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PSCD vs. IYC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSCD and IYC is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

PSCD vs. IYC - Performance Comparison

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

300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%NovemberDecember2025FebruaryMarchApril
326.00%
570.11%
PSCD
IYC

Key characteristics

Sharpe Ratio

PSCD:

-0.50

IYC:

0.68

Sortino Ratio

PSCD:

-0.58

IYC:

1.01

Omega Ratio

PSCD:

0.93

IYC:

1.13

Calmar Ratio

PSCD:

-0.47

IYC:

0.76

Martin Ratio

PSCD:

-1.50

IYC:

2.61

Ulcer Index

PSCD:

7.73%

IYC:

4.43%

Daily Std Dev

PSCD:

23.41%

IYC:

16.96%

Max Drawdown

PSCD:

-56.57%

IYC:

-53.10%

Current Drawdown

PSCD:

-20.22%

IYC:

-10.44%

Returns By Period

In the year-to-date period, PSCD achieves a -12.46% return, which is significantly lower than IYC's -5.72% return. Over the past 10 years, PSCD has underperformed IYC with an annualized return of 6.95%, while IYC has yielded a comparatively higher 10.52% annualized return.


PSCD

YTD

-12.46%

1M

-4.83%

6M

-11.61%

1Y

-8.93%

5Y*

26.67%

10Y*

6.95%

IYC

YTD

-5.72%

1M

-4.38%

6M

4.40%

1Y

12.96%

5Y*

17.38%

10Y*

10.52%

*Annualized

Compare stocks, funds, or ETFs

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PSCD vs. IYC - Expense Ratio Comparison

PSCD has a 0.29% expense ratio, which is lower than IYC's 0.42% expense ratio.


IYC
iShares US Consumer Services ETF
Expense ratio chart for IYC: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYC: 0.42%
Expense ratio chart for PSCD: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSCD: 0.29%

Risk-Adjusted Performance

PSCD vs. IYC — Risk-Adjusted Performance Rank

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

PSCD
The Risk-Adjusted Performance Rank of PSCD is 44
Overall Rank
The Sharpe Ratio Rank of PSCD is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCD is 55
Sortino Ratio Rank
The Omega Ratio Rank of PSCD is 55
Omega Ratio Rank
The Calmar Ratio Rank of PSCD is 33
Calmar Ratio Rank
The Martin Ratio Rank of PSCD is 22
Martin Ratio Rank

IYC
The Risk-Adjusted Performance Rank of IYC is 6161
Overall Rank
The Sharpe Ratio Rank of IYC is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of IYC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of IYC is 6060
Omega Ratio Rank
The Calmar Ratio Rank of IYC is 6464
Calmar Ratio Rank
The Martin Ratio Rank of IYC is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSCD vs. IYC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) and iShares US Consumer Services ETF (IYC). 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.


Sharpe ratio
The chart of Sharpe ratio for PSCD, currently valued at -0.50, compared to the broader market-1.000.001.002.003.004.005.00
PSCD: -0.50
IYC: 0.68
The chart of Sortino ratio for PSCD, currently valued at -0.58, compared to the broader market-2.000.002.004.006.008.0010.0012.00
PSCD: -0.58
IYC: 1.01
The chart of Omega ratio for PSCD, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.00
PSCD: 0.93
IYC: 1.13
The chart of Calmar ratio for PSCD, currently valued at -0.47, compared to the broader market0.005.0010.0015.00
PSCD: -0.47
IYC: 0.76
The chart of Martin ratio for PSCD, currently valued at -1.50, compared to the broader market0.0020.0040.0060.0080.00100.00
PSCD: -1.50
IYC: 2.61

The current PSCD Sharpe Ratio is -0.50, which is lower than the IYC Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of PSCD and IYC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.50
0.68
PSCD
IYC

Dividends

PSCD vs. IYC - Dividend Comparison

PSCD's dividend yield for the trailing twelve months is around 1.47%, more than IYC's 0.53% yield.


TTM20242023202220212020201920182017201620152014
PSCD
Invesco S&P SmallCap Consumer Discretionary ETF
1.47%1.28%1.09%1.60%0.57%0.55%0.91%1.39%0.97%1.06%1.10%0.69%
IYC
iShares US Consumer Services ETF
0.53%0.47%0.68%0.68%0.39%0.65%0.89%0.90%0.92%1.10%1.03%0.78%

Drawdowns

PSCD vs. IYC - Drawdown Comparison

The maximum PSCD drawdown since its inception was -56.57%, which is greater than IYC's maximum drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for PSCD and IYC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.22%
-10.44%
PSCD
IYC

Volatility

PSCD vs. IYC - Volatility Comparison

Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) has a higher volatility of 8.34% compared to iShares US Consumer Services ETF (IYC) at 7.92%. This indicates that PSCD's price experiences larger fluctuations and is considered to be riskier than IYC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.34%
7.92%
PSCD
IYC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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