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IYK vs. PSCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYK 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.


-0.50.00.51.00.6

Performance

IYK vs. PSCC - Performance Comparison

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

360.00%380.00%400.00%420.00%440.00%460.00%480.00%JulyAugustSeptemberOctoberNovemberDecember
365.56%
446.63%
IYK
PSCC

Key characteristics

Sharpe Ratio

IYK:

0.85

PSCC:

0.19

Sortino Ratio

IYK:

1.29

PSCC:

0.37

Omega Ratio

IYK:

1.15

PSCC:

1.04

Calmar Ratio

IYK:

1.14

PSCC:

0.30

Martin Ratio

IYK:

3.52

PSCC:

0.62

Ulcer Index

IYK:

2.45%

PSCC:

4.83%

Daily Std Dev

IYK:

10.13%

PSCC:

16.21%

Max Drawdown

IYK:

-42.64%

PSCC:

-33.61%

Current Drawdown

IYK:

-7.06%

PSCC:

-6.15%

Returns By Period

In the year-to-date period, IYK achieves a 5.98% return, which is significantly higher than PSCC's 1.39% return. Both investments have delivered pretty close results over the past 10 years, with IYK having a 8.86% annualized return and PSCC not far ahead at 9.24%.


IYK

YTD

5.98%

1M

-3.22%

6M

0.84%

1Y

7.76%

5Y*

10.68%

10Y*

8.86%

PSCC

YTD

1.39%

1M

-0.62%

6M

9.52%

1Y

2.39%

5Y*

9.27%

10Y*

9.24%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IYK vs. PSCC - Expense Ratio Comparison

IYK has a 0.42% expense ratio, which is higher than PSCC's 0.29% expense ratio.


IYK
iShares U.S. Consumer Goods ETF
Expense ratio chart for IYK: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for PSCC: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

IYK vs. PSCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Goods ETF (IYK) 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.


Sharpe ratio
The chart of Sharpe ratio for IYK, currently valued at 0.85, compared to the broader market0.002.004.000.850.19
The chart of Sortino ratio for IYK, currently valued at 1.29, compared to the broader market-2.000.002.004.006.008.0010.001.290.37
The chart of Omega ratio for IYK, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.04
The chart of Calmar ratio for IYK, currently valued at 1.14, compared to the broader market0.005.0010.0015.001.140.30
The chart of Martin ratio for IYK, currently valued at 3.52, compared to the broader market0.0020.0040.0060.0080.00100.003.520.62
IYK
PSCC

The current IYK Sharpe Ratio is 0.85, which is higher than the PSCC Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of IYK 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.85
0.19
IYK
PSCC

Dividends

IYK vs. PSCC - Dividend Comparison

IYK's dividend yield for the trailing twelve months is around 2.61%, more than PSCC's 1.51% yield.


TTM20232022202120202019201820172016201520142013
IYK
iShares U.S. Consumer Goods ETF
2.61%2.74%2.16%1.49%1.42%2.21%2.81%1.74%2.63%2.11%1.82%1.84%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
1.51%1.49%1.29%1.21%1.59%1.77%0.94%1.25%1.48%1.34%1.60%0.42%

Drawdowns

IYK vs. PSCC - Drawdown Comparison

The maximum IYK drawdown since its inception was -42.64%, which is greater than PSCC's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for IYK and PSCC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.06%
-6.15%
IYK
PSCC

Volatility

IYK vs. PSCC - Volatility Comparison

The current volatility for iShares U.S. Consumer Goods ETF (IYK) is 3.13%, while Invesco S&P SmallCap Consumer Staples ETF (PSCC) has a volatility of 5.24%. This indicates that IYK 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.13%
5.24%
IYK
PSCC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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