PSCC vs. PSCM
Compare and contrast key facts about Invesco S&P SmallCap Consumer Staples ETF (PSCC) and Invesco S&P SmallCap Materials ETF (PSCM).
PSCC and PSCM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSCC is a passively managed fund by Invesco that tracks the performance of the S&P Small Cap 600 Capped Consumer Staples. It was launched on Apr 7, 2010. PSCM is a passively managed fund by Invesco that tracks the performance of the S&P Small Cap 600 / Materials -SEC. It was launched on Apr 7, 2010. Both PSCC and PSCM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSCC or PSCM.
Performance
PSCC vs. PSCM - Performance Comparison
Returns By Period
In the year-to-date period, PSCC achieves a 1.39% return, which is significantly lower than PSCM's 11.68% return. Over the past 10 years, PSCC has outperformed PSCM with an annualized return of 9.78%, while PSCM has yielded a comparatively lower 8.00% annualized return.
PSCC
1.39%
1.32%
4.48%
12.35%
11.07%
9.78%
PSCM
11.68%
3.34%
2.47%
26.45%
14.42%
8.00%
Key characteristics
| PSCC | PSCM | |
|---|---|---|
| Sharpe Ratio | 0.76 | 1.17 |
| Sortino Ratio | 1.17 | 1.75 |
| Omega Ratio | 1.14 | 1.22 |
| Calmar Ratio | 1.26 | 1.99 |
| Martin Ratio | 2.64 | 5.12 |
| Ulcer Index | 4.79% | 5.22% |
| Daily Std Dev | 16.65% | 22.91% |
| Max Drawdown | -33.61% | -51.34% |
| Current Drawdown | -1.16% | -3.47% |
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PSCC vs. PSCM - Expense Ratio Comparison
Both PSCC and PSCM have an expense ratio of 0.29%.
Correlation
The correlation between PSCC and PSCM is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
PSCC vs. PSCM - Risk-Adjusted Performance 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 Materials ETF (PSCM). 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.
Dividends
PSCC vs. PSCM - Dividend Comparison
PSCC's dividend yield for the trailing twelve months is around 1.81%, more than PSCM's 0.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSCC Invesco S&P SmallCap Consumer Staples ETF | 1.81% | 1.49% | 1.29% | 1.21% | 1.59% | 1.77% | 0.94% | 1.25% | 1.48% | 1.34% | 1.60% | 0.42% |
PSCM Invesco S&P SmallCap Materials ETF | 0.75% | 0.81% | 0.93% | 0.67% | 1.56% | 1.14% | 1.25% | 0.62% | 0.76% | 1.33% | 0.85% | 0.52% |
Drawdowns
PSCC vs. PSCM - Drawdown Comparison
The maximum PSCC drawdown since its inception was -33.61%, smaller than the maximum PSCM drawdown of -51.34%. Use the drawdown chart below to compare losses from any high point for PSCC and PSCM. For additional features, visit the drawdowns tool.
Volatility
PSCC vs. PSCM - Volatility Comparison
The current volatility for Invesco S&P SmallCap Consumer Staples ETF (PSCC) is 4.80%, while Invesco S&P SmallCap Materials ETF (PSCM) has a volatility of 9.82%. This indicates that PSCC experiences smaller price fluctuations and is considered to be less risky than PSCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.