PSCC vs. SMLV
Compare and contrast key facts about Invesco S&P SmallCap Consumer Staples ETF (PSCC) and SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV).
PSCC and SMLV 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. SMLV is a passively managed fund by State Street that tracks the performance of the SSGA US Small Cap Low Volatility Index. It was launched on Feb 20, 2013. Both PSCC and SMLV 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 SMLV.
Performance
PSCC vs. SMLV - Performance Comparison
Returns By Period
In the year-to-date period, PSCC achieves a 3.48% return, which is significantly lower than SMLV's 24.23% return. Both investments have delivered pretty close results over the past 10 years, with PSCC having a 9.96% annualized return and SMLV not far behind at 9.60%.
PSCC
3.48%
5.62%
9.09%
14.14%
11.56%
9.96%
SMLV
24.23%
9.44%
27.14%
38.99%
9.92%
9.60%
Key characteristics
| PSCC | SMLV | |
|---|---|---|
| Sharpe Ratio | 0.92 | 1.88 |
| Sortino Ratio | 1.38 | 2.91 |
| Omega Ratio | 1.17 | 1.36 |
| Calmar Ratio | 1.54 | 3.18 |
| Martin Ratio | 3.22 | 9.71 |
| Ulcer Index | 4.79% | 4.07% |
| Daily Std Dev | 16.70% | 21.03% |
| Max Drawdown | -33.61% | -42.45% |
| Current Drawdown | 0.00% | -1.91% |
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PSCC vs. SMLV - Expense Ratio Comparison
PSCC has a 0.29% expense ratio, which is higher than SMLV's 0.12% expense ratio.
Correlation
The correlation between PSCC and SMLV is 0.69, 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. SMLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Staples ETF (PSCC) and SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV). 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. SMLV - Dividend Comparison
PSCC's dividend yield for the trailing twelve months is around 1.77%, less than SMLV's 2.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSCC Invesco S&P SmallCap Consumer Staples ETF | 1.77% | 1.49% | 1.29% | 1.21% | 1.59% | 1.77% | 0.94% | 1.25% | 1.48% | 1.34% | 1.60% | 0.42% |
SMLV SPDR SSGA US Small Cap Low Volatility Index ETF | 2.35% | 2.68% | 2.40% | 2.12% | 2.47% | 2.62% | 3.15% | 7.92% | 3.04% | 2.63% | 2.76% | 3.68% |
Drawdowns
PSCC vs. SMLV - Drawdown Comparison
The maximum PSCC drawdown since its inception was -33.61%, smaller than the maximum SMLV drawdown of -42.45%. Use the drawdown chart below to compare losses from any high point for PSCC and SMLV. For additional features, visit the drawdowns tool.
Volatility
PSCC vs. SMLV - Volatility Comparison
The current volatility for Invesco S&P SmallCap Consumer Staples ETF (PSCC) is 4.86%, while SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV) has a volatility of 10.54%. This indicates that PSCC experiences smaller price fluctuations and is considered to be less risky than SMLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.