PSCC vs. GXPS

Last updated Jul 17, 2026

PSCC (Invesco S&P SmallCap Consumer Staples ETF) and GXPS (Global X PureCap MSCI Consumer Staples ETF) are both Consumer Staples Equities funds - PSCC tracks the S&P Small Cap 600 Capped Consumer Staples while GXPS tracks the MSCI USA Consumer Staples Index. Both are passively managed. A 0.55 correlation means they provide meaningful diversification when combined. PSCC charges 0.29%/yr vs 0.25%/yr for GXPS.

Performance

PSCC vs. GXPS - Performance Comparison

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

Returns By Period

In the year-to-date period, PSCC achieves a 19.95% return, which is significantly higher than GXPS's 11.55% return.

PSCC

• 1D: 2.30%
• 1M: 6.02%
• 6M: 14.57%
• YTD: 19.95%
• 1Y: 8.04%
• 3Y*: 2.21%
• 5Y*: 3.69%
• 10Y*: 6.90%

GXPS

• 1D: 2.86%
• 1M: -0.21%
• 6M: 5.56%
• YTD: 11.55%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSCC vs. GXPS - Yearly Performance Comparison

	2026 (YTD)	2025
PSCC Invesco S&P SmallCap Consumer Staples ETF	19.95%	-11.57%
GXPS Global X PureCap MSCI Consumer Staples ETF	11.55%	-1.72%

Correlation

The correlation between PSCC and GXPS is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025	0.55

Return for Risk

PSCC vs. GXPS — Risk / Return Rank

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

PSCC

PSCC Risk / Return Rank: 17
PSCC Sharpe Ratio Rank: 18
PSCC Sortino Ratio Rank: 18
PSCC Omega Ratio Rank: 17
PSCC Calmar Ratio Rank: 17
PSCC Martin Ratio Rank: 15

GXPS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GXPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Staples ETF (PSCC) and Global X PureCap MSCI Consumer Staples ETF (GXPS). 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.

	PSCC	GXPS	Difference
Sharpe ratio: Return per unit of total volatility	0.48	—	—
Sortino ratio: Return per unit of downside risk	0.81	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.53	—	—
Martin ratio: Return relative to average drawdown	0.93	—	—

Drawdowns

PSCC vs. GXPS - Drawdown Comparison

The maximum PSCC drawdown since its inception was -33.61%, which is greater than GXPS's maximum drawdown of -9.20%. Use the drawdown chart below to compare losses from any high point for PSCC and GXPS.

Drawdown Indicators

	PSCC	GXPS	Difference
Max Drawdown Largest peak-to-trough decline	-33.61%	-9.20%	-24.41%
Max Drawdown (1Y) Largest decline over 1 year	-15.17%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.36%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.36%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.61%	—	—
Current Drawdown Current decline from peak	-6.35%	-4.18%	-2.17%
Average Drawdown Average peak-to-trough decline	-6.01%	-4.08%	-1.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.69%	—	—

Volatility

Volatility by Period

	PSCC	GXPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.16%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.95%	14.71%	+2.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.36%	14.71%	+3.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.35%	14.71%	+4.64%

PSCC vs. GXPS - Expense Ratio Comparison

PSCC has a 0.29% expense ratio, which is higher than GXPS's 0.25% expense ratio.

Dividends

PSCC vs. GXPS - Dividend Comparison

PSCC's dividend yield for the trailing twelve months is around 1.63%, more than GXPS's 1.24% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GXPS Global X PureCap MSCI Consumer Staples ETF	1.24%	0.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PSCC Invesco S&P SmallCap Consumer Staples ETF	1.63%	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 PSCC and GXPS in my portfolio?

PSCC and GXPS have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PSCC or GXPS?

On fees, GXPS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PSCC or GXPS?

GXPS is cheaper with a 0.25% expense ratio, compared with 0.29% for PSCC.

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

PSCC has the higher dividend yield at 1.63%, compared with 1.24% for GXPS.

What is the main difference between PSCC and GXPS?

PSCC tracks S&P Small Cap 600 Capped Consumer Staples, while GXPS tracks MSCI USA Consumer Staples Index. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.29% for PSCC and 0.25% for GXPS.