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PSCC vs. FLJP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PSCC vs. FLJP

Last updated Jul 21, 2026
Documentation

PSCC (Invesco S&P SmallCap Consumer Staples ETF) and FLJP (Franklin FTSE Japan ETF) are both exchange-traded funds - PSCC is a Consumer Staples Equities fund tracking the S&P Small Cap 600 Capped Consumer Staples, while FLJP is a Japan Equities fund tracking the FTSE Japan RIC Capped Index. Both are passively managed. Over the past 5 years, PSCC returned 3.05%/yr vs 8.88%/yr for FLJP. At a 0.40 correlation, their price movements are largely independent. PSCC charges 0.29%/yr vs 0.09%/yr for FLJP.

Performance

PSCC vs. FLJP - 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 Japan ETF (FLJP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSCC achieves a 18.26% return, which is significantly higher than FLJP's 12.75% return.

PSCC

1D
-0.27%
1M
4.39%
6M
13.60%
YTD
18.26%
1Y
6.05%
3Y*
1.66%
5Y*
3.05%
10Y*
6.77%
ALL TIME*
10.90%

FLJP

1D
0.13%
1M
-5.35%
6M
6.54%
YTD
12.75%
1Y
31.34%
3Y*
16.85%
5Y*
8.88%
10Y*
—
ALL TIME*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSCC vs. FLJP - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PSCC
Invesco S&P SmallCap Consumer Staples ETF		18.26%-16.47%0.98%14.83%-6.66%28.82%11.17%17.39%-6.72%4.05%
FLJP
Franklin FTSE Japan ETF		12.75%26.79%6.99%20.00%-16.57%0.99%15.76%18.99%-14.01%2.53%

Correlation

The correlation between PSCC and FLJP is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.21

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

0.29

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

0.37

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

0.40

The correlation between PSCC and FLJP shifts across timeframes, from 0.21 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

PSCC vs. FLJP - Sectors Allocation Comparison

Sectors
PSCC
FLJP

Consumer Defensive

90.8%
4.0%

Basic Materials

4.3%
4.7%

Consumer Cyclical

2.6%
11.9%

Industrials

2.3%
24.4%

Financial Services

0.2%
17.6%

Communication Services

-

4.8%

Energy

-

0.8%

Healthcare

-

5.7%

Real Estate

-

2.9%

Technology

-

22.0%

Utilities

-

1.2%

Consumer Defensive

PSCC
90.8%
FLJP
4.0%

Basic Materials

PSCC
4.3%
FLJP
4.7%

Consumer Cyclical

PSCC
2.6%
FLJP
11.9%

Industrials

PSCC
2.3%
FLJP
24.4%

Financial Services

PSCC
0.2%
FLJP
17.6%

Communication Services

PSCC

-

FLJP
4.8%

Energy

PSCC

-

FLJP
0.8%

Healthcare

PSCC

-

FLJP
5.7%

Real Estate

PSCC

-

FLJP
2.9%

Technology

PSCC

-

FLJP
22.0%

Utilities

PSCC

-

FLJP
1.2%

Compare stocks, funds, or ETFs

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

Invesco S&P SmallCap Consumer Staples ETF

Franklin FTSE Japan ETF

Often compared with PSCC:
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Often compared with FLJP:
FLJP vs. EWJFLJP vs. FLJHFLJP vs. EWJVFLJP vs. DXJFLJP vs. BBJPFLJP vs. JPXNFLJP vs. FLKR

Return for Risk

PSCC vs. FLJP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PSCC
PSCC Risk / Return Rank: 1616
Overall Rank
PSCC Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PSCC Sortino Ratio Rank: 1717
Sortino Ratio Rank
PSCC Omega Ratio Rank: 1616
Omega Ratio Rank
PSCC Calmar Ratio Rank: 1616
Calmar Ratio Rank
PSCC Martin Ratio Rank: 1414
Martin Ratio Rank
FLJP
FLJP Risk / Return Rank: 6464
Overall Rank
FLJP Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FLJP Sortino Ratio Rank: 6363
Sortino Ratio Rank
FLJP Omega Ratio Rank: 6666
Omega Ratio Rank
FLJP Calmar Ratio Rank: 6464
Calmar Ratio Rank
FLJP Martin Ratio Rank: 6363
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. FLJP - 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 Japan ETF (FLJP). 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.

PSCCFLJPDifference
Sharpe ratioReturn per unit of total volatility
0.36
1.57

-1.21

Sortino ratioReturn per unit of downside risk
0.64
2.21

-1.57

Omega ratioGain probability vs. loss probability

1.07

1.29

-0.22

Calmar ratioReturn relative to maximum drawdown

0.40

2.37

-1.97

Martin ratioReturn relative to average drawdown

0.70

8.09

-7.40

PSCC vs. FLJP - Sharpe Ratio Comparison

The current PSCC Sharpe Ratio is 0.36, which is lower than the FLJP Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of PSCC and FLJP, 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

PSCC vs. FLJP - Drawdown Comparison

The maximum PSCC drawdown since its inception was -33.61%, roughly equal to the maximum FLJP drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for PSCC and FLJP.

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Drawdown Indicators

PSCCFLJPDifference

Max Drawdown

Largest peak-to-trough decline

-33.61%

-32.49%

-1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-13.30%

-1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-23.36%

-14.17%

-9.19%

Max Drawdown (5Y)

Largest decline over 5 years

-23.36%

-32.49%

+9.13%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

—

—

Current Drawdown

Current decline from peak

-7.66%

-5.95%

-1.71%

Average Drawdown

Average peak-to-trough decline

-6.01%

-9.27%

+3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.69%

3.88%

+4.81%

Volatility

PSCC vs. FLJP - Volatility Comparison

The current volatility for Invesco S&P SmallCap Consumer Staples ETF (PSCC) is 6.38%, while Franklin FTSE Japan ETF (FLJP) has a volatility of 6.74%. This indicates that PSCC experiences smaller price fluctuations and is considered to be less risky than FLJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PSCCFLJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

6.74%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.11%

16.43%

-4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.83%

20.07%

-3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.32%

17.99%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.36%

17.89%

+1.47%

PSCC vs. FLJP - Expense Ratio Comparison

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

Dividends

PSCC vs. FLJP - Dividend Comparison

PSCC's dividend yield for the trailing twelve months is around 1.66%, less than FLJP's 4.37% yield.

PositionTTM20252024202320222021202020192018201720162015
FLJP
Franklin FTSE Japan ETF		4.37%5.15%4.56%3.00%1.92%2.40%1.51%2.26%1.50%0.10%0.00%0.00%
PSCC
Invesco S&P SmallCap Consumer Staples ETF		1.66%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 FLJP have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLJP has higher volatility (6.74%) compared to PSCC (6.38%). In terms of maximum drawdown, PSCC dropped -33.61% vs FLJP's -32.49%.

On 5-year performance, FLJP leads with 8.88% vs 3.05% for PSCC. On fees, FLJP is cheaper at 0.09% per year. On volatility, PSCC has been the lower-risk option at 6.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLJP has performed better with a 8.88% return vs 3.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

FLJP has the higher dividend yield at 4.37%, compared with 1.66% for PSCC.

PSCC is categorized as Consumer Staples Equities, while FLJP is Japan Equities. PSCC tracks S&P Small Cap 600 Capped Consumer Staples, while FLJP tracks FTSE Japan 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 FLJP.

FLJP currently has the higher Sharpe Ratio (1.57 vs 0.36), 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.

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