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PSCM vs. DVXB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSCM vs. DVXB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Materials ETF (PSCM) and WEBs Materials XLB Defined Volatility ETF (DVXB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with PSCM having a 15.02% return and DVXB slightly higher at 15.12%.


PSCM

1D
0.39%
1M
-4.92%
6M
5.05%
YTD
15.02%
1Y
36.37%
3Y*
11.08%
5Y*
9.38%
10Y*
10.88%
ALL TIME*
9.52%

DVXB

1D
-3.82%
1M
-4.08%
6M
-0.84%
YTD
15.12%
1Y
20.35%
3Y*
5Y*
10Y*
ALL TIME*
7.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.05K$1.06K$4.38K
$171.19K$253.44K$274.93K

PSCM vs. DVXB - Yearly Performance Comparison


Correlation

The correlation between PSCM and DVXB is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.75

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.76

The correlation between PSCM and DVXB has been stable across timeframes, ranging from 0.75 to 0.76 - a consistent structural relationship.

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Return for Risk

PSCM vs. DVXB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PSCM
PSCM Risk / Return Rank: 6161
Overall Rank
PSCM Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PSCM Sortino Ratio Rank: 6363
Sortino Ratio Rank
PSCM Omega Ratio Rank: 5454
Omega Ratio Rank
PSCM Calmar Ratio Rank: 6969
Calmar Ratio Rank
PSCM Martin Ratio Rank: 6060
Martin Ratio Rank

DVXB
DVXB Risk / Return Rank: 2727
Overall Rank
DVXB Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DVXB Sortino Ratio Rank: 2727
Sortino Ratio Rank
DVXB Omega Ratio Rank: 2626
Omega Ratio Rank
DVXB Calmar Ratio Rank: 2828
Calmar Ratio Rank
DVXB Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PSCM vs. DVXB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Materials ETF (PSCM) and WEBs Materials XLB Defined Volatility ETF (DVXB). 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.


PSCMDVXBDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.24

1.12

+0.12

Calmar ratioReturn relative to maximum drawdown

2.41

0.91

+1.50

Martin ratioReturn relative to average drawdown

7.19

2.08

+5.11

PSCM vs. DVXB - Sharpe Ratio Comparison

The current PSCM Sharpe Ratio is 1.44, which is higher than the DVXB Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PSCM and DVXB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PSCM vs. DVXB - Drawdown Comparison

The maximum PSCM drawdown since its inception was -51.34%, which is greater than DVXB's maximum drawdown of -19.77%. Use the drawdown chart below to compare losses from any high point for PSCM and DVXB.


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Drawdown Indicators


PSCMDVXBDifference

Max Drawdown

Largest peak-to-trough decline

-51.34%

-19.77%

-31.57%

Max Drawdown (1Y)

Largest decline over 1 year

-14.33%

-19.77%

+5.44%

Max Drawdown (3Y)

Largest decline over 3 years

-35.36%

Max Drawdown (5Y)

Largest decline over 5 years

-35.36%

Max Drawdown (10Y)

Largest decline over 10 years

-51.34%

Current Drawdown

Current decline from peak

-11.41%

-12.78%

+1.37%

Average Drawdown

Average peak-to-trough decline

-10.86%

-7.54%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

8.63%

-3.84%

Volatility

PSCM vs. DVXB - Volatility Comparison

The current volatility for Invesco S&P SmallCap Materials ETF (PSCM) is 5.30%, while WEBs Materials XLB Defined Volatility ETF (DVXB) has a volatility of 8.95%. This indicates that PSCM experiences smaller price fluctuations and is considered to be less risky than DVXB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCMDVXBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

8.95%

-3.65%

Volatility (6M)

Calculated over the trailing 6-month period

17.60%

22.87%

-5.27%

Volatility (1Y)

Calculated over the trailing 1-year period

23.96%

30.49%

-6.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.73%

30.60%

-4.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.82%

30.60%

-3.78%

PSCM vs. DVXB - Expense Ratio Comparison

PSCM has a 0.29% expense ratio, which is lower than DVXB's 0.89% expense ratio.


Dividends

PSCM vs. DVXB - Dividend Comparison

PSCM's dividend yield for the trailing twelve months is around 1.04%, while DVXB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DVXB
WEBs Materials XLB Defined Volatility ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSCM
Invesco S&P SmallCap Materials ETF
1.04%1.17%0.80%0.81%0.93%0.67%1.56%1.14%1.25%0.61%0.76%1.33%

Frequently Asked Questions


PSCM and DVXB have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DVXB has higher volatility (8.95%) compared to PSCM (5.30%). In terms of maximum drawdown, PSCM dropped -51.34% vs DVXB's -19.77%.

On 1-year performance, PSCM leads with 36.37% vs 20.35% for DVXB. On fees, PSCM is cheaper at 0.29% per year. On volatility, PSCM has been the lower-risk option at 5.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PSCM has performed better with a 36.37% return vs 20.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSCM is cheaper with a 0.29% expense ratio, compared with 0.89% for DVXB.

PSCM has the higher dividend yield at 1.04%, compared with 0.00% for DVXB.

PSCM tracks S&P Small Cap 600 / Materials -SEC, while DVXB tracks Syntax Defined Volatility XLB Index. They also come from different issuers: Invesco and WEBs. Their fees differ too: 0.29% for PSCM and 0.89% for DVXB.

PSCM currently has the higher Sharpe Ratio (1.44 vs 0.59), 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.

Portfolio Optimizer

Find the right allocation for PSCM and DVXB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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