IYJ vs. PSCC
Compare and contrast key facts about iShares U.S. Industrials ETF (IYJ) and Invesco S&P SmallCap Consumer Staples ETF (PSCC).
IYJ and PSCC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYJ is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Industrials Index. It was launched on Jul 14, 2000. PSCC is a passively managed fund by Invesco that tracks the performance of the S&P Small Cap 600 Capped Consumer Staples. It was launched on Apr 7, 2010. Both IYJ and PSCC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IYJ or PSCC.
Performance
IYJ vs. PSCC - Performance Comparison
Returns By Period
In the year-to-date period, IYJ achieves a 25.31% return, which is significantly higher than PSCC's 4.99% return. Over the past 10 years, IYJ has outperformed PSCC with an annualized return of 11.53%, while PSCC has yielded a comparatively lower 10.22% annualized return.
IYJ
25.31%
5.33%
16.19%
36.00%
12.60%
11.53%
PSCC
4.99%
7.42%
10.95%
15.80%
11.88%
10.22%
Key characteristics
| IYJ | PSCC | |
|---|---|---|
| Sharpe Ratio | 2.71 | 0.94 |
| Sortino Ratio | 3.79 | 1.41 |
| Omega Ratio | 1.47 | 1.17 |
| Calmar Ratio | 5.88 | 1.57 |
| Martin Ratio | 15.54 | 3.30 |
| Ulcer Index | 2.32% | 4.79% |
| Daily Std Dev | 13.29% | 16.72% |
| Max Drawdown | -61.97% | -33.61% |
| Current Drawdown | -0.33% | 0.00% |
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IYJ vs. PSCC - Expense Ratio Comparison
IYJ has a 0.42% expense ratio, which is higher than PSCC's 0.29% expense ratio.
Correlation
The correlation between IYJ and PSCC is 0.62, 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.
Risk-Adjusted Performance
IYJ vs. PSCC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Industrials ETF (IYJ) 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.
Dividends
IYJ vs. PSCC - Dividend Comparison
IYJ's dividend yield for the trailing twelve months is around 0.82%, less than PSCC's 1.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYJ iShares U.S. Industrials ETF | 0.82% | 1.05% | 1.05% | 0.76% | 1.01% | 1.32% | 1.43% | 1.29% | 1.38% | 1.53% | 1.46% | 1.14% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 1.75% | 1.49% | 1.29% | 1.21% | 1.59% | 1.77% | 0.94% | 1.25% | 1.48% | 1.34% | 1.60% | 0.42% |
Drawdowns
IYJ vs. PSCC - Drawdown Comparison
The maximum IYJ drawdown since its inception was -61.97%, which is greater than PSCC's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for IYJ and PSCC. For additional features, visit the drawdowns tool.
Volatility
IYJ vs. PSCC - Volatility Comparison
iShares U.S. Industrials ETF (IYJ) has a higher volatility of 5.30% compared to Invesco S&P SmallCap Consumer Staples ETF (PSCC) at 5.00%. This indicates that IYJ's price experiences larger fluctuations and is considered to be riskier than PSCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.