PSCT vs. TRUT

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco S&P SmallCap Information Technology ETF (PSCT) and Vaneck Technology Trusector ETF (TRUT).

PSCT and TRUT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSCT is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Information Technology Index. It was launched on Apr 7, 2010. TRUT is an actively managed fund by VanEck. It was launched on Aug 20, 2025.

Performance

PSCT vs. TRUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Information Technology ETF (PSCT) and Vaneck Technology Trusector ETF (TRUT). The values are adjusted to include any dividend payments, if applicable.

PSCT vs. TRUT - Yearly Performance Comparison

	2026 (YTD)	2025
PSCT Invesco S&P SmallCap Information Technology ETF	6.13%	22.59%
TRUT Vaneck Technology Trusector ETF	-9.61%	10.16%

Returns By Period

In the year-to-date period, PSCT achieves a 6.13% return, which is significantly higher than TRUT's -9.61% return.

PSCT

• 1D: 4.30%
• 1M: -3.64%
• YTD: 6.13%
• 6M: 13.17%
• 1Y: 49.93%
• 3Y*: 11.09%
• 5Y*: 5.11%
• 10Y*: 12.71%

TRUT

• 1D: 4.20%
• 1M: -3.85%
• YTD: -9.61%
• 6M: -8.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSCT vs. TRUT - Expense Ratio Comparison

PSCT has a 0.29% expense ratio, which is higher than TRUT's 0.13% expense ratio.

PSCT

Invesco S&P SmallCap Information Technology ETF

TRUT

Vaneck Technology Trusector ETF

Return for Risk

PSCT vs. TRUT — Risk / Return Rank

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

PSCT

PSCT Risk / Return Rank: 82
PSCT Sharpe Ratio Rank: 80
PSCT Sortino Ratio Rank: 81
PSCT Omega Ratio Rank: 74
PSCT Calmar Ratio Rank: 89
PSCT Martin Ratio Rank: 89

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.

PSCT vs. TRUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Information Technology ETF (PSCT) and Vaneck Technology Trusector ETF (TRUT). 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.

	PSCT	TRUT	Difference
Sharpe ratio Return per unit of total volatility	1.47	—	—
Sortino ratio Return per unit of downside risk	2.05	—	—
Omega ratio Gain probability vs. loss probability	1.27	—	—
Calmar ratio Return relative to maximum drawdown	2.89	—	—
Martin ratio Return relative to average drawdown	10.93	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PSCT	TRUT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.47	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	-0.03	+0.56

Correlation

The correlation between PSCT and TRUT is 0.67, 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.

Dividends

PSCT vs. TRUT - Dividend Comparison

PSCT's dividend yield for the trailing twelve months is around 0.02%, less than TRUT's 0.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSCT Invesco S&P SmallCap Information Technology ETF	0.02%	0.02%	0.01%	0.02%	0.00%	0.01%	0.08%	0.22%	0.47%	0.19%	0.25%	0.15%
TRUT Vaneck Technology Trusector ETF	0.15%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PSCT vs. TRUT - Drawdown Comparison

The maximum PSCT drawdown since its inception was -40.44%, which is greater than TRUT's maximum drawdown of -18.55%. Use the drawdown chart below to compare losses from any high point for PSCT and TRUT.

Drawdown Indicators

	PSCT	TRUT	Difference
Max Drawdown Largest peak-to-trough decline	-40.44%	-18.55%	-21.89%
Max Drawdown (1Y) Largest decline over 1 year	-16.90%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.80%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.44%	—	—
Current Drawdown Current decline from peak	-6.15%	-15.13%	+8.98%
Average Drawdown Average peak-to-trough decline	-7.98%	-5.79%	-2.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.47%	—	—

Volatility

Volatility by Period

	PSCT	TRUT	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.00%	—	—
Volatility (6M) Calculated over the trailing 6-month period	23.51%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	34.08%	21.41%	+12.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.42%	21.41%	+6.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.44%	21.41%	+5.03%