PSCH vs. SOXX

In the year-to-date period, PSCH achieves a -9.30% return, which is significantly higher than SOXX's -9.89% return. Over the past 10 years, PSCH has underperformed SOXX with an annualized return of 6.10%, while SOXX has yielded a comparatively higher 21.26% annualized return.

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PSCH has a 0.29% expense ratio, which is lower than SOXX's 0.46% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Health Care ETF (PSCH) and iShares PHLX Semiconductor ETF (SOXX). 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 current PSCH Sharpe Ratio is -0.28, which is comparable to the SOXX Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of PSCH and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PSCH's dividend yield for the trailing twelve months is around 0.24%, less than SOXX's 0.76% yield.

The maximum PSCH drawdown since its inception was -47.32%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for PSCH and SOXX. For additional features, visit the drawdowns tool.

The current volatility for Invesco S&P SmallCap Health Care ETF (PSCH) is 7.84%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 13.16%. This indicates that PSCH experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.