GXPS vs. PSCC

Last updated Jul 16, 2026

GXPS (Global X PureCap MSCI Consumer Staples ETF) and PSCC (Invesco S&P SmallCap Consumer Staples ETF) are both Consumer Staples Equities funds - GXPS tracks the MSCI USA Consumer Staples Index while PSCC tracks the S&P Small Cap 600 Capped Consumer Staples. Both are passively managed. A 0.55 correlation means they provide meaningful diversification when combined. GXPS charges 0.25%/yr vs 0.29%/yr for PSCC.

Performance

GXPS vs. PSCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X PureCap MSCI Consumer Staples ETF (GXPS) 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, GXPS achieves a 8.45% return, which is significantly lower than PSCC's 17.25% return.

GXPS

• 1D: 0.08%
• 1M: -2.59%
• 6M: 2.47%
• YTD: 8.45%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PSCC

• 1D: -0.06%
• 1M: 3.76%
• 6M: 13.42%
• YTD: 17.25%
• 1Y: 7.20%
• 3Y*: 1.64%
• 5Y*: 3.22%
• 10Y*: 6.68%

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

GXPS vs. PSCC - Yearly Performance Comparison

	2026 (YTD)	2025
GXPS Global X PureCap MSCI Consumer Staples ETF	8.45%	-1.72%
PSCC Invesco S&P SmallCap Consumer Staples ETF	17.25%	-11.57%

Correlation

The correlation between GXPS and PSCC is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025	0.55

Return for Risk

GXPS vs. PSCC — Risk / Return Rank

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

GXPS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

PSCC

PSCC Risk / Return Rank: 16
PSCC Sharpe Ratio Rank: 17
PSCC Sortino Ratio Rank: 16
PSCC Omega Ratio Rank: 15
PSCC Calmar Ratio Rank: 16
PSCC Martin Ratio Rank: 14

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.

GXPS vs. PSCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Consumer Staples ETF (GXPS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GXPS	PSCC	Difference
Sharpe ratio: Return per unit of total volatility	—	0.43	—
Sortino ratio: Return per unit of downside risk	—	0.74	—
Omega ratio: Gain probability vs. loss probability	—	1.08	—
Calmar ratio: Return relative to maximum drawdown	—	0.48	—
Martin ratio: Return relative to average drawdown	—	0.83	—

Drawdowns

GXPS vs. PSCC - Drawdown Comparison

The maximum GXPS drawdown since its inception was -9.20%, smaller than the maximum PSCC drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for GXPS and PSCC.

Drawdown Indicators

	GXPS	PSCC	Difference
Max Drawdown Largest peak-to-trough decline	-9.20%	-33.61%	+24.41%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.17%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.36%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.61%	—
Current Drawdown Current decline from peak	-6.85%	-8.46%	+1.61%
Average Drawdown Average peak-to-trough decline	-4.08%	-6.01%	+1.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.69%	—

Volatility

Volatility by Period

	GXPS	PSCC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.10%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.97%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.46%	16.89%	-2.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.46%	18.34%	-3.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.46%	19.34%	-4.88%

GXPS vs. PSCC - Expense Ratio Comparison

GXPS has a 0.25% expense ratio, which is lower than PSCC's 0.29% expense ratio.

Dividends

GXPS vs. PSCC - Dividend Comparison

GXPS's dividend yield for the trailing twelve months is around 1.28%, less than PSCC's 1.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GXPS Global X PureCap MSCI Consumer Staples ETF	1.28%	0.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PSCC Invesco S&P SmallCap Consumer Staples ETF	1.67%	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 GXPS and PSCC in my portfolio?

GXPS and PSCC have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GXPS or PSCC?

On fees, GXPS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GXPS or PSCC?

GXPS is cheaper with a 0.25% expense ratio, compared with 0.29% for PSCC.

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

PSCC has the higher dividend yield at 1.67%, compared with 1.28% for GXPS.

What is the main difference between GXPS and PSCC?

GXPS tracks MSCI USA Consumer Staples Index, while PSCC tracks S&P Small Cap 600 Capped Consumer Staples. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.25% for GXPS and 0.29% for PSCC.