PSCC vs. PSCI

Last updated Jun 23, 2026

PSCC (Invesco S&P SmallCap Consumer Staples ETF) and PSCI (Invesco S&P SmallCap Industrials ETF) are both exchange-traded funds - PSCC is a Consumer Staples Equities fund tracking the S&P Small Cap 600 Capped Consumer Staples, while PSCI is a Industrials Equities fund tracking the S&P SmallCap 600 Industrials Index. Both are passively managed. Over the past 10 years, PSCC returned 6.69%/yr vs 16.02%/yr for PSCI. A 0.67 correlation means they provide meaningful diversification when combined. Both charge a 0.29% expense ratio.

Performance

PSCC vs. PSCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Consumer Staples ETF (PSCC) and Invesco S&P SmallCap Industrials ETF (PSCI). 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 lower than PSCI's 20.86% return. Over the past 10 years, PSCC has underperformed PSCI with an annualized return of 6.69%, while PSCI has yielded a comparatively higher 16.02% 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%

PSCI

• 1D: 0.55%
• 1M: 7.77%
• YTD: 20.86%
• 6M: 17.66%
• 1Y: 45.26%
• 3Y*: 23.19%
• 5Y*: 15.51%
• 10Y*: 16.02%

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

PSCC vs. PSCI - 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%
PSCI Invesco S&P SmallCap Industrials ETF	20.86%	13.50%	16.68%	31.64%	-9.02%	24.44%	12.02%	29.80%	-13.20%	17.52%

Correlation

The correlation between PSCC and PSCI is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (10Y) Calculated over the trailing 10-year period	0.65
Correlation (All Time) Calculated using the full available price history since Apr 7, 2010	0.67

The correlation between PSCC and PSCI shifts across timeframes, from 0.48 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

PSCC vs. PSCI - Sectors Allocation Comparison

Sectors	PSCC	PSCI
Consumer Defensive	90.7%	-
Basic Materials	3.6%	0.9%
Consumer Cyclical	2.9%	5.2%
Industrials	2.8%	83.2%
Financial Services	0.2%	0.1%
Communication Services	-	0.3%
Energy	-	1.8%
Healthcare	-	0.5%
Real Estate	-	0.9%
Technology	-	6.9%
Utilities	-	-

Return for Risk

PSCC vs. PSCI — 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

PSCI

PSCI Risk / Return Rank: 64
PSCI Sharpe Ratio Rank: 68
PSCI Sortino Ratio Rank: 69
PSCI Omega Ratio Rank: 60
PSCI Calmar Ratio Rank: 63
PSCI Martin Ratio Rank: 60

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. PSCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Staples ETF (PSCC) and Invesco S&P SmallCap Industrials ETF (PSCI). 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	PSCI	Difference
Sharpe ratio: Return per unit of total volatility	0.30	2.13	-1.83
Sortino ratio: Return per unit of downside risk	0.54	3.03	-2.49
Omega ratio: Gain probability vs. loss probability	1.06	1.36	-0.30
Calmar ratio: Return relative to maximum drawdown	0.33	3.06	-2.73
Martin ratio: Return relative to average drawdown	0.57	10.40	-9.83

PSCC vs. PSCI - Sharpe Ratio Comparison

The current PSCC Sharpe Ratio is 0.30, which is lower than the PSCI Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of PSCC and PSCI, 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. PSCI - Drawdown Comparison

The maximum PSCC drawdown since its inception was -33.61%, smaller than the maximum PSCI drawdown of -45.55%. Use the drawdown chart below to compare losses from any high point for PSCC and PSCI.

Drawdown Indicators

	PSCC	PSCI	Difference
Max Drawdown Largest peak-to-trough decline	-33.61%	-45.55%	+11.94%
Max Drawdown (1Y) Largest decline over 1 year	-15.17%	-14.88%	-0.29%
Max Drawdown (3Y) Largest decline over 3 years	-23.36%	-29.36%	+6.00%
Max Drawdown (5Y) Largest decline over 5 years	-23.36%	-29.36%	+6.00%
Max Drawdown (10Y) Largest decline over 10 years	-33.61%	-45.55%	+11.94%
Current Drawdown Current decline from peak	-13.45%	0.00%	-13.45%
Average Drawdown Average peak-to-trough decline	-5.99%	-6.89%	+0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.69%	4.37%	+4.32%

Volatility

PSCC vs. PSCI - Volatility Comparison

Invesco S&P SmallCap Consumer Staples ETF (PSCC) and Invesco S&P SmallCap Industrials ETF (PSCI) have volatilities of 5.22% and 5.39%, 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	PSCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.22%	5.39%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	11.32%	15.69%	-4.37%
Volatility (1Y) Calculated over the trailing 1-year period	16.75%	21.40%	-4.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.27%	22.99%	-4.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.33%	25.29%	-5.96%

PSCC vs. PSCI - Expense Ratio Comparison

Both PSCC and PSCI have an expense ratio of 0.29%.

Dividends

PSCC vs. PSCI - Dividend Comparison

PSCC's dividend yield for the trailing twelve months is around 2.35%, more than PSCI's 1.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
PSCI Invesco S&P SmallCap Industrials ETF	1.42%	1.56%	0.65%	0.72%	0.87%	0.69%	0.59%	0.64%	0.67%	0.71%	0.74%	1.02%

Frequently Asked Questions

Can I hold both PSCC and PSCI in my portfolio?

PSCC and PSCI have a correlation of 0.48, 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 PSCI?

PSCI has higher volatility (5.39%) compared to PSCC (5.22%). In terms of maximum drawdown, PSCC dropped -33.61% vs PSCI's -45.55%.

Which ETF is better, PSCC or PSCI?

On 10-year performance, PSCI leads with 16.02% vs 6.69% for PSCC. Both ETFs have the same 0.29% expense ratio. On volatility, PSCC has been the lower-risk option at 5.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCC or PSCI?

Over the 10-year period, PSCI has performed better with a 16.02% 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 PSCI?

PSCC and PSCI have the same expense ratio: 0.29% per year.

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

PSCC has the higher dividend yield at 2.35%, compared with 1.42% for PSCI.

What is the main difference between PSCC and PSCI?

PSCC is categorized as Consumer Staples Equities, while PSCI is Industrials Equities. PSCC tracks S&P Small Cap 600 Capped Consumer Staples, while PSCI tracks S&P SmallCap 600 Industrials Index.

Which has better risk-adjusted returns?

PSCI currently has the higher Sharpe Ratio (2.13 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.