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PSCE vs. PBOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSCE vs. PBOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Energy ETF (PSCE) and Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with PSCE having a 35.93% return and PBOG slightly lower at 35.00%.


PSCE

1D
1.76%
1M
7.67%
6M
15.91%
YTD
35.93%
1Y
55.62%
3Y*
3.86%
5Y*
13.60%
10Y*
-1.41%
ALL TIME*
-3.92%

PBOG

1D
0.97%
1M
16.05%
6M
20.42%
YTD
35.00%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.29M$3.21M$2.88M
$1.43M$1.38M$1.78M

PSCE vs. PBOG - Yearly Performance Comparison


Correlation

The correlation between PSCE and PBOG is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 25, 2025

0.78

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Return for Risk

PSCE vs. PBOG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PSCE
PSCE Risk / Return Rank: 7676
Overall Rank
PSCE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PSCE Sortino Ratio Rank: 7474
Sortino Ratio Rank
PSCE Omega Ratio Rank: 7070
Omega Ratio Rank
PSCE Calmar Ratio Rank: 8282
Calmar Ratio Rank
PSCE Martin Ratio Rank: 7373
Martin Ratio Rank

PBOG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PSCE vs. PBOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Energy ETF (PSCE) and Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF (PBOG). 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.


PSCEPBOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

3.04

Martin ratioReturn relative to average drawdown

9.13

PSCE vs. PBOG - Sharpe Ratio Comparison


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Drawdowns

PSCE vs. PBOG - Drawdown Comparison

The maximum PSCE drawdown since its inception was -96.21%, which is greater than PBOG's maximum drawdown of -19.24%. Use the drawdown chart below to compare losses from any high point for PSCE and PBOG.


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Drawdown Indicators


PSCEPBOGDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-19.24%

-76.97%

Max Drawdown (1Y)

Largest decline over 1 year

-16.17%

Max Drawdown (3Y)

Largest decline over 3 years

-44.57%

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

-75.85%

-4.85%

-71.00%

Average Drawdown

Average peak-to-trough decline

-58.99%

-5.21%

-53.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

Volatility

PSCE vs. PBOG - Volatility Comparison


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Volatility by Period


PSCEPBOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.68%

Volatility (6M)

Calculated over the trailing 6-month period

20.04%

Volatility (1Y)

Calculated over the trailing 1-year period

27.41%

24.21%

+3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.95%

24.21%

+12.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.02%

24.21%

+18.81%

PSCE vs. PBOG - Expense Ratio Comparison

PSCE has a 0.29% expense ratio, which is higher than PBOG's 0.13% expense ratio.


Dividends

PSCE vs. PBOG - Dividend Comparison

PSCE's dividend yield for the trailing twelve months is around 2.22%, more than PBOG's 0.13% yield.


PositionTTM20252024202320222021202020192018201720162015
PBOG
Portfolio Building Block Integrated Oil & Gas and Exploration & Production Index ETF
0.13%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSCE
Invesco S&P SmallCap Energy ETF
2.22%2.39%1.70%2.57%1.70%0.46%0.87%0.14%0.22%0.04%0.22%0.82%

Frequently Asked Questions


PSCE and PBOG have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBOG is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBOG is cheaper with a 0.13% expense ratio, compared with 0.29% for PSCE.

PSCE has the higher dividend yield at 2.22%, compared with 0.13% for PBOG.

PSCE tracks S&P SmallCap 600 Energy Index, while PBOG tracks BITA Global Oil & Gas Select Index. They also come from different issuers: Invesco and Portfolio Building Block. Their fees differ too: 0.29% for PSCE and 0.13% for PBOG.

Portfolio Optimizer

Find the right allocation for PSCE and PBOG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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