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JXI vs. PSCU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JXI vs. PSCU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Utilities ETF (JXI) and Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JXI achieves a 7.87% return, which is significantly lower than PSCU's 11.84% return. Over the past 10 years, JXI has outperformed PSCU with an annualized return of 8.89%, while PSCU has yielded a comparatively lower 5.24% annualized return.


JXI

1D
-0.39%
1M
-2.11%
6M
4.02%
YTD
7.87%
1Y
13.52%
3Y*
15.24%
5Y*
9.72%
10Y*
8.89%
ALL TIME*
6.21%

PSCU

1D
-0.57%
1M
-2.09%
6M
8.75%
YTD
11.84%
1Y
19.08%
3Y*
6.73%
5Y*
0.82%
10Y*
5.24%
ALL TIME*
8.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.04M$1.55M$2.20M
$42.89K$70.43K$77.81K

JXI vs. PSCU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JXI
iShares Global Utilities ETF
7.87%25.91%13.14%0.63%-4.17%10.88%5.19%23.94%2.31%14.79%
PSCU
Invesco S&P SmallCap Utilities & Communication Services ETF
11.84%-1.93%10.68%2.12%-19.73%30.12%3.80%9.67%-4.80%12.42%

Correlation

The correlation between JXI and PSCU is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (3Y)
Balances recent behavior with more history.

0.45

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.53

Correlation (10Y)
Provides a long-term view across more market conditions.

0.53

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2010

0.57

Over the past year, the correlation between JXI and PSCU has dropped to 0.32 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

JXI vs. PSCU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JXI
JXI Risk / Return Rank: 4444
Overall Rank
JXI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
JXI Sortino Ratio Rank: 4141
Sortino Ratio Rank
JXI Omega Ratio Rank: 4343
Omega Ratio Rank
JXI Calmar Ratio Rank: 5050
Calmar Ratio Rank
JXI Martin Ratio Rank: 4343
Martin Ratio Rank

PSCU
PSCU Risk / Return Rank: 4444
Overall Rank
PSCU Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PSCU Sortino Ratio Rank: 4343
Sortino Ratio Rank
PSCU Omega Ratio Rank: 3737
Omega Ratio Rank
PSCU Calmar Ratio Rank: 5454
Calmar Ratio Rank
PSCU Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JXI vs. PSCU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Utilities ETF (JXI) and Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU). 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.


JXIPSCUDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.20

1.18

+0.02

Calmar ratioReturn relative to maximum drawdown

1.78

1.95

-0.17

Martin ratioReturn relative to average drawdown

4.74

4.92

-0.18

JXI vs. PSCU - Sharpe Ratio Comparison

The current JXI Sharpe Ratio is 1.10, which is comparable to the PSCU Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of JXI and PSCU, 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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Drawdowns

JXI vs. PSCU - Drawdown Comparison

The maximum JXI drawdown since its inception was -50.23%, which is greater than PSCU's maximum drawdown of -29.97%. Use the drawdown chart below to compare losses from any high point for JXI and PSCU.


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Drawdown Indicators


JXIPSCUDifference

Max Drawdown

Largest peak-to-trough decline

-50.23%

-29.97%

-20.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-8.32%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-12.16%

-23.55%

+11.39%

Max Drawdown (5Y)

Largest decline over 5 years

-22.45%

-29.97%

+7.52%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

-29.97%

-4.23%

Current Drawdown

Current decline from peak

-5.10%

-3.84%

-1.26%

Average Drawdown

Average peak-to-trough decline

-12.75%

-7.62%

-5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

3.32%

-0.29%

Volatility

JXI vs. PSCU - Volatility Comparison

iShares Global Utilities ETF (JXI) has a higher volatility of 3.81% compared to Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU) at 2.99%. This indicates that JXI's price experiences larger fluctuations and is considered to be riskier than PSCU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JXIPSCUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

2.99%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

11.20%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.08%

15.67%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

18.40%

-2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

19.50%

-2.52%

JXI vs. PSCU - Expense Ratio Comparison

JXI has a 0.39% expense ratio, which is higher than PSCU's 0.29% expense ratio.


Dividends

JXI vs. PSCU - Dividend Comparison

JXI's dividend yield for the trailing twelve months is around 2.44%, more than PSCU's 0.99% yield.


PositionTTM20252024202320222021202020192018201720162015
JXI
iShares Global Utilities ETF
2.44%2.56%3.02%3.58%3.13%2.78%2.65%3.43%3.16%3.62%4.77%3.78%
PSCU
Invesco S&P SmallCap Utilities & Communication Services ETF
0.99%1.10%0.98%1.60%1.71%2.69%1.20%2.47%2.35%1.84%6.93%2.94%

Frequently Asked Questions


JXI and PSCU have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JXI has higher volatility (3.81%) compared to PSCU (2.99%). In terms of maximum drawdown, JXI dropped -50.23% vs PSCU's -29.97%.

On 10-year performance, JXI leads with 8.89% vs 5.24% for PSCU. On fees, PSCU is cheaper at 0.29% per year. On volatility, PSCU has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, JXI has performed better with a 8.89% return vs 5.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSCU is cheaper with a 0.29% expense ratio, compared with 0.39% for JXI.

JXI has the higher dividend yield at 2.44%, compared with 0.99% for PSCU.

JXI tracks S&P Global 1200 Utilities (Sector) Capped Index (USD) (Net), while PSCU tracks S&P SmallCap 600 Capped Utilities & Communication Services Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.39% for JXI and 0.29% for PSCU.

JXI currently has the higher Sharpe Ratio (1.10 vs 1.04), 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

Find the right allocation for JXI and PSCU

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