PSCF vs. FDIQ
PSCF (Invesco S&P SmallCap Financials ETF) and FDIQ (Invesco Bloomberg Financial Data Providers ETF) are both Financials Equities funds from Invesco - PSCF tracks the S&P SmallCap 600 Financials Index while FDIQ tracks the Bloomberg Financial Data Providers Index. Both are passively managed. Over the past 10 years, PSCF returned 6.80%/yr vs 7.60%/yr for FDIQ. Their correlation of 0.86 suggests significant overlap in exposure. PSCF charges 0.29%/yr vs 0.35%/yr for FDIQ.
Performance
PSCF vs. FDIQ - Performance Comparison
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Returns By Period
In the year-to-date period, PSCF achieves a 4.89% return, which is significantly lower than FDIQ's 9.72% return. Over the past 10 years, PSCF has underperformed FDIQ with an annualized return of 6.80%, while FDIQ has yielded a comparatively higher 7.60% annualized return.
PSCF
- 1D
- -1.78%
- 1M
- -2.06%
- YTD
- 4.89%
- 6M
- 5.56%
- 1Y
- 16.72%
- 3Y*
- 15.40%
- 5Y*
- 2.81%
- 10Y*
- 6.80%
FDIQ
- 1D
- -0.97%
- 1M
- -5.53%
- YTD
- 9.72%
- 6M
- 10.28%
- 1Y
- 22.98%
- 3Y*
- 18.27%
- 5Y*
- 3.82%
- 10Y*
- 7.60%
PSCF vs. FDIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSCF Invesco S&P SmallCap Financials ETF | 4.89% | 6.19% | 15.50% | 6.02% | -19.34% | 27.82% | -9.07% | 23.13% | -8.43% | 6.71% |
FDIQ Invesco Bloomberg Financial Data Providers ETF | 9.72% | 6.32% | 12.76% | -0.84% | -7.23% | 36.05% | -8.95% | 23.57% | -18.31% | 1.81% |
Correlation
The correlation between PSCF and FDIQ is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2011 | 0.86 |
The correlation between PSCF and FDIQ shifts across timeframes, from 0.76 (1 year) to 0.89 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PSCF vs. FDIQ — Risk / Return Rank
PSCF
FDIQ
PSCF vs. FDIQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Financials ETF (PSCF) and Invesco Bloomberg Financial Data Providers ETF (FDIQ). 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.
| PSCF | FDIQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.07 | -0.38 |
| Martin ratioReturn relative to average drawdown | 4.50 | 5.26 | -0.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSCF | FDIQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.04 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.13 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.24 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.37 | 0.00 |
Drawdowns
PSCF vs. FDIQ - Drawdown Comparison
The maximum PSCF drawdown since its inception was -45.46%, smaller than the maximum FDIQ drawdown of -52.86%. Use the drawdown chart below to compare losses from any high point for PSCF and FDIQ.
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Drawdown Indicators
| PSCF | FDIQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.46% | -52.86% | +7.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.91% | -11.13% | +1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -24.34% | -28.09% | +3.75% |
Max Drawdown (5Y)Largest decline over 5 years | -36.77% | -42.99% | +6.22% |
Max Drawdown (10Y)Largest decline over 10 years | -45.46% | -52.86% | +7.40% |
Current DrawdownCurrent decline from peak | -4.29% | -8.53% | +4.24% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -11.56% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 4.38% | -0.66% |
Volatility
PSCF vs. FDIQ - Volatility Comparison
Invesco S&P SmallCap Financials ETF (PSCF) has a higher volatility of 4.63% compared to Invesco Bloomberg Financial Data Providers ETF (FDIQ) at 4.06%. This indicates that PSCF's price experiences larger fluctuations and is considered to be riskier than FDIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSCF | FDIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 4.06% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 13.93% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.42% | 22.14% | -4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.47% | 28.70% | -6.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.79% | 31.12% | -6.33% |
PSCF vs. FDIQ - Expense Ratio Comparison
PSCF has a 0.29% expense ratio, which is lower than FDIQ's 0.35% expense ratio.
Dividends
PSCF vs. FDIQ - Dividend Comparison
PSCF's dividend yield for the trailing twelve months is around 2.42%, less than FDIQ's 2.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDIQ Invesco Bloomberg Financial Data Providers ETF | 2.56% | 2.66% | 2.69% | 2.89% | 2.51% | 2.04% | 2.92% | 2.44% | 2.45% | 1.59% | 1.50% | 1.92% |
PSCF Invesco S&P SmallCap Financials ETF | 2.42% | 2.09% | 2.48% | 3.32% | 2.93% | 1.83% | 3.57% | 4.27% | 4.21% | 2.26% | 3.01% | 2.37% |
Frequently Asked Questions
PSCF and FDIQ have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSCF has higher volatility (4.63%) compared to FDIQ (4.06%). In terms of maximum drawdown, PSCF dropped -45.46% vs FDIQ's -52.86%.
On 10-year performance, FDIQ leads with 7.60% vs 6.80% for PSCF. On fees, PSCF is cheaper at 0.29% per year. On volatility, FDIQ has been the lower-risk option at 4.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, FDIQ has performed better with a 7.60% return vs 6.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PSCF is cheaper with a 0.29% expense ratio, compared with 0.35% for FDIQ.
FDIQ has the higher dividend yield at 2.56%, compared with 2.42% for PSCF.
PSCF tracks S&P SmallCap 600 Financials Index, while FDIQ tracks Bloomberg Financial Data Providers Index. Their fees differ too: 0.29% for PSCF and 0.35% for FDIQ.
FDIQ currently has the higher Sharpe Ratio (1.04 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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