PSCC vs. GXPS
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 0.52 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
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Returns By Period
In the year-to-date period, PSCC achieves a 5.02% return, which is significantly lower than GXPS's 7.14% return.
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%
GXPS
- 1D
- 0.91%
- 1M
- -2.93%
- YTD
- 7.14%
- 6M
- 5.98%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PSCC vs. GXPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PSCC Invesco S&P SmallCap Consumer Staples ETF | 5.02% | -13.58% |
GXPS Global X PureCap MSCI Consumer Staples ETF | 7.14% | -1.72% |
Correlation
The correlation between PSCC and GXPS is 0.52, 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 24, 2025 | 0.52 |
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Return for Risk
PSCC vs. GXPS — Risk / Return Rank
PSCC
GXPS
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.
| PSCC | GXPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.96 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | — | — |
| Martin ratioReturn relative to average drawdown | -0.63 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSCC | GXPS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.44 | +0.11 |
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.
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Drawdown Indicators
| PSCC | GXPS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -18.00% | -7.97% | -10.03% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -3.87% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.68% | — | — |
Volatility
PSCC vs. GXPS - Volatility Comparison
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Volatility by Period
| PSCC | GXPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.47% | 13.97% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 13.97% | +4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.29% | 13.97% | +5.32% |
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 2.12%, more than GXPS's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXPS Global X PureCap MSCI Consumer Staples ETF | 0.56% | 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 | 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
PSCC and GXPS have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
GXPS is cheaper with a 0.25% expense ratio, compared with 0.29% for PSCC.
PSCC has the higher dividend yield at 2.12%, compared with 0.56% for 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.
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