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

Correlation

The correlation between PSCD and VCR is 0.70, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

PSCD vs. VCR - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
296.68%
635.70%
PSCD
VCR

Key characteristics

Sharpe Ratio

PSCD:

-0.43

VCR:

0.40

Sortino Ratio

PSCD:

-0.45

VCR:

0.74

Omega Ratio

PSCD:

0.95

VCR:

1.10

Calmar Ratio

PSCD:

-0.36

VCR:

0.37

Martin Ratio

PSCD:

-1.15

VCR:

1.19

Ulcer Index

PSCD:

10.27%

VCR:

8.55%

Daily Std Dev

PSCD:

27.76%

VCR:

25.74%

Max Drawdown

PSCD:

-56.57%

VCR:

-61.54%

Current Drawdown

PSCD:

-25.71%

VCR:

-18.48%

Returns By Period

In the year-to-date period, PSCD achieves a -18.49% return, which is significantly lower than VCR's -12.98% return. Over the past 10 years, PSCD has underperformed VCR with an annualized return of 6.51%, while VCR has yielded a comparatively higher 11.64% annualized return.


PSCD

YTD

-18.49%

1M

-6.64%

6M

-15.45%

1Y

-12.45%

5Y*

16.91%

10Y*

6.51%

VCR

YTD

-12.98%

1M

-3.06%

6M

-3.53%

1Y

8.68%

5Y*

14.81%

10Y*

11.64%

*Annualized

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PSCD vs. VCR - Expense Ratio Comparison

PSCD has a 0.29% expense ratio, which is higher than VCR's 0.10% expense ratio.


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%
Expense ratio chart for VCR: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VCR: 0.10%

Risk-Adjusted Performance

PSCD vs. VCR — 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 66
Overall Rank
The Sharpe Ratio Rank of PSCD is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCD is 66
Sortino Ratio Rank
The Omega Ratio Rank of PSCD is 77
Omega Ratio Rank
The Calmar Ratio Rank of PSCD is 55
Calmar Ratio Rank
The Martin Ratio Rank of PSCD is 55
Martin Ratio Rank

VCR
The Risk-Adjusted Performance Rank of VCR is 5252
Overall Rank
The Sharpe Ratio Rank of VCR is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VCR is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VCR is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VCR is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VCR is 4747
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. VCR - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for PSCD, currently valued at -0.42, compared to the broader market-1.000.001.002.003.004.00
PSCD: -0.43
VCR: 0.40
The chart of Sortino ratio for PSCD, currently valued at -0.45, compared to the broader market-2.000.002.004.006.008.00
PSCD: -0.45
VCR: 0.74
The chart of Omega ratio for PSCD, currently valued at 0.95, compared to the broader market0.501.001.502.002.50
PSCD: 0.95
VCR: 1.10
The chart of Calmar ratio for PSCD, currently valued at -0.36, compared to the broader market0.002.004.006.008.0010.0012.00
PSCD: -0.36
VCR: 0.37
The chart of Martin ratio for PSCD, currently valued at -1.15, compared to the broader market0.0020.0040.0060.00
PSCD: -1.15
VCR: 1.19

The current PSCD Sharpe Ratio is -0.43, which is lower than the VCR Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of PSCD and VCR, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.43
0.40
PSCD
VCR

Dividends

PSCD vs. VCR - Dividend Comparison

PSCD's dividend yield for the trailing twelve months is around 1.58%, more than VCR's 0.90% yield.


TTM20242023202220212020201920182017201620152014
PSCD
Invesco S&P SmallCap Consumer Discretionary ETF
1.58%1.28%1.09%1.60%0.57%0.56%0.91%1.39%0.97%1.07%1.10%0.69%
VCR
Vanguard Consumer Discretionary ETF
0.90%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%1.23%

Drawdowns

PSCD vs. VCR - Drawdown Comparison

The maximum PSCD drawdown since its inception was -56.57%, smaller than the maximum VCR drawdown of -61.54%. Use the drawdown chart below to compare losses from any high point for PSCD and VCR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.71%
-18.48%
PSCD
VCR

Volatility

PSCD vs. VCR - Volatility Comparison

Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) and Vanguard Consumer Discretionary ETF (VCR) have volatilities of 16.91% and 16.24%, 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.91%
16.24%
PSCD
VCR