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PSCC vs. FLCA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSCC vs. FLCA - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with PSCC having a 7.32% return and FLCA slightly higher at 7.39%.


PSCC

1D
0.15%
1M
0.66%
YTD
7.32%
6M
6.98%
1Y
-2.67%
3Y*
-0.78%
5Y*
-0.17%
10Y*
6.33%

FLCA

1D
0.03%
1M
-0.26%
YTD
7.39%
6M
10.52%
1Y
28.43%
3Y*
21.47%
5Y*
11.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSCC vs. FLCA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSCC
Invesco S&P SmallCap Consumer Staples ETF
7.32%-16.47%0.98%14.83%-6.66%28.82%11.17%17.39%-6.72%4.05%
FLCA
Franklin FTSE Canada ETF
7.39%34.62%13.02%14.71%-11.93%28.67%6.31%28.42%-15.55%2.65%

Correlation

The correlation between PSCC and FLCA is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.46

The correlation between PSCC and FLCA shifts across timeframes, from 0.32 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

PSCC vs. FLCA - Sectors Allocation Comparison


Sectors
PSCC
FLCA

Consumer Defensive

90.4%
2.9%

Basic Materials

3.8%
16.0%

Industrials

3.0%
10.4%

Consumer Cyclical

2.9%
3.3%

Communication Services

-

0.5%

Energy

-

17.4%

Financial Services

-

38.7%

Healthcare

-

-

Real Estate

-

0.2%

Technology

-

8.3%

Utilities

-

2.2%

Consumer Defensive

PSCC
90.4%
FLCA
2.9%

Basic Materials

PSCC
3.8%
FLCA
16.0%

Industrials

PSCC
3.0%
FLCA
10.4%

Consumer Cyclical

PSCC
2.9%
FLCA
3.3%

Communication Services

PSCC

-

FLCA
0.5%

Energy

PSCC

-

FLCA
17.4%

Financial Services

PSCC

-

FLCA
38.7%

Healthcare

PSCC

-

FLCA

-

Real Estate

PSCC

-

FLCA
0.2%

Technology

PSCC

-

FLCA
8.3%

Utilities

PSCC

-

FLCA
2.2%

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Return for Risk

PSCC vs. FLCA — Risk / Return Rank

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

PSCC
PSCC Risk / Return Rank: 88
Overall Rank
PSCC Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PSCC Sortino Ratio Rank: 77
Sortino Ratio Rank
PSCC Omega Ratio Rank: 77
Omega Ratio Rank
PSCC Calmar Ratio Rank: 88
Calmar Ratio Rank
PSCC Martin Ratio Rank: 88
Martin Ratio Rank

FLCA
FLCA Risk / Return Rank: 6969
Overall Rank
FLCA Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FLCA Sortino Ratio Rank: 6363
Sortino Ratio Rank
FLCA Omega Ratio Rank: 6464
Omega Ratio Rank
FLCA Calmar Ratio Rank: 7373
Calmar Ratio Rank
FLCA Martin Ratio Rank: 7878
Martin Ratio Rank
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.

PSCC vs. FLCA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Staples ETF (PSCC) and Franklin FTSE Canada ETF (FLCA). 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.


PSCCFLCADifference
Sharpe ratioReturn per unit of total volatility

-2.17

Sortino ratioReturn per unit of downside risk

-2.76

Omega ratioGain probability vs. loss probability

0.99

1.35

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.18

3.34

-3.52

Martin ratioReturn relative to average drawdown

-0.31

13.55

-13.86

PSCC vs. FLCA - Sharpe Ratio Comparison

The current PSCC Sharpe Ratio is -0.16, which is lower than the FLCA Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of PSCC and FLCA, 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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Sharpe Ratios by Period


PSCCFLCADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

2.01

-2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.69

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.60

-0.04

Drawdowns

PSCC vs. FLCA - Drawdown Comparison

The maximum PSCC drawdown since its inception was -33.61%, smaller than the maximum FLCA drawdown of -41.51%. Use the drawdown chart below to compare losses from any high point for PSCC and FLCA.


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Drawdown Indicators


PSCCFLCADifference

Max Drawdown

Largest peak-to-trough decline

-33.61%

-41.51%

+7.90%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-8.55%

-6.62%

Max Drawdown (3Y)

Largest decline over 3 years

-23.36%

-12.58%

-10.78%

Max Drawdown (5Y)

Largest decline over 5 years

-23.36%

-24.23%

+0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

Current Drawdown

Current decline from peak

-16.21%

-2.52%

-13.69%

Average Drawdown

Average peak-to-trough decline

-5.98%

-5.90%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.70%

2.10%

+6.60%

Volatility

PSCC vs. FLCA - Volatility Comparison

Invesco S&P SmallCap Consumer Staples ETF (PSCC) has a higher volatility of 4.66% compared to Franklin FTSE Canada ETF (FLCA) at 4.42%. This indicates that PSCC's price experiences larger fluctuations and is considered to be riskier than FLCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCCFLCADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

4.42%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

11.46%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.50%

14.25%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.24%

16.76%

+1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.29%

19.06%

+0.23%

PSCC vs. FLCA - Expense Ratio Comparison

PSCC has a 0.29% expense ratio, which is higher than FLCA's 0.09% expense ratio.


Dividends

PSCC vs. FLCA - Dividend Comparison

PSCC's dividend yield for the trailing twelve months is around 2.07%, more than FLCA's 1.73% yield.


PositionTTM20252024202320222021202020192018201720162015
FLCA
Franklin FTSE Canada ETF
1.73%1.85%2.50%2.49%2.20%2.02%2.49%2.29%3.03%0.09%0.00%0.00%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
2.07%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


PSCC and FLCA 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.

PSCC has higher volatility (4.66%) compared to FLCA (4.42%). In terms of maximum drawdown, PSCC dropped -33.61% vs FLCA's -41.51%.

On 5-year performance, FLCA leads with 11.54% vs -0.17% for PSCC. On fees, FLCA is cheaper at 0.09% per year. On volatility, FLCA has been the lower-risk option at 4.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLCA has performed better with a 11.54% return vs -0.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLCA is cheaper with a 0.09% expense ratio, compared with 0.29% for PSCC.

PSCC has the higher dividend yield at 2.07%, compared with 1.73% for FLCA.

PSCC is categorized as Consumer Staples Equities, while FLCA is Canada Equities. PSCC tracks S&P Small Cap 600 Capped Consumer Staples, while FLCA tracks FTSE Canada RIC Capped Index. They also come from different issuers: Invesco and Franklin Templeton. Their fees differ too: 0.29% for PSCC and 0.09% for FLCA.

FLCA currently has the higher Sharpe Ratio (2.01 vs -0.16), 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

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