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PSCF vs. KBWP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSCF and KBWP is 0.50, 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: 0.5

Performance

PSCF vs. KBWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Financials ETF (PSCF) and Invesco KBW Property & Casualty Insurance ETF (KBWP). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
195.99%
543.03%
PSCF
KBWP

Key characteristics

Sharpe Ratio

PSCF:

0.38

KBWP:

0.71

Sortino Ratio

PSCF:

0.72

KBWP:

1.05

Omega Ratio

PSCF:

1.09

KBWP:

1.15

Calmar Ratio

PSCF:

0.38

KBWP:

1.16

Martin Ratio

PSCF:

1.16

KBWP:

2.93

Ulcer Index

PSCF:

8.00%

KBWP:

4.89%

Daily Std Dev

PSCF:

24.17%

KBWP:

20.08%

Max Drawdown

PSCF:

-45.46%

KBWP:

-39.77%

Current Drawdown

PSCF:

-17.63%

KBWP:

-6.12%

Returns By Period

In the year-to-date period, PSCF achieves a -9.07% return, which is significantly lower than KBWP's 1.69% return. Over the past 10 years, PSCF has underperformed KBWP with an annualized return of 5.04%, while KBWP has yielded a comparatively higher 12.84% annualized return.


PSCF

YTD

-9.07%

1M

-6.68%

6M

-7.82%

1Y

10.85%

5Y*

10.70%

10Y*

5.04%

KBWP

YTD

1.69%

1M

-4.48%

6M

2.81%

1Y

15.62%

5Y*

20.40%

10Y*

12.84%

*Annualized

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PSCF vs. KBWP - Expense Ratio Comparison

PSCF has a 0.29% expense ratio, which is lower than KBWP's 0.35% expense ratio.


Expense ratio chart for KBWP: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KBWP: 0.35%
Expense ratio chart for PSCF: 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%
PSCF: 0.29%

Risk-Adjusted Performance

PSCF vs. KBWP — Risk-Adjusted Performance Rank

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

PSCF
The Risk-Adjusted Performance Rank of PSCF is 4949
Overall Rank
The Sharpe Ratio Rank of PSCF is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCF is 5151
Sortino Ratio Rank
The Omega Ratio Rank of PSCF is 4848
Omega Ratio Rank
The Calmar Ratio Rank of PSCF is 5252
Calmar Ratio Rank
The Martin Ratio Rank of PSCF is 4444
Martin Ratio Rank

KBWP
The Risk-Adjusted Performance Rank of KBWP is 7272
Overall Rank
The Sharpe Ratio Rank of KBWP is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of KBWP is 6767
Sortino Ratio Rank
The Omega Ratio Rank of KBWP is 6868
Omega Ratio Rank
The Calmar Ratio Rank of KBWP is 8585
Calmar Ratio Rank
The Martin Ratio Rank of KBWP is 7272
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.

PSCF vs. KBWP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Financials ETF (PSCF) and Invesco KBW Property & Casualty Insurance ETF (KBWP). 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 PSCF, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.00
PSCF: 0.38
KBWP: 0.71
The chart of Sortino ratio for PSCF, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.00
PSCF: 0.72
KBWP: 1.05
The chart of Omega ratio for PSCF, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
PSCF: 1.09
KBWP: 1.15
The chart of Calmar ratio for PSCF, currently valued at 0.38, compared to the broader market0.002.004.006.008.0010.0012.00
PSCF: 0.38
KBWP: 1.16
The chart of Martin ratio for PSCF, currently valued at 1.16, compared to the broader market0.0020.0040.0060.00
PSCF: 1.16
KBWP: 2.93

The current PSCF Sharpe Ratio is 0.38, which is lower than the KBWP Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PSCF and KBWP, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.38
0.71
PSCF
KBWP

Dividends

PSCF vs. KBWP - Dividend Comparison

PSCF's dividend yield for the trailing twelve months is around 2.49%, more than KBWP's 1.77% yield.


TTM20242023202220212020201920182017201620152014
PSCF
Invesco S&P SmallCap Financials ETF
2.49%2.48%3.32%2.93%1.83%3.57%3.40%4.21%2.26%3.01%2.28%2.43%
KBWP
Invesco KBW Property & Casualty Insurance ETF
1.77%1.64%1.68%1.99%3.02%1.93%1.99%2.11%1.90%2.14%1.35%2.73%

Drawdowns

PSCF vs. KBWP - Drawdown Comparison

The maximum PSCF drawdown since its inception was -45.46%, which is greater than KBWP's maximum drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for PSCF and KBWP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.63%
-6.12%
PSCF
KBWP

Volatility

PSCF vs. KBWP - Volatility Comparison

Invesco S&P SmallCap Financials ETF (PSCF) has a higher volatility of 13.15% compared to Invesco KBW Property & Casualty Insurance ETF (KBWP) at 11.44%. This indicates that PSCF's price experiences larger fluctuations and is considered to be riskier than KBWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.15%
11.44%
PSCF
KBWP