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

Correlation

The correlation between PSCD and RTH is 0.69, 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.


-0.50.00.51.00.7

Performance

PSCD vs. RTH - 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 Retail ETF (RTH). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
388.99%
720.02%
PSCD
RTH

Key characteristics

Sharpe Ratio

PSCD:

0.44

RTH:

1.83

Sortino Ratio

PSCD:

0.79

RTH:

2.54

Omega Ratio

PSCD:

1.09

RTH:

1.32

Calmar Ratio

PSCD:

0.51

RTH:

2.92

Martin Ratio

PSCD:

2.07

RTH:

7.49

Ulcer Index

PSCD:

4.87%

RTH:

2.97%

Daily Std Dev

PSCD:

23.16%

RTH:

12.21%

Max Drawdown

PSCD:

-56.57%

RTH:

-41.80%

Current Drawdown

PSCD:

-8.45%

RTH:

-4.66%

Returns By Period

In the year-to-date period, PSCD achieves a 6.95% return, which is significantly lower than RTH's 21.01% return. Over the past 10 years, PSCD has underperformed RTH with an annualized return of 9.47%, while RTH has yielded a comparatively higher 13.76% annualized return.


PSCD

YTD

6.95%

1M

-0.23%

6M

7.82%

1Y

7.35%

5Y*

12.75%

10Y*

9.47%

RTH

YTD

21.01%

1M

1.61%

6M

9.86%

1Y

21.51%

5Y*

14.60%

10Y*

13.76%

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PSCD vs. RTH - Expense Ratio Comparison

PSCD has a 0.29% expense ratio, which is lower than RTH's 0.35% expense ratio.


RTH
VanEck Vectors Retail ETF
Expense ratio chart for RTH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for PSCD: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

PSCD vs. RTH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) and VanEck Vectors Retail ETF (RTH). 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 0.43, compared to the broader market0.002.004.000.441.83
The chart of Sortino ratio for PSCD, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.0010.000.792.54
The chart of Omega ratio for PSCD, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.32
The chart of Calmar ratio for PSCD, currently valued at 0.51, compared to the broader market0.005.0010.0015.000.512.92
The chart of Martin ratio for PSCD, currently valued at 2.07, compared to the broader market0.0020.0040.0060.0080.00100.002.077.49
PSCD
RTH

The current PSCD Sharpe Ratio is 0.44, which is lower than the RTH Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of PSCD and RTH, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.44
1.83
PSCD
RTH

Dividends

PSCD vs. RTH - Dividend Comparison

PSCD's dividend yield for the trailing twelve months is around 1.03%, while RTH has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PSCD
Invesco S&P SmallCap Consumer Discretionary ETF
1.03%1.09%1.60%0.57%0.55%0.91%1.39%0.97%1.06%1.10%0.69%0.43%
RTH
VanEck Vectors Retail ETF
0.00%1.07%1.16%0.78%0.64%0.91%1.05%1.56%1.84%2.25%0.41%1.00%

Drawdowns

PSCD vs. RTH - Drawdown Comparison

The maximum PSCD drawdown since its inception was -56.57%, which is greater than RTH's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for PSCD and RTH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.45%
-4.66%
PSCD
RTH

Volatility

PSCD vs. RTH - Volatility Comparison

Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) has a higher volatility of 7.56% compared to VanEck Vectors Retail ETF (RTH) at 4.12%. This indicates that PSCD's price experiences larger fluctuations and is considered to be riskier than RTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.56%
4.12%
PSCD
RTH
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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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