PSCC vs. PG

Last updated Jun 13, 2026

PSCC (Invesco S&P SmallCap Consumer Staples ETF) is Consumer Staples Equities fund tracking the S&P Small Cap 600 Capped Consumer Staples, while PG (The Procter & Gamble Company) is a stock. Over the past 10 years, PSCC returned 6.99%/yr vs 8.96%/yr for PG. At a 0.39 correlation, their price movements are largely independent.

Performance

PSCC vs. PG - Performance Comparison

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

Returns By Period

In the year-to-date period, PSCC achieves a 12.79% return, which is significantly higher than PG's 5.93% return. Over the past 10 years, PSCC has underperformed PG with an annualized return of 6.99%, while PG has yielded a comparatively higher 8.96% annualized return.

PSCC

• 1D: 0.93%
• 1M: 7.91%
• YTD: 12.79%
• 6M: 9.16%
• 1Y: 4.29%
• 3Y*: 0.56%
• 5Y*: 1.00%
• 10Y*: 6.99%

PG

• 1D: 0.86%
• 1M: 5.18%
• YTD: 5.93%
• 6M: 6.28%
• 1Y: -5.68%
• 3Y*: 3.69%
• 5Y*: 4.73%
• 10Y*: 8.96%

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

PSCC vs. PG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSCC Invesco S&P SmallCap Consumer Staples ETF	12.79%	-16.47%	0.98%	14.83%	-6.66%	28.82%	11.17%	17.39%	-6.72%	9.72%
PG The Procter & Gamble Company	5.93%	-12.26%	17.25%	-0.86%	-5.05%	20.52%	14.15%	39.70%	3.57%	12.69%

Correlation

The correlation between PSCC and PG is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Apr 7, 2010	0.39

The correlation between PSCC and PG shifts across timeframes, from 0.36 (10 years) to 0.50 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

PSCC vs. PG — Risk / Return Rank

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

PSCC

PSCC Risk / Return Rank: 13
PSCC Sharpe Ratio Rank: 14
PSCC Sortino Ratio Rank: 13
PSCC Omega Ratio Rank: 13
PSCC Calmar Ratio Rank: 13
PSCC Martin Ratio Rank: 12

PG

PG Risk / Return Rank: 28
PG Sharpe Ratio Rank: 30
PG Sortino Ratio Rank: 25
PG Omega Ratio Rank: 26
PG Calmar Ratio Rank: 31
PG Martin Ratio Rank: 31

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. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Staples ETF (PSCC) and The Procter & Gamble Company (PG). 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	PG	Difference
Sharpe ratio: Return per unit of total volatility	0.26	-0.30	+0.56
Sortino ratio: Return per unit of downside risk	0.49	-0.31	+0.80
Omega ratio: Gain probability vs. loss probability	1.06	0.97	+0.09
Calmar ratio: Return relative to maximum drawdown	0.28	-0.37	+0.65
Martin ratio: Return relative to average drawdown	0.49	-0.68	+1.18

PSCC vs. PG - Sharpe Ratio Comparison

The current PSCC Sharpe Ratio is 0.26, which is higher than the PG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of PSCC and PG, 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. PG - Drawdown Comparison

The maximum PSCC drawdown since its inception was -33.61%, smaller than the maximum PG drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for PSCC and PG.

Drawdown Indicators

	PSCC	PG	Difference
Max Drawdown Largest peak-to-trough decline	-33.61%	-54.25%	+20.64%
Max Drawdown (1Y) Largest decline over 1 year	-15.17%	-15.52%	+0.35%
Max Drawdown (3Y) Largest decline over 3 years	-23.36%	-21.15%	-2.21%
Max Drawdown (5Y) Largest decline over 5 years	-23.36%	-23.77%	+0.41%
Max Drawdown (10Y) Largest decline over 10 years	-33.61%	-23.77%	-9.84%
Current Drawdown Current decline from peak	-11.94%	-13.29%	+1.35%
Average Drawdown Average peak-to-trough decline	-5.98%	-12.16%	+6.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.68%	8.80%	-0.12%

Volatility

PSCC vs. PG - Volatility Comparison

The current volatility for Invesco S&P SmallCap Consumer Staples ETF (PSCC) is 4.40%, while The Procter & Gamble Company (PG) has a volatility of 6.99%. This indicates that PSCC experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCC	PG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.40%	6.99%	-2.59%
Volatility (6M) Calculated over the trailing 6-month period	11.04%	15.01%	-3.97%
Volatility (1Y) Calculated over the trailing 1-year period	16.61%	18.78%	-2.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.25%	17.82%	+0.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.30%	19.05%	+0.25%

Dividends

PSCC vs. PG - Dividend Comparison

PSCC's dividend yield for the trailing twelve months is around 1.97%, less than PG's 2.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PG The Procter & Gamble Company	2.85%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
PSCC Invesco S&P SmallCap Consumer Staples ETF	1.97%	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 PG in my portfolio?

PSCC and PG have a correlation of 0.50, 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 PG?

PG has higher volatility (6.99%) compared to PSCC (4.40%). In terms of maximum drawdown, PSCC dropped -33.61% vs PG's -54.25%.

Which has better risk-adjusted returns?

PSCC currently has the higher Sharpe Ratio (0.26 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.