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PSCE vs. FTWO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSCE vs. FTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Energy ETF (PSCE) and Strive Natural Resources and Security ETF (FTWO). The values are adjusted to include any dividend payments, if applicable.

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PSCE vs. FTWO - Yearly Performance Comparison


2026 (YTD)202520242023
PSCE
Invesco S&P SmallCap Energy ETF
42.67%-9.00%-5.47%-6.06%
FTWO
Strive Natural Resources and Security ETF
11.99%43.06%14.97%1.46%

Returns By Period

In the year-to-date period, PSCE achieves a 42.67% return, which is significantly higher than FTWO's 11.99% return.


PSCE

1D
-0.78%
1M
10.75%
YTD
42.67%
6M
44.85%
1Y
49.10%
3Y*
12.00%
5Y*
14.91%
10Y*
-0.66%

FTWO

1D
1.11%
1M
-7.25%
YTD
11.99%
6M
15.96%
1Y
49.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSCE vs. FTWO - Expense Ratio Comparison

PSCE has a 0.29% expense ratio, which is lower than FTWO's 0.49% expense ratio.


Return for Risk

PSCE vs. FTWO — Risk / Return Rank

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

PSCE
PSCE Risk / Return Rank: 7373
Overall Rank
PSCE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PSCE Sortino Ratio Rank: 7373
Sortino Ratio Rank
PSCE Omega Ratio Rank: 7474
Omega Ratio Rank
PSCE Calmar Ratio Rank: 7575
Calmar Ratio Rank
PSCE Martin Ratio Rank: 6666
Martin Ratio Rank

FTWO
FTWO Risk / Return Rank: 9393
Overall Rank
FTWO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FTWO Sortino Ratio Rank: 9393
Sortino Ratio Rank
FTWO Omega Ratio Rank: 9393
Omega Ratio Rank
FTWO Calmar Ratio Rank: 9494
Calmar Ratio Rank
FTWO Martin Ratio Rank: 9595
Martin Ratio Rank
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.

PSCE vs. FTWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Energy ETF (PSCE) and Strive Natural Resources and Security ETF (FTWO). 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.


PSCEFTWODifference

Sharpe ratio

Return per unit of total volatility

1.39

2.22

-0.83

Sortino ratio

Return per unit of downside risk

1.82

2.83

-1.01

Omega ratio

Gain probability vs. loss probability

1.27

1.42

-0.15

Calmar ratio

Return relative to maximum drawdown

1.94

3.68

-1.74

Martin ratio

Return relative to average drawdown

6.52

15.61

-9.09

PSCE vs. FTWO - Sharpe Ratio Comparison

The current PSCE Sharpe Ratio is 1.39, which is lower than the FTWO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of PSCE and FTWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSCEFTWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

2.22

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

1.44

-1.52

Correlation

The correlation between PSCE and FTWO 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

PSCE vs. FTWO - Dividend Comparison

PSCE's dividend yield for the trailing twelve months is around 1.83%, more than FTWO's 1.00% yield.


TTM20252024202320222021202020192018201720162015
PSCE
Invesco S&P SmallCap Energy ETF
1.83%2.39%1.70%2.57%1.70%0.46%0.87%0.14%0.22%0.04%0.22%0.82%
FTWO
Strive Natural Resources and Security ETF
1.00%1.02%1.23%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PSCE vs. FTWO - Drawdown Comparison

The maximum PSCE drawdown since its inception was -96.21%, which is greater than FTWO's maximum drawdown of -18.17%. Use the drawdown chart below to compare losses from any high point for PSCE and FTWO.


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Drawdown Indicators


PSCEFTWODifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-18.17%

-78.04%

Max Drawdown (1Y)

Largest decline over 1 year

-25.44%

-13.63%

-11.81%

Max Drawdown (5Y)

Largest decline over 5 years

-45.42%

Max Drawdown (10Y)

Largest decline over 10 years

-90.70%

Current Drawdown

Current decline from peak

-74.65%

-8.30%

-66.35%

Average Drawdown

Average peak-to-trough decline

-58.66%

-3.13%

-55.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.59%

3.21%

+4.38%

Volatility

PSCE vs. FTWO - Volatility Comparison

The current volatility for Invesco S&P SmallCap Energy ETF (PSCE) is 5.33%, while Strive Natural Resources and Security ETF (FTWO) has a volatility of 6.68%. This indicates that PSCE experiences smaller price fluctuations and is considered to be less risky than FTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCEFTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

6.68%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

18.54%

14.80%

+3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

35.47%

22.54%

+12.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.21%

19.25%

+18.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.44%

19.25%

+24.19%