PSCM vs. EART
PSCM (Invesco S&P SmallCap Materials ETF) and EART (Global X Rare Earth & Critical Materials ETF) are both exchange-traded funds - PSCM is a Materials fund tracking the S&P Small Cap 600 / Materials -SEC, while EART is a Rare Earth & Strategic Metals fund tracking the Solactive Rare Earth & Critical Materials Index. Both are passively managed. Over the past 3 years, PSCM returned 18.03%/yr vs 19.97%/yr for EART. A 0.60 correlation means they provide meaningful diversification when combined. PSCM charges 0.29%/yr vs 0.59%/yr for EART.
Performance
PSCM vs. EART - Performance Comparison
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Returns By Period
In the year-to-date period, PSCM achieves a 23.80% return, which is significantly higher than EART's 8.19% return.
PSCM
- 1D
- -2.69%
- 1M
- 1.68%
- YTD
- 23.80%
- 6M
- 22.73%
- 1Y
- 53.82%
- 3Y*
- 18.03%
- 5Y*
- 10.65%
- 10Y*
- 12.85%
EART
- 1D
- -5.19%
- 1M
- -5.99%
- YTD
- 8.19%
- 6M
- 8.04%
- 1Y
- 90.35%
- 3Y*
- 19.97%
- 5Y*
- —
- 10Y*
- —
PSCM vs. EART - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PSCM Invesco S&P SmallCap Materials ETF | 23.80% | 15.59% | 0.67% | 19.86% | -3.17% |
EART Global X Rare Earth & Critical Materials ETF | 8.19% | 98.48% | -7.19% | -19.75% | -17.92% |
Correlation
The correlation between PSCM and EART is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2022 | 0.60 |
The correlation between PSCM and EART has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.
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Return for Risk
PSCM vs. EART — Risk / Return Rank
PSCM
EART
PSCM vs. EART - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Materials ETF (PSCM) and Global X Rare Earth & Critical Materials ETF (EART). 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.
| PSCM | EART | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 3.49 | +0.29 |
| Martin ratioReturn relative to average drawdown | 14.00 | 10.10 | +3.90 |
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Drawdowns
PSCM vs. EART - Drawdown Comparison
The maximum PSCM drawdown since its inception was -51.34%, roughly equal to the maximum EART drawdown of -53.68%. Use the drawdown chart below to compare losses from any high point for PSCM and EART.
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Drawdown Indicators
| PSCM | EART | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.34% | -53.68% | +2.34% |
Max Drawdown (1Y)Largest decline over 1 year | -14.33% | -26.03% | +11.70% |
Max Drawdown (3Y)Largest decline over 3 years | -35.36% | -37.20% | +1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -35.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -51.34% | — | — |
Current DrawdownCurrent decline from peak | -4.64% | -18.05% | +13.41% |
Average DrawdownAverage peak-to-trough decline | -10.88% | -28.98% | +18.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 8.98% | -5.12% |
Volatility
PSCM vs. EART - Volatility Comparison
The current volatility for Invesco S&P SmallCap Materials ETF (PSCM) is 8.22%, while Global X Rare Earth & Critical Materials ETF (EART) has a volatility of 13.28%. This indicates that PSCM experiences smaller price fluctuations and is considered to be less risky than EART based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSCM | EART | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 13.28% | -5.06% |
Volatility (6M)Calculated over the trailing 6-month period | 17.32% | 33.46% | -16.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.46% | 39.51% | -15.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.83% | 34.26% | -8.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.89% | 34.26% | -7.37% |
PSCM vs. EART - Expense Ratio Comparison
PSCM has a 0.29% expense ratio, which is lower than EART's 0.59% expense ratio.
Dividends
PSCM vs. EART - Dividend Comparison
PSCM's dividend yield for the trailing twelve months is around 0.97%, more than EART's 0.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EART Global X Rare Earth & Critical Materials ETF | 0.60% | 0.65% | 1.06% | 1.83% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSCM Invesco S&P SmallCap Materials ETF | 0.97% | 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 EART have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EART has higher volatility (13.28%) compared to PSCM (8.22%). In terms of maximum drawdown, PSCM dropped -51.34% vs EART's -53.68%.
On 3-year performance, EART leads with 19.97% vs 18.03% for PSCM. On fees, PSCM is cheaper at 0.29% per year. On volatility, PSCM has been the lower-risk option at 8.22%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, EART has performed better with a 19.97% return vs 18.03%. 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 0.59% for EART.
PSCM has the higher dividend yield at 0.97%, compared with 0.60% for EART.
PSCM is categorized as Materials, while EART is Rare Earth & Strategic Metals. PSCM tracks S&P Small Cap 600 / Materials -SEC, while EART tracks Solactive Rare Earth & Critical Materials Index. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.29% for PSCM and 0.59% for EART.
EART currently has the higher Sharpe Ratio (2.30 vs 2.22), 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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