PSCI vs. PSCC

Last updated Jun 23, 2026

PSCI (Invesco S&P SmallCap Industrials ETF) and PSCC (Invesco S&P SmallCap Consumer Staples ETF) are both exchange-traded funds - PSCI is a Industrials Equities fund tracking the S&P SmallCap 600 Industrials Index, while PSCC is a Consumer Staples Equities fund tracking the S&P Small Cap 600 Capped Consumer Staples. Both are passively managed. Over the past 10 years, PSCI returned 16.02%/yr vs 6.69%/yr for PSCC. A 0.67 correlation means they provide meaningful diversification when combined. Both charge a 0.29% expense ratio.

Performance

PSCI vs. PSCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Industrials ETF (PSCI) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSCI achieves a 20.86% return, which is significantly higher than PSCC's 10.85% return. Over the past 10 years, PSCI has outperformed PSCC with an annualized return of 16.02%, while PSCC has yielded a comparatively lower 6.69% annualized return.

PSCI

• 1D: 0.55%
• 1M: 7.77%
• YTD: 20.86%
• 6M: 17.66%
• 1Y: 45.26%
• 3Y*: 23.19%
• 5Y*: 15.51%
• 10Y*: 16.02%

PSCC

• 1D: -2.16%
• 1M: 4.01%
• YTD: 10.85%
• 6M: 8.63%
• 1Y: 4.95%
• 3Y*: 0.24%
• 5Y*: 1.15%
• 10Y*: 6.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSCI vs. PSCC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSCI Invesco S&P SmallCap Industrials ETF	20.86%	13.50%	16.68%	31.64%	-9.02%	24.44%	12.02%	29.80%	-13.20%	17.52%
PSCC Invesco S&P SmallCap Consumer Staples ETF	10.85%	-16.47%	0.98%	14.83%	-6.66%	28.82%	11.17%	17.39%	-6.72%	9.72%

Correlation

The correlation between PSCI and PSCC is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (10Y) Calculated over the trailing 10-year period	0.65
Correlation (All Time) Calculated using the full available price history since Apr 7, 2010	0.67

The correlation between PSCI and PSCC shifts across timeframes, from 0.48 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

PSCI vs. PSCC - Sectors Allocation Comparison

Sectors	PSCI	PSCC
Industrials	83.2%	2.8%
Technology	6.9%	-
Consumer Cyclical	5.2%	2.9%
Energy	1.8%	-
Real Estate	0.9%	-
Basic Materials	0.9%	3.6%
Healthcare	0.5%	-
Communication Services	0.3%	-
Financial Services	0.1%	0.2%
Consumer Defensive	-	90.7%
Utilities	-	-

Return for Risk

PSCI vs. PSCC — Risk / Return Rank

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

PSCI

PSCI Risk / Return Rank: 64
PSCI Sharpe Ratio Rank: 68
PSCI Sortino Ratio Rank: 69
PSCI Omega Ratio Rank: 60
PSCI Calmar Ratio Rank: 63
PSCI Martin Ratio Rank: 60

PSCC

PSCC Risk / Return Rank: 12
PSCC Sharpe Ratio Rank: 12
PSCC Sortino Ratio Rank: 12
PSCC Omega Ratio Rank: 12
PSCC Calmar Ratio Rank: 12
PSCC Martin Ratio Rank: 11

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.

PSCI vs. PSCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Industrials ETF (PSCI) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). 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.

	PSCI	PSCC	Difference
Sharpe ratio: Return per unit of total volatility	2.13	0.30	+1.83
Sortino ratio: Return per unit of downside risk	3.03	0.54	+2.49
Omega ratio: Gain probability vs. loss probability	1.36	1.06	+0.30
Calmar ratio: Return relative to maximum drawdown	3.06	0.33	+2.73
Martin ratio: Return relative to average drawdown	10.40	0.57	+9.83

PSCI vs. PSCC - Sharpe Ratio Comparison

The current PSCI Sharpe Ratio is 2.13, which is higher than the PSCC Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of PSCI and PSCC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSCI vs. PSCC - Drawdown Comparison

The maximum PSCI drawdown since its inception was -45.55%, which is greater than PSCC's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for PSCI and PSCC.

Drawdown Indicators

	PSCI	PSCC	Difference
Max Drawdown Largest peak-to-trough decline	-45.55%	-33.61%	-11.94%
Max Drawdown (1Y) Largest decline over 1 year	-14.88%	-15.17%	+0.29%
Max Drawdown (3Y) Largest decline over 3 years	-29.36%	-23.36%	-6.00%
Max Drawdown (5Y) Largest decline over 5 years	-29.36%	-23.36%	-6.00%
Max Drawdown (10Y) Largest decline over 10 years	-45.55%	-33.61%	-11.94%
Current Drawdown Current decline from peak	0.00%	-13.45%	+13.45%
Average Drawdown Average peak-to-trough decline	-6.89%	-5.99%	-0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.37%	8.69%	-4.32%

Volatility

PSCI vs. PSCC - Volatility Comparison

Invesco S&P SmallCap Industrials ETF (PSCI) and Invesco S&P SmallCap Consumer Staples ETF (PSCC) have volatilities of 5.39% and 5.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCI	PSCC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.39%	5.22%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	15.69%	11.32%	+4.37%
Volatility (1Y) Calculated over the trailing 1-year period	21.40%	16.75%	+4.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.99%	18.27%	+4.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.29%	19.33%	+5.96%

PSCI vs. PSCC - Expense Ratio Comparison

Both PSCI and PSCC have an expense ratio of 0.29%.

Dividends

PSCI vs. PSCC - Dividend Comparison

PSCI's dividend yield for the trailing twelve months is around 1.42%, less than PSCC's 2.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSCC Invesco S&P SmallCap Consumer Staples ETF	1.77%	2.35%	1.88%	1.49%	1.29%	1.21%	1.59%	1.77%	0.94%	1.25%	1.48%	1.34%
PSCI Invesco S&P SmallCap Industrials ETF	1.31%	1.56%	0.65%	0.72%	0.87%	0.69%	0.59%	0.64%	0.67%	0.71%	0.74%	1.02%

Frequently Asked Questions

Can I hold both PSCI and PSCC in my portfolio?

PSCI and PSCC have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSCI or PSCC?

PSCI has higher volatility (5.39%) compared to PSCC (5.22%). In terms of maximum drawdown, PSCI dropped -45.55% vs PSCC's -33.61%.

Which ETF is better, PSCI or PSCC?

On 10-year performance, PSCI leads with 16.02% vs 6.69% for PSCC. Both ETFs have the same 0.29% expense ratio. On volatility, PSCC has been the lower-risk option at 5.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCI or PSCC?

Over the 10-year period, PSCI has performed better with a 16.02% return vs 6.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCI or PSCC?

PSCI and PSCC have the same expense ratio: 0.29% per year.

Which ETF pays a higher dividend yield, PSCI or PSCC?

PSCC has the higher dividend yield at 2.35%, compared with 1.42% for PSCI.

What is the main difference between PSCI and PSCC?

PSCI is categorized as Industrials Equities, while PSCC is Consumer Staples Equities. PSCI tracks S&P SmallCap 600 Industrials Index, while PSCC tracks S&P Small Cap 600 Capped Consumer Staples.

Which has better risk-adjusted returns?

PSCI currently has the higher Sharpe Ratio (2.13 vs 0.30), 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.