include any dividend payments, if applicable.

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FTXG vs. PSCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTXG
First Trust Nasdaq Food & Beverage ETF
6.13%-6.52%-2.52%-6.48%6.15%13.48%6.63%23.97%-12.09%5.64%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
1.80%-16.47%0.98%14.83%-6.66%28.82%11.17%17.39%-6.72%9.72%

Returns By Period

In the year-to-date period, FTXG achieves a 6.13% return, which is significantly higher than PSCC's 1.80% return.


FTXG

1D
0.25%
1M
-7.14%
YTD
6.13%
6M
4.64%
1Y
-3.70%
3Y*
-3.17%
5Y*
-0.48%
10Y*

PSCC

1D
0.96%
1M
-10.43%
YTD
1.80%
6M
-3.60%
1Y
-8.21%
3Y*
-3.07%
5Y*
0.38%
10Y*
6.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTXG vs. PSCC - Expense Ratio Comparison

FTXG has a 0.60% expense ratio, which is higher than PSCC's 0.29% expense ratio.


Return for Risk

FTXG vs. PSCC — Risk / Return Rank

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

FTXG
FTXG Risk / Return Rank: 88
Overall Rank
FTXG Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FTXG Sortino Ratio Rank: 77
Sortino Ratio Rank
FTXG Omega Ratio Rank: 77
Omega Ratio Rank
FTXG Calmar Ratio Rank: 88
Calmar Ratio Rank
FTXG Martin Ratio Rank: 99
Martin Ratio Rank

PSCC
PSCC Risk / Return Rank: 44
Overall Rank
PSCC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PSCC Sortino Ratio Rank: 44
Sortino Ratio Rank
PSCC Omega Ratio Rank: 44
Omega Ratio Rank
PSCC Calmar Ratio Rank: 44
Calmar Ratio Rank
PSCC Martin Ratio Rank: 55
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.

FTXG vs. PSCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Food & Beverage ETF (FTXG) 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.


FTXGPSCCDifference

Sharpe ratio

Return per unit of total volatility

-0.24

-0.46

+0.21

Sortino ratio

Return per unit of downside risk

-0.24

-0.55

+0.31

Omega ratio

Gain probability vs. loss probability

0.97

0.94

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.23

-0.50

+0.28

Martin ratio

Return relative to average drawdown

-0.42

-0.94

+0.52

FTXG vs. PSCC - Sharpe Ratio Comparison

The current FTXG Sharpe Ratio is -0.24, which is higher than the PSCC Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of FTXG and PSCC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTXGPSCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

-0.46

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.02

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.54

-0.36

Correlation

The correlation between FTXG and PSCC is 0.52, 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

FTXG vs. PSCC - Dividend Comparison

FTXG's dividend yield for the trailing twelve months is around 2.74%, more than PSCC's 2.19% yield.


TTM20252024202320222021202020192018201720162015
FTXG
First Trust Nasdaq Food & Beverage ETF
2.74%2.93%2.75%4.27%1.50%1.52%1.35%1.25%1.37%1.56%0.30%0.00%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
2.19%2.35%1.88%1.49%1.29%1.21%1.59%1.77%0.94%1.25%1.48%1.34%

Drawdowns

FTXG vs. PSCC - Drawdown Comparison

The maximum FTXG drawdown since its inception was -31.52%, smaller than the maximum PSCC drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for FTXG and PSCC.


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Drawdown Indicators


FTXGPSCCDifference

Max Drawdown

Largest peak-to-trough decline

-31.52%

-33.61%

+2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-15.17%

+2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-21.68%

-23.36%

+1.68%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

Current Drawdown

Current decline from peak

-14.54%

-20.52%

+5.98%

Average Drawdown

Average peak-to-trough decline

-7.52%

-5.84%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

8.07%

-1.46%

Volatility

FTXG vs. PSCC - Volatility Comparison

The current volatility for First Trust Nasdaq Food & Beverage ETF (FTXG) is 4.00%, while Invesco S&P SmallCap Consumer Staples ETF (PSCC) has a volatility of 4.93%. This indicates that FTXG 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


FTXGPSCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

4.93%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

10.37%

-0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

18.06%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

18.32%

-3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

19.29%

-2.59%