PSCC vs. XSHQ

Last updated Jun 4, 2026

PSCC (Invesco S&P SmallCap Consumer Staples ETF) and XSHQ (Invesco S&P SmallCap Quality ETF) are both exchange-traded funds - PSCC is a Consumer Staples Equities fund tracking the S&P Small Cap 600 Capped Consumer Staples, while XSHQ is a Small Cap Growth Equities fund tracking the S&P SmallCap 600 Quality Index. Both are passively managed. Over the past 5 years, PSCC returned -0.60%/yr vs 5.96%/yr for XSHQ. A 0.66 correlation means they provide meaningful diversification when combined. Both charge a 0.29% expense ratio.

Performance

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

Returns By Period

In the year-to-date period, PSCC achieves a 5.02% return, which is significantly lower than XSHQ's 9.09% return.

PSCC

• 1D: -0.25%
• 1M: -2.21%
• YTD: 5.02%
• 6M: 3.53%
• 1Y: -5.46%
• 3Y*: -1.89%
• 5Y*: -0.60%
• 10Y*: 6.15%

XSHQ

• 1D: -0.48%
• 1M: 1.37%
• YTD: 9.09%
• 6M: 8.27%
• 1Y: 15.18%
• 3Y*: 11.81%
• 5Y*: 5.96%
• 10Y*: —

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

PSCC vs. XSHQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSCC Invesco S&P SmallCap Consumer Staples ETF	5.02%	-16.47%	0.98%	14.83%	-6.66%	28.82%	11.17%	17.39%	-6.72%	12.07%
XSHQ Invesco S&P SmallCap Quality ETF	9.09%	0.89%	7.49%	23.88%	-15.01%	23.99%	11.81%	17.37%	-6.11%	7.18%

Correlation

The correlation between PSCC and XSHQ is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (All Time) Calculated using the full available price history since Aug 25, 2017	0.66

The correlation between PSCC and XSHQ shifts across timeframes, from 0.57 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.

PSCC vs. XSHQ - Sectors Allocation Comparison

Sectors	PSCC	XSHQ
Consumer Defensive	90.4%	4.0%
Basic Materials	3.8%	2.5%
Industrials	3.0%	21.1%
Consumer Cyclical	2.9%	16.3%
Communication Services	-	1.0%
Energy	-	4.5%
Financial Services	-	24.0%
Healthcare	-	8.0%
Real Estate	-	0.9%
Technology	-	17.6%
Utilities	-	-

Return for Risk

PSCC vs. XSHQ — Risk / Return Rank

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

PSCC

PSCC Risk / Return Rank: 6
PSCC Sharpe Ratio Rank: 6
PSCC Sortino Ratio Rank: 5
PSCC Omega Ratio Rank: 5
PSCC Calmar Ratio Rank: 6
PSCC Martin Ratio Rank: 6

XSHQ

XSHQ Risk / Return Rank: 26
XSHQ Sharpe Ratio Rank: 24
XSHQ Sortino Ratio Rank: 26
XSHQ Omega Ratio Rank: 23
XSHQ Calmar Ratio Rank: 30
XSHQ Martin Ratio Rank: 28

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. XSHQ - 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 Quality ETF (XSHQ). 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.

	PSCC	XSHQ	Difference
Sharpe ratio: Return per unit of total volatility	-0.33	0.88	-1.21
Sortino ratio: Return per unit of downside risk	-0.37	1.42	-1.79
Omega ratio: Gain probability vs. loss probability	0.96	1.16	-0.20
Calmar ratio: Return relative to maximum drawdown	-0.36	1.48	-1.85
Martin ratio: Return relative to average drawdown	-0.63	4.06	-4.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSCC vs. XSHQ - Sharpe Ratio Comparison

The current PSCC Sharpe Ratio is -0.33, which is lower than the XSHQ Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of PSCC and XSHQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PSCC	XSHQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.33	0.88	-1.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.03	0.28	-0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.37	+0.18

Drawdowns

PSCC vs. XSHQ - Drawdown Comparison

The maximum PSCC drawdown since its inception was -33.61%, smaller than the maximum XSHQ drawdown of -38.33%. Use the drawdown chart below to compare losses from any high point for PSCC and XSHQ.

Drawdown Indicators

	PSCC	XSHQ	Difference
Max Drawdown Largest peak-to-trough decline	-33.61%	-38.33%	+4.72%
Max Drawdown (1Y) Largest decline over 1 year	-15.17%	-10.27%	-4.90%
Max Drawdown (3Y) Largest decline over 3 years	-23.36%	-27.34%	+3.98%
Max Drawdown (5Y) Largest decline over 5 years	-23.36%	-27.34%	+3.98%
Max Drawdown (10Y) Largest decline over 10 years	-33.61%	—	—
Current Drawdown Current decline from peak	-18.00%	-1.76%	-16.24%
Average Drawdown Average peak-to-trough decline	-5.97%	-9.35%	+3.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.68%	3.75%	+4.93%

Volatility

PSCC vs. XSHQ - Volatility Comparison

Invesco S&P SmallCap Consumer Staples ETF (PSCC) and Invesco S&P SmallCap Quality ETF (XSHQ) have volatilities of 4.46% and 4.57%, 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	XSHQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	4.57%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	10.73%	11.66%	-0.93%
Volatility (1Y) Calculated over the trailing 1-year period	16.47%	17.43%	-0.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.24%	21.23%	-2.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.29%	23.13%	-3.84%

PSCC vs. XSHQ - Expense Ratio Comparison

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

Dividends

PSCC vs. XSHQ - Dividend Comparison

PSCC's dividend yield for the trailing twelve months is around 2.12%, more than XSHQ's 1.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSCC Invesco S&P SmallCap Consumer Staples ETF	2.12%	2.35%	1.88%	1.49%	1.29%	1.21%	1.59%	1.77%	0.94%	1.25%	1.48%	1.34%
XSHQ Invesco S&P SmallCap Quality ETF	1.38%	1.48%	1.18%	1.15%	2.02%	1.25%	1.24%	1.11%	1.16%	0.60%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSCC and XSHQ in my portfolio?

PSCC and XSHQ have a correlation of 0.57, 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 XSHQ?

XSHQ has higher volatility (4.57%) compared to PSCC (4.46%). In terms of maximum drawdown, PSCC dropped -33.61% vs XSHQ's -38.33%.

Which ETF is better, PSCC or XSHQ?

On 5-year performance, XSHQ leads with 5.96% vs -0.60% for PSCC. Both ETFs have the same 0.29% expense ratio. On volatility, PSCC has been the lower-risk option at 4.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCC or XSHQ?

Over the 5-year period, XSHQ has performed better with a 5.96% return vs -0.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCC or XSHQ?

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

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

PSCC has the higher dividend yield at 2.12%, compared with 1.38% for XSHQ.

What is the main difference between PSCC and XSHQ?

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

Which has better risk-adjusted returns?

XSHQ currently has the higher Sharpe Ratio (0.88 vs -0.33), 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.