PSCD vs. BJK

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) and VanEck Vectors Gaming ETF (BJK).

PSCD and BJK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSCD is a passively managed fund by Invesco that tracks the performance of the S&P Small Cap 600 / Consumer Discretionary -SEC. It was launched on Apr 7, 2010. BJK is a passively managed fund by VanEck that tracks the performance of the S-Network Global Gaming Index. It was launched on Jan 22, 2008. Both PSCD and BJK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

PSCD vs. BJK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) and VanEck Vectors Gaming ETF (BJK). The values are adjusted to include any dividend payments, if applicable.

PSCD vs. BJK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSCD Invesco S&P SmallCap Consumer Discretionary ETF	-1.61%	-2.87%	6.46%	33.23%	-28.06%	37.34%	29.07%	17.49%	-9.28%	18.16%
BJK VanEck Vectors Gaming ETF	-15.50%	4.15%	-1.39%	11.52%	-12.83%	-4.30%	12.72%	30.17%	-26.79%	41.11%

Returns By Period

In the year-to-date period, PSCD achieves a -1.61% return, which is significantly higher than BJK's -15.50% return. Over the past 10 years, PSCD has outperformed BJK with an annualized return of 8.97%, while BJK has yielded a comparatively lower 2.30% annualized return.

PSCD

• 1D: 3.23%
• 1M: -9.07%
• YTD: -1.61%
• 6M: -7.31%
• 1Y: 12.57%
• 3Y*: 6.30%
• 5Y*: -0.69%
• 10Y*: 8.97%

BJK

• 1D: 2.82%
• 1M: -5.85%
• YTD: -15.50%
• 6M: -20.33%
• 1Y: -4.61%
• 3Y*: -5.58%
• 5Y*: -6.99%
• 10Y*: 2.30%

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

PSCD vs. BJK - Expense Ratio Comparison

PSCD has a 0.29% expense ratio, which is lower than BJK's 0.66% expense ratio.

BJK

VanEck Vectors Gaming ETF

PSCD

Invesco S&P SmallCap Consumer Discretionary ETF

Return for Risk

PSCD vs. BJK — Risk / Return Rank

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

PSCD

PSCD Risk / Return Rank: 28
PSCD Sharpe Ratio Rank: 26
PSCD Sortino Ratio Rank: 29
PSCD Omega Ratio Rank: 27
PSCD Calmar Ratio Rank: 31
PSCD Martin Ratio Rank: 26

BJK

BJK Risk / Return Rank: 8
BJK Sharpe Ratio Rank: 8
BJK Sortino Ratio Rank: 8
BJK Omega Ratio Rank: 8
BJK Calmar Ratio Rank: 8
BJK Martin Ratio Rank: 8

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.

PSCD vs. BJK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) and VanEck Vectors Gaming ETF (BJK). 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.

	PSCD	BJK	Difference
Sharpe ratio Return per unit of total volatility	0.44	-0.21	+0.65
Sortino ratio Return per unit of downside risk	0.84	-0.17	+1.01
Omega ratio Gain probability vs. loss probability	1.11	0.98	+0.13
Calmar ratio Return relative to maximum drawdown	0.76	-0.23	+0.99
Martin ratio Return relative to average drawdown	1.95	-0.56	+2.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSCD vs. BJK - Sharpe Ratio Comparison

The current PSCD Sharpe Ratio is 0.44, which is higher than the BJK Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of PSCD and BJK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PSCD	BJK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.44	-0.21	+0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	-0.29	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	0.09	+0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.05	+0.33

Correlation

The correlation between PSCD and BJK is 0.58, 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.

Dividends

PSCD vs. BJK - Dividend Comparison

PSCD's dividend yield for the trailing twelve months is around 0.97%, less than BJK's 3.95% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSCD Invesco S&P SmallCap Consumer Discretionary ETF	0.97%	0.94%	1.28%	1.09%	1.60%	0.57%	0.56%	0.91%	1.39%	0.97%	1.07%	1.10%
BJK VanEck Vectors Gaming ETF	3.95%	3.34%	2.88%	1.68%	0.44%	0.79%	0.47%	2.95%	3.43%	2.31%	3.15%	4.09%

Drawdowns

PSCD vs. BJK - Drawdown Comparison

The maximum PSCD drawdown since its inception was -56.57%, smaller than the maximum BJK drawdown of -71.12%. Use the drawdown chart below to compare losses from any high point for PSCD and BJK.

Drawdown Indicators

	PSCD	BJK	Difference
Max Drawdown Largest peak-to-trough decline	-56.57%	-71.12%	+14.55%
Max Drawdown (1Y) Largest decline over 1 year	-17.14%	-26.40%	+9.26%
Max Drawdown (5Y) Largest decline over 5 years	-41.88%	-43.48%	+1.60%
Max Drawdown (10Y) Largest decline over 10 years	-56.57%	-56.43%	-0.14%
Current Drawdown Current decline from peak	-12.91%	-33.66%	+20.75%
Average Drawdown Average peak-to-trough decline	-11.35%	-24.48%	+13.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.64%	11.13%	-4.49%

Volatility

PSCD vs. BJK - Volatility Comparison

Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) and VanEck Vectors Gaming ETF (BJK) have volatilities of 6.98% and 7.04%, 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

	PSCD	BJK	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	7.04%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	17.36%	13.39%	+3.97%
Volatility (1Y) Calculated over the trailing 1-year period	28.64%	21.82%	+6.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.01%	24.49%	+3.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.97%	25.03%	+3.94%