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PSCE vs. VB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSCE vs. VB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Energy ETF (PSCE) and Vanguard Small-Cap ETF (VB). The values are adjusted to include any dividend payments, if applicable.

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PSCE vs. VB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSCE
Invesco S&P SmallCap Energy ETF
42.67%-9.00%-5.47%5.07%48.45%59.85%-40.31%-14.93%-42.98%-26.70%
VB
Vanguard Small-Cap ETF
1.92%8.87%14.17%18.22%-17.51%17.57%19.19%27.34%-9.34%16.26%

Returns By Period

In the year-to-date period, PSCE achieves a 42.67% return, which is significantly higher than VB's 1.92% return. Over the past 10 years, PSCE has underperformed VB with an annualized return of -0.66%, while VB has yielded a comparatively higher 10.51% annualized 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%

VB

1D
3.18%
1M
-5.13%
YTD
1.92%
6M
3.76%
1Y
19.75%
3Y*
13.04%
5Y*
5.35%
10Y*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSCE vs. VB - Expense Ratio Comparison

PSCE has a 0.29% expense ratio, which is higher than VB's 0.05% expense ratio.


Return for Risk

PSCE vs. VB — 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

VB
VB Risk / Return Rank: 5959
Overall Rank
VB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VB Sortino Ratio Rank: 5858
Sortino Ratio Rank
VB Omega Ratio Rank: 5555
Omega Ratio Rank
VB Calmar Ratio Rank: 6060
Calmar Ratio Rank
VB Martin Ratio Rank: 6565
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. VB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Energy ETF (PSCE) and Vanguard Small-Cap ETF (VB). 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.


PSCEVBDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.91

+0.48

Sortino ratio

Return per unit of downside risk

1.82

1.41

+0.41

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.08

Calmar ratio

Return relative to maximum drawdown

1.94

1.39

+0.56

Martin ratio

Return relative to average drawdown

6.52

5.97

+0.55

PSCE vs. VB - Sharpe Ratio Comparison

The current PSCE Sharpe Ratio is 1.39, which is higher than the VB Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of PSCE and VB, 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


PSCEVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.91

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.26

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.49

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.42

-0.51

Correlation

The correlation between PSCE and VB is 0.64, 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. VB - Dividend Comparison

PSCE's dividend yield for the trailing twelve months is around 1.83%, more than VB's 1.34% 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%
VB
Vanguard Small-Cap ETF
1.34%1.33%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%

Drawdowns

PSCE vs. VB - Drawdown Comparison

The maximum PSCE drawdown since its inception was -96.21%, which is greater than VB's maximum drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for PSCE and VB.


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Drawdown Indicators


PSCEVBDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-59.56%

-36.65%

Max Drawdown (1Y)

Largest decline over 1 year

-25.44%

-14.29%

-11.15%

Max Drawdown (5Y)

Largest decline over 5 years

-45.42%

-28.15%

-17.27%

Max Drawdown (10Y)

Largest decline over 10 years

-90.70%

-42.05%

-48.65%

Current Drawdown

Current decline from peak

-74.65%

-6.08%

-68.57%

Average Drawdown

Average peak-to-trough decline

-58.66%

-8.49%

-50.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.59%

3.32%

+4.27%

Volatility

PSCE vs. VB - Volatility Comparison

The current volatility for Invesco S&P SmallCap Energy ETF (PSCE) is 5.33%, while Vanguard Small-Cap ETF (VB) has a volatility of 6.84%. This indicates that PSCE experiences smaller price fluctuations and is considered to be less risky than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCEVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

6.84%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

18.54%

12.60%

+5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

35.47%

21.86%

+13.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.21%

20.78%

+17.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.44%

21.40%

+22.04%