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PSCC vs. FSTA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSCC vs. FSTA - Performance Comparison

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

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PSCC vs. FSTA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSCC
Invesco S&P SmallCap Consumer Staples ETF
1.80%-16.47%0.98%14.83%-6.66%28.82%11.17%17.39%-6.72%9.72%
FSTA
Fidelity MSCI Consumer Staples Index ETF
6.98%1.82%13.31%2.29%-1.72%17.44%10.96%26.84%-8.49%12.71%

Returns By Period

In the year-to-date period, PSCC achieves a 1.80% return, which is significantly lower than FSTA's 6.98% return. Over the past 10 years, PSCC has underperformed FSTA with an annualized return of 6.36%, while FSTA has yielded a comparatively higher 7.69% annualized return.


PSCC

1D
0.96%
1M
-10.43%
YTD
1.80%
6M
-3.60%
1Y
-8.21%
3Y*
-3.07%
5Y*
0.38%
10Y*
6.36%

FSTA

1D
0.19%
1M
-7.53%
YTD
6.98%
6M
6.22%
1Y
4.72%
3Y*
7.59%
5Y*
7.27%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSCC vs. FSTA - Expense Ratio Comparison

PSCC has a 0.29% expense ratio, which is higher than FSTA's 0.08% expense ratio.


Return for Risk

PSCC vs. FSTA — Risk / Return Rank

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

PSCC
PSCC Risk / Return Rank: 44
Overall Rank
PSCC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PSCC Sortino Ratio Rank: 44
Sortino Ratio Rank
PSCC Omega Ratio Rank: 44
Omega Ratio Rank
PSCC Calmar Ratio Rank: 44
Calmar Ratio Rank
PSCC Martin Ratio Rank: 55
Martin Ratio Rank

FSTA
FSTA Risk / Return Rank: 2525
Overall Rank
FSTA Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FSTA Sortino Ratio Rank: 2323
Sortino Ratio Rank
FSTA Omega Ratio Rank: 2121
Omega Ratio Rank
FSTA Calmar Ratio Rank: 3030
Calmar Ratio Rank
FSTA Martin Ratio Rank: 2525
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. FSTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Staples ETF (PSCC) and Fidelity MSCI Consumer Staples Index ETF (FSTA). 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.


PSCCFSTADifference

Sharpe ratio

Return per unit of total volatility

-0.46

0.35

-0.80

Sortino ratio

Return per unit of downside risk

-0.55

0.60

-1.15

Omega ratio

Gain probability vs. loss probability

0.94

1.07

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.50

0.68

-1.18

Martin ratio

Return relative to average drawdown

-0.94

1.67

-2.61

PSCC vs. FSTA - Sharpe Ratio Comparison

The current PSCC Sharpe Ratio is -0.46, which is lower than the FSTA Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of PSCC and FSTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSCCFSTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

0.35

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.56

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.53

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.63

-0.08

Correlation

The correlation between PSCC and FSTA is 0.60, 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.


Dividends

PSCC vs. FSTA - Dividend Comparison

PSCC's dividend yield for the trailing twelve months is around 2.19%, less than FSTA's 2.22% yield.


TTM20252024202320222021202020192018201720162015
PSCC
Invesco S&P SmallCap Consumer Staples ETF
2.19%2.35%1.88%1.49%1.29%1.21%1.59%1.77%0.94%1.25%1.48%1.34%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.22%2.34%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%

Drawdowns

PSCC vs. FSTA - Drawdown Comparison

The maximum PSCC drawdown since its inception was -33.61%, which is greater than FSTA's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for PSCC and FSTA.


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Drawdown Indicators


PSCCFSTADifference

Max Drawdown

Largest peak-to-trough decline

-33.61%

-25.13%

-8.48%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-9.29%

-5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-23.36%

-16.58%

-6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

-25.13%

-8.48%

Current Drawdown

Current decline from peak

-20.52%

-7.53%

-12.99%

Average Drawdown

Average peak-to-trough decline

-5.84%

-3.51%

-2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.07%

3.77%

+4.30%

Volatility

PSCC vs. FSTA - Volatility Comparison

Invesco S&P SmallCap Consumer Staples ETF (PSCC) has a higher volatility of 4.93% compared to Fidelity MSCI Consumer Staples Index ETF (FSTA) at 3.90%. This indicates that PSCC's price experiences larger fluctuations and is considered to be riskier than FSTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCCFSTADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

3.90%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

8.96%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

13.69%

+4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.32%

12.94%

+5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.29%

14.50%

+4.79%