PSCC vs. ZROZ
PSCC (Invesco S&P SmallCap Consumer Staples ETF) and ZROZ (PIMCO 25+ Year Zero Coupon US Treasury Index Fund) are both exchange-traded funds - PSCC is a Consumer Staples Equities fund tracking the S&P Small Cap 600 Capped Consumer Staples, while ZROZ is a Government Bonds fund tracking the ICE BofA Long U.S. Treasury Principal STRIPS Index. Both are passively managed. Over the past 10 years, PSCC returned 6.30%/yr vs -4.09%/yr for ZROZ. At a correlation of -0.15, they often move in opposite directions. PSCC charges 0.29%/yr vs 0.15%/yr for ZROZ.
Performance
PSCC vs. ZROZ - Performance Comparison
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Returns By Period
In the year-to-date period, PSCC achieves a 7.16% return, which is significantly higher than ZROZ's -1.22% return. Over the past 10 years, PSCC has outperformed ZROZ with an annualized return of 6.30%, while ZROZ has yielded a comparatively lower -4.09% annualized return.
PSCC
- 1D
- 1.46%
- 1M
- 0.51%
- YTD
- 7.16%
- 6M
- 6.18%
- 1Y
- -2.82%
- 3Y*
- -1.02%
- 5Y*
- -0.20%
- 10Y*
- 6.30%
ZROZ
- 1D
- -0.48%
- 1M
- -0.57%
- YTD
- -1.22%
- 6M
- -2.98%
- 1Y
- 2.41%
- 3Y*
- -7.65%
- 5Y*
- -11.65%
- 10Y*
- -4.09%
PSCC vs. ZROZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSCC Invesco S&P SmallCap Consumer Staples ETF | 7.16% | -16.47% | 0.98% | 14.83% | -6.66% | 28.82% | 11.17% | 17.39% | -6.72% | 9.72% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | -1.22% | -1.84% | -16.18% | 1.19% | -41.28% | -5.22% | 24.57% | 21.22% | -5.43% | 14.77% |
Correlation
The correlation between PSCC and ZROZ is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2010 | -0.15 |
The correlation between PSCC and ZROZ shifts across timeframes, from -0.15 (all time) to 0.17 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
PSCC vs. ZROZ — Risk / Return Rank
PSCC
ZROZ
PSCC vs. ZROZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Staples ETF (PSCC) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). 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 | ZROZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.02 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 0.05 | -0.17 |
| Martin ratioReturn relative to average drawdown | -0.22 | 0.11 | -0.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSCC | ZROZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.04 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | -0.49 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | -0.19 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.09 | +0.47 |
Drawdowns
PSCC vs. ZROZ - Drawdown Comparison
The maximum PSCC drawdown since its inception was -33.61%, smaller than the maximum ZROZ drawdown of -62.93%. Use the drawdown chart below to compare losses from any high point for PSCC and ZROZ.
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Drawdown Indicators
| PSCC | ZROZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.61% | -62.93% | +29.32% |
Max Drawdown (1Y)Largest decline over 1 year | -15.17% | -14.02% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -23.36% | -28.62% | +5.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -57.98% | +34.62% |
Max Drawdown (10Y)Largest decline over 10 years | -33.61% | -62.93% | +29.32% |
Current DrawdownCurrent decline from peak | -16.33% | -59.99% | +43.66% |
Average DrawdownAverage peak-to-trough decline | -5.98% | -24.06% | +18.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.68% | 6.17% | +2.51% |
Volatility
PSCC vs. ZROZ - Volatility Comparison
Invesco S&P SmallCap Consumer Staples ETF (PSCC) has a higher volatility of 4.71% compared to PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) at 4.30%. This indicates that PSCC's price experiences larger fluctuations and is considered to be riskier than ZROZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSCC | ZROZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 4.30% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 10.55% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.50% | 16.03% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.24% | 23.88% | -5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.29% | 22.05% | -2.76% |
PSCC vs. ZROZ - Expense Ratio Comparison
PSCC has a 0.29% expense ratio, which is higher than ZROZ's 0.15% expense ratio.
Dividends
PSCC vs. ZROZ - Dividend Comparison
PSCC's dividend yield for the trailing twelve months is around 2.08%, less than ZROZ's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSCC Invesco S&P SmallCap Consumer Staples ETF | 2.08% | 2.35% | 1.88% | 1.49% | 1.29% | 1.21% | 1.59% | 1.77% | 0.94% | 1.25% | 1.48% | 1.34% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 5.16% | 4.96% | 4.58% | 3.52% | 2.76% | 1.60% | 1.68% | 2.22% | 2.06% | 2.53% | 3.00% | 2.98% |
Frequently Asked Questions
PSCC and ZROZ have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSCC has higher volatility (4.71%) compared to ZROZ (4.30%). In terms of maximum drawdown, PSCC dropped -33.61% vs ZROZ's -62.93%.
On 10-year performance, PSCC leads with 6.30% vs -4.09% for ZROZ. On fees, ZROZ is cheaper at 0.15% per year. On volatility, ZROZ has been the lower-risk option at 4.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, PSCC has performed better with a 6.30% return vs -4.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ZROZ is cheaper with a 0.15% expense ratio, compared with 0.29% for PSCC.
ZROZ has the higher dividend yield at 5.16%, compared with 2.08% for PSCC.
PSCC is categorized as Consumer Staples Equities, while ZROZ is Government Bonds. PSCC tracks S&P Small Cap 600 Capped Consumer Staples, while ZROZ tracks ICE BofA Long U.S. Treasury Principal STRIPS Index. They also come from different issuers: Invesco and PIMCO. Their fees differ too: 0.29% for PSCC and 0.15% for ZROZ.
ZROZ currently has the higher Sharpe Ratio (0.04 vs -0.12), 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.
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