PSCC vs. IYK

Last updated Jun 23, 2026

PSCC (Invesco S&P SmallCap Consumer Staples ETF) and IYK (iShares U.S. Consumer Goods ETF) are both Consumer Staples Equities funds - PSCC tracks the S&P Small Cap 600 Capped Consumer Staples while IYK tracks the Dow Jones U.S. Consumer Goods Index. Both are passively managed. Over the past 10 years, PSCC returned 6.69%/yr vs 9.22%/yr for IYK. A 0.62 correlation means they provide meaningful diversification when combined. PSCC charges 0.29%/yr vs 0.42%/yr for IYK.

Performance

PSCC vs. IYK - Performance Comparison

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

Returns By Period

In the year-to-date period, PSCC achieves a 10.85% return, which is significantly higher than IYK's 7.31% return. Over the past 10 years, PSCC has underperformed IYK with an annualized return of 6.69%, while IYK has yielded a comparatively higher 9.22% annualized return.

PSCC

• 1D: -2.16%
• 1M: 4.01%
• YTD: 10.85%
• 6M: 8.63%
• 1Y: 4.95%
• 3Y*: 0.24%
• 5Y*: 1.15%
• 10Y*: 6.69%

IYK

• 1D: -0.68%
• 1M: -1.92%
• YTD: 7.31%
• 6M: 7.00%
• 1Y: 4.22%
• 3Y*: 5.03%
• 5Y*: 6.13%
• 10Y*: 9.22%

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

PSCC vs. IYK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSCC Invesco S&P SmallCap Consumer Staples ETF	10.85%	-16.47%	0.98%	14.83%	-6.66%	28.82%	11.17%	17.39%	-6.72%	9.72%
IYK iShares U.S. Consumer Goods ETF	7.31%	4.78%	5.27%	-2.84%	3.57%	17.32%	32.65%	28.12%	-13.84%	16.53%

Correlation

The correlation between PSCC and IYK is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (10Y) Calculated over the trailing 10-year period	0.58
Correlation (All Time) Calculated using the full available price history since Apr 7, 2010	0.62

The correlation between PSCC and IYK has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.

PSCC vs. IYK - Sectors Allocation Comparison

Sectors	PSCC	IYK
Consumer Defensive	90.7%	85.2%
Basic Materials	3.6%	2.6%
Consumer Cyclical	2.9%	1.4%
Industrials	2.8%	0.1%
Financial Services	0.2%	-
Communication Services	-	-
Energy	-	-
Healthcare	-	10.7%
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

PSCC vs. IYK — Risk / Return Rank

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

PSCC

PSCC Risk / Return Rank: 12
PSCC Sharpe Ratio Rank: 12
PSCC Sortino Ratio Rank: 12
PSCC Omega Ratio Rank: 12
PSCC Calmar Ratio Rank: 12
PSCC Martin Ratio Rank: 11

IYK

IYK Risk / Return Rank: 12
IYK Sharpe Ratio Rank: 13
IYK Sortino Ratio Rank: 12
IYK Omega Ratio Rank: 12
IYK Calmar Ratio Rank: 13
IYK Martin Ratio Rank: 12

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. IYK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Staples ETF (PSCC) and iShares U.S. Consumer Goods ETF (IYK). 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	IYK	Difference
Sharpe ratio: Return per unit of total volatility	0.30	0.33	-0.04
Sortino ratio: Return per unit of downside risk	0.54	0.56	-0.02
Omega ratio: Gain probability vs. loss probability	1.06	1.06	0.00
Calmar ratio: Return relative to maximum drawdown	0.33	0.40	-0.07
Martin ratio: Return relative to average drawdown	0.57	0.81	-0.24

PSCC vs. IYK - Sharpe Ratio Comparison

The current PSCC Sharpe Ratio is 0.30, which is comparable to the IYK Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of PSCC and IYK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSCC vs. IYK - Drawdown Comparison

The maximum PSCC drawdown since its inception was -33.61%, smaller than the maximum IYK drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for PSCC and IYK.

Drawdown Indicators

	PSCC	IYK	Difference
Max Drawdown Largest peak-to-trough decline	-33.61%	-42.64%	+9.03%
Max Drawdown (1Y) Largest decline over 1 year	-15.17%	-10.68%	-4.49%
Max Drawdown (3Y) Largest decline over 3 years	-23.36%	-12.14%	-11.22%
Max Drawdown (5Y) Largest decline over 5 years	-23.36%	-15.05%	-8.31%
Max Drawdown (10Y) Largest decline over 10 years	-33.61%	-33.19%	-0.42%
Current Drawdown Current decline from peak	-13.45%	-7.50%	-5.95%
Average Drawdown Average peak-to-trough decline	-5.99%	-5.07%	-0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.69%	5.20%	+3.49%

Volatility

PSCC vs. IYK - Volatility Comparison

Invesco S&P SmallCap Consumer Staples ETF (PSCC) and iShares U.S. Consumer Goods ETF (IYK) have volatilities of 5.22% and 5.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCC	IYK	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.22%	5.09%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	11.32%	9.91%	+1.41%
Volatility (1Y) Calculated over the trailing 1-year period	16.75%	12.69%	+4.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.27%	13.07%	+5.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.33%	15.55%	+3.78%

PSCC vs. IYK - Expense Ratio Comparison

PSCC has a 0.29% expense ratio, which is lower than IYK's 0.42% expense ratio.

Dividends

PSCC vs. IYK - Dividend Comparison

PSCC's dividend yield for the trailing twelve months is around 2.35%, less than IYK's 2.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IYK iShares U.S. Consumer Goods ETF	2.67%	2.75%	2.63%	2.74%	2.16%	1.49%	1.42%	2.21%	2.81%	1.74%	2.63%	2.11%
PSCC Invesco S&P SmallCap Consumer Staples ETF	2.35%	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 IYK in my portfolio?

PSCC and IYK have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSCC or IYK?

PSCC has higher volatility (5.22%) compared to IYK (5.09%). In terms of maximum drawdown, PSCC dropped -33.61% vs IYK's -42.64%.

Which ETF is better, PSCC or IYK?

On 10-year performance, IYK leads with 9.22% vs 6.69% for PSCC. On fees, PSCC is cheaper at 0.29% per year. On volatility, IYK has been the lower-risk option at 5.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCC or IYK?

Over the 10-year period, IYK has performed better with a 9.22% return vs 6.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCC or IYK?

PSCC is cheaper with a 0.29% expense ratio, compared with 0.42% for IYK.

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

IYK has the higher dividend yield at 2.67%, compared with 2.35% for PSCC.

What is the main difference between PSCC and IYK?

PSCC tracks S&P Small Cap 600 Capped Consumer Staples, while IYK tracks Dow Jones U.S. Consumer Goods Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.29% for PSCC and 0.42% for IYK.

Which has better risk-adjusted returns?

IYK currently has the higher Sharpe Ratio (0.33 vs 0.30), 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.