PSCD vs. GXPD
PSCD (Invesco S&P SmallCap Consumer Discretionary ETF) and GXPD (Global X PureCap MSCI Consumer Discretionary ETF) are both Consumer Discretionary Equities funds - PSCD tracks the S&P Small Cap 600 / Consumer Discretionary -SEC while GXPD tracks the MSCI USA Consumer Discretionary PureCap Index. Both are passively managed. A 0.55 correlation means they provide meaningful diversification when combined. PSCD charges 0.29%/yr vs 0.15%/yr for GXPD.
Performance
PSCD vs. GXPD - Performance Comparison
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Returns By Period
In the year-to-date period, PSCD achieves a 9.16% return, which is significantly higher than GXPD's -4.42% return.
PSCD
- 1D
- -0.09%
- 1M
- 8.14%
- YTD
- 9.16%
- 6M
- 7.71%
- 1Y
- 14.94%
- 3Y*
- 10.29%
- 5Y*
- 0.67%
- 10Y*
- 10.44%
GXPD
- 1D
- -0.80%
- 1M
- -6.40%
- YTD
- -4.42%
- 6M
- -6.65%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PSCD vs. GXPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PSCD Invesco S&P SmallCap Consumer Discretionary ETF | 9.16% | -0.81% |
GXPD Global X PureCap MSCI Consumer Discretionary ETF | -4.42% | 5.36% |
Correlation
The correlation between PSCD and GXPD is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.55 |
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Return for Risk
PSCD vs. GXPD — Risk / Return Rank
PSCD
GXPD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PSCD vs. GXPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) and Global X PureCap MSCI Consumer Discretionary ETF (GXPD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PSCD | GXPD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.12 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | — | — |
| Martin ratioReturn relative to average drawdown | 2.16 | — | — |
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Drawdowns
PSCD vs. GXPD - Drawdown Comparison
The maximum PSCD drawdown since its inception was -56.57%, which is greater than GXPD's maximum drawdown of -16.61%. Use the drawdown chart below to compare losses from any high point for PSCD and GXPD.
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Drawdown Indicators
| PSCD | GXPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.57% | -16.61% | -39.96% |
Max Drawdown (1Y)Largest decline over 1 year | -17.14% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -31.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -40.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.57% | — | — |
Current DrawdownCurrent decline from peak | -3.38% | -8.86% | +5.48% |
Average DrawdownAverage peak-to-trough decline | -11.31% | -4.40% | -6.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.93% | — | — |
Volatility
PSCD vs. GXPD - Volatility Comparison
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Volatility by Period
| PSCD | GXPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 16.83% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 24.33% | 20.38% | +3.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.80% | 20.38% | +7.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.09% | 20.38% | +8.71% |
PSCD vs. GXPD - Expense Ratio Comparison
PSCD has a 0.29% expense ratio, which is higher than GXPD's 0.15% expense ratio.
Dividends
PSCD vs. GXPD - Dividend Comparison
PSCD's dividend yield for the trailing twelve months is around 1.03%, more than GXPD's 0.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXPD Global X PureCap MSCI Consumer Discretionary ETF | 0.20% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSCD Invesco S&P SmallCap Consumer Discretionary ETF | 1.03% | 0.94% | 1.28% | 1.09% | 1.60% | 0.57% | 0.56% | 0.91% | 1.39% | 0.97% | 1.07% | 1.10% |
Frequently Asked Questions
PSCD and GXPD have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GXPD is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GXPD is cheaper with a 0.15% expense ratio, compared with 0.29% for PSCD.
PSCD has the higher dividend yield at 1.03%, compared with 0.20% for GXPD.
PSCD tracks S&P Small Cap 600 / Consumer Discretionary -SEC, while GXPD tracks MSCI USA Consumer Discretionary PureCap Index. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.29% for PSCD and 0.15% for GXPD.
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