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PSCC vs. PSCM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSCC and PSCM is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PSCC vs. PSCM - 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 Materials ETF (PSCM). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
388.23%
160.69%
PSCC
PSCM

Key characteristics

Sharpe Ratio

PSCC:

-0.22

PSCM:

-0.91

Sortino Ratio

PSCC:

-0.20

PSCM:

-1.20

Omega Ratio

PSCC:

0.98

PSCM:

0.85

Calmar Ratio

PSCC:

-0.23

PSCM:

-0.70

Martin Ratio

PSCC:

-0.61

PSCM:

-2.26

Ulcer Index

PSCC:

6.09%

PSCM:

10.09%

Daily Std Dev

PSCC:

16.77%

PSCM:

24.98%

Max Drawdown

PSCC:

-33.61%

PSCM:

-51.34%

Current Drawdown

PSCC:

-16.18%

PSCM:

-32.36%

Returns By Period

In the year-to-date period, PSCC achieves a -10.32% return, which is significantly higher than PSCM's -21.30% return. Over the past 10 years, PSCC has outperformed PSCM with an annualized return of 8.11%, while PSCM has yielded a comparatively lower 4.60% annualized return.


PSCC

YTD

-10.32%

1M

-4.05%

6M

-8.54%

1Y

-4.03%

5Y*

12.94%

10Y*

8.11%

PSCM

YTD

-21.30%

1M

-18.62%

6M

-26.30%

1Y

-21.78%

5Y*

15.93%

10Y*

4.60%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PSCC vs. PSCM - Expense Ratio Comparison

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


PSCC
Invesco S&P SmallCap Consumer Staples ETF
Expense ratio chart for PSCC: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSCC: 0.29%
Expense ratio chart for PSCM: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSCM: 0.29%

Risk-Adjusted Performance

PSCC vs. PSCM — Risk-Adjusted Performance Rank

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

PSCC
The Risk-Adjusted Performance Rank of PSCC is 1919
Overall Rank
The Sharpe Ratio Rank of PSCC is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCC is 1818
Sortino Ratio Rank
The Omega Ratio Rank of PSCC is 1919
Omega Ratio Rank
The Calmar Ratio Rank of PSCC is 1818
Calmar Ratio Rank
The Martin Ratio Rank of PSCC is 2121
Martin Ratio Rank

PSCM
The Risk-Adjusted Performance Rank of PSCM is 22
Overall Rank
The Sharpe Ratio Rank of PSCM is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCM is 22
Sortino Ratio Rank
The Omega Ratio Rank of PSCM is 22
Omega Ratio Rank
The Calmar Ratio Rank of PSCM is 22
Calmar Ratio Rank
The Martin Ratio Rank of PSCM is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for PSCC, currently valued at -0.22, compared to the broader market-1.000.001.002.003.004.00
PSCC: -0.22
PSCM: -0.91
The chart of Sortino ratio for PSCC, currently valued at -0.20, compared to the broader market-2.000.002.004.006.008.0010.00
PSCC: -0.20
PSCM: -1.20
The chart of Omega ratio for PSCC, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
PSCC: 0.98
PSCM: 0.85
The chart of Calmar ratio for PSCC, currently valued at -0.23, compared to the broader market0.005.0010.0015.00
PSCC: -0.23
PSCM: -0.70
The chart of Martin ratio for PSCC, currently valued at -0.61, compared to the broader market0.0020.0040.0060.0080.00100.00
PSCC: -0.61
PSCM: -2.26

The current PSCC Sharpe Ratio is -0.22, which is higher than the PSCM Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of PSCC and PSCM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.22
-0.91
PSCC
PSCM

Dividends

PSCC vs. PSCM - Dividend Comparison

PSCC's dividend yield for the trailing twelve months is around 2.23%, more than PSCM's 0.98% yield.


TTM20242023202220212020201920182017201620152014
PSCC
Invesco S&P SmallCap Consumer Staples ETF
2.23%1.88%1.49%1.29%1.21%1.59%1.77%0.94%1.25%1.48%1.34%1.60%
PSCM
Invesco S&P SmallCap Materials ETF
0.98%0.80%0.81%0.93%0.67%1.56%1.14%1.25%0.62%0.76%1.33%0.85%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.18%
-32.36%
PSCC
PSCM

Volatility

PSCC vs. PSCM - Volatility Comparison

The current volatility for Invesco S&P SmallCap Consumer Staples ETF (PSCC) is 6.09%, while Invesco S&P SmallCap Materials ETF (PSCM) has a volatility of 11.62%. 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
6.09%
11.62%
PSCC
PSCM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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