PRN vs. PSCC

Last updated Jun 4, 2026

PRN (Invesco DWA Industrials Momentum ETF) and PSCC (Invesco S&P SmallCap Consumer Staples ETF) are both exchange-traded funds - PRN is a Momentum fund tracking the DWA Industrials Technical Leaders Index, while PSCC is a Consumer Staples Equities fund tracking the S&P Small Cap 600 Capped Consumer Staples. Both are passively managed. Over the past 10 years, PRN returned 18.51%/yr vs 6.15%/yr for PSCC. A 0.58 correlation means they provide meaningful diversification when combined. PRN charges 0.60%/yr vs 0.29%/yr for PSCC.

Performance

PRN vs. PSCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Industrials Momentum ETF (PRN) 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, PRN achieves a 41.80% return, which is significantly higher than PSCC's 5.02% return. Over the past 10 years, PRN has outperformed PSCC with an annualized return of 18.51%, while PSCC has yielded a comparatively lower 6.15% annualized return.

PRN

• 1D: 0.59%
• 1M: 6.86%
• YTD: 41.80%
• 6M: 45.38%
• 1Y: 65.12%
• 3Y*: 36.96%
• 5Y*: 20.18%
• 10Y*: 18.51%

PSCC

• 1D: -0.25%
• 1M: -2.21%
• YTD: 5.02%
• 6M: 3.53%
• 1Y: -5.46%
• 3Y*: -1.89%
• 5Y*: -0.60%
• 10Y*: 6.15%

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

PRN vs. PSCC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRN Invesco DWA Industrials Momentum ETF	41.80%	13.74%	30.35%	37.96%	-25.09%	25.21%	36.39%	34.52%	-16.19%	22.82%
PSCC Invesco S&P SmallCap Consumer Staples ETF	5.02%	-16.47%	0.98%	14.83%	-6.66%	28.82%	11.17%	17.39%	-6.72%	9.72%

Correlation

The correlation between PRN and PSCC is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (10Y) Calculated over the trailing 10-year period	0.52
Correlation (All Time) Calculated using the full available price history since Apr 8, 2010	0.58

Over the past year, the correlation between PRN and PSCC has dropped to 0.20 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

PRN vs. PSCC - Sectors Allocation Comparison

Sectors	PRN	PSCC
Industrials	79.3%	3.0%
Technology	19.4%	-
Basic Materials	1.8%	3.8%
Energy	1.6%	-
Consumer Cyclical	1.2%	2.9%
Financial Services	0.1%	-
Communication Services	-	-
Consumer Defensive	-	90.4%
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

PRN vs. PSCC — Risk / Return Rank

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

PRN

PRN Risk / Return Rank: 70
PRN Sharpe Ratio Rank: 68
PRN Sortino Ratio Rank: 60
PRN Omega Ratio Rank: 60
PRN Calmar Ratio Rank: 84
PRN Martin Ratio Rank: 78

PSCC

PSCC Risk / Return Rank: 6
PSCC Sharpe Ratio Rank: 6
PSCC Sortino Ratio Rank: 5
PSCC Omega Ratio Rank: 5
PSCC Calmar Ratio Rank: 6
PSCC Martin Ratio Rank: 6

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.

PRN vs. PSCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Industrials Momentum ETF (PRN) 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.

	PRN	PSCC	Difference
Sharpe ratio: Return per unit of total volatility	2.29	-0.33	+2.62
Sortino ratio: Return per unit of downside risk	2.86	-0.37	+3.23
Omega ratio: Gain probability vs. loss probability	1.37	0.96	+0.41
Calmar ratio: Return relative to maximum drawdown	4.63	-0.36	+4.99
Martin ratio: Return relative to average drawdown	15.45	-0.63	+16.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRN vs. PSCC - Sharpe Ratio Comparison

The current PRN Sharpe Ratio is 2.29, which is higher than the PSCC Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of PRN and PSCC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PRN	PSCC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	-0.33	+2.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	-0.03	+0.84
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	0.32	+0.45
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.55	-0.03

Drawdowns

PRN vs. PSCC - Drawdown Comparison

The maximum PRN drawdown since its inception was -59.88%, which is greater than PSCC's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for PRN and PSCC.

Drawdown Indicators

	PRN	PSCC	Difference
Max Drawdown Largest peak-to-trough decline	-59.88%	-33.61%	-26.27%
Max Drawdown (1Y) Largest decline over 1 year	-14.15%	-15.17%	+1.02%
Max Drawdown (3Y) Largest decline over 3 years	-30.78%	-23.36%	-7.42%
Max Drawdown (5Y) Largest decline over 5 years	-34.84%	-23.36%	-11.48%
Max Drawdown (10Y) Largest decline over 10 years	-36.27%	-33.61%	-2.66%
Current Drawdown Current decline from peak	-0.47%	-18.00%	+17.53%
Average Drawdown Average peak-to-trough decline	-10.84%	-5.97%	-4.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.23%	8.68%	-4.45%

Volatility

PRN vs. PSCC - Volatility Comparison

Invesco DWA Industrials Momentum ETF (PRN) has a higher volatility of 10.95% compared to Invesco S&P SmallCap Consumer Staples ETF (PSCC) at 4.46%. This indicates that PRN'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.

Volatility by Period

	PRN	PSCC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.95%	4.46%	+6.49%
Volatility (6M) Calculated over the trailing 6-month period	23.22%	10.73%	+12.49%
Volatility (1Y) Calculated over the trailing 1-year period	28.66%	16.47%	+12.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.03%	18.24%	+6.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.17%	19.29%	+4.88%

PRN vs. PSCC - Expense Ratio Comparison

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

Dividends

PRN vs. PSCC - Dividend Comparison

PRN's dividend yield for the trailing twelve months is around 0.11%, less than PSCC's 2.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRN Invesco DWA Industrials Momentum ETF	0.11%	0.17%	0.39%	0.52%	0.82%	0.11%	0.10%	0.42%	0.29%	0.60%	0.57%	0.44%
PSCC Invesco S&P SmallCap Consumer Staples ETF	2.12%	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 PRN and PSCC in my portfolio?

PRN and PSCC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRN or PSCC?

PRN has higher volatility (10.95%) compared to PSCC (4.46%). In terms of maximum drawdown, PRN dropped -59.88% vs PSCC's -33.61%.

Which ETF is better, PRN or PSCC?

On 10-year performance, PRN leads with 18.51% vs 6.15% for PSCC. On fees, PSCC is cheaper at 0.29% per year. On volatility, PSCC has been the lower-risk option at 4.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PRN or PSCC?

Over the 10-year period, PRN has performed better with a 18.51% return vs 6.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PRN or PSCC?

PSCC is cheaper with a 0.29% expense ratio, compared with 0.60% for PRN.

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

PSCC has the higher dividend yield at 2.12%, compared with 0.11% for PRN.

What is the main difference between PRN and PSCC?

PRN is categorized as Momentum, while PSCC is Consumer Staples Equities. PRN tracks DWA Industrials Technical Leaders Index, while PSCC tracks S&P Small Cap 600 Capped Consumer Staples. Their fees differ too: 0.60% for PRN and 0.29% for PSCC.

Which has better risk-adjusted returns?

PRN currently has the higher Sharpe Ratio (2.29 vs -0.33), 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.