PSCT vs. TRUT
PSCT (Invesco S&P SmallCap Information Technology ETF) and TRUT (Vaneck Technology Trusector ETF) are both Technology Equities funds. PSCT is passively managed, while TRUT is actively managed. A 0.66 correlation means they provide meaningful diversification when combined. PSCT charges 0.29%/yr vs 0.13%/yr for TRUT.
Performance
PSCT vs. TRUT - Performance Comparison
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Returns By Period
In the year-to-date period, PSCT achieves a 54.18% return, which is significantly higher than TRUT's 25.30% return.
PSCT
- 1D
- -1.18%
- 1M
- 15.45%
- YTD
- 54.18%
- 6M
- 50.59%
- 1Y
- 98.87%
- 3Y*
- 23.44%
- 5Y*
- 13.84%
- 10Y*
- 16.70%
TRUT
- 1D
- -1.46%
- 1M
- 16.68%
- YTD
- 25.30%
- 6M
- 24.37%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PSCT vs. TRUT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PSCT Invesco S&P SmallCap Information Technology ETF | 54.18% | 22.59% |
TRUT Vaneck Technology Trusector ETF | 25.30% | 10.16% |
Correlation
The correlation between PSCT and TRUT is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 22, 2025 | 0.66 |
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Return for Risk
PSCT vs. TRUT — Risk / Return Rank
PSCT
TRUT
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 ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.49 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 6.72 | — | — |
| Martin ratioReturn relative to average drawdown | 28.34 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSCT | TRUT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.35 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 2.39 | -1.77 |
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.
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Drawdown Indicators
| PSCT | TRUT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.44% | -18.55% | -21.89% |
Max Drawdown (1Y)Largest decline over 1 year | -14.80% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -33.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -34.80% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.44% | — | — |
Current DrawdownCurrent decline from peak | -1.18% | -1.46% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -5.17% | -2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | — | — |
Volatility
PSCT vs. TRUT - Volatility Comparison
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Volatility by Period
| PSCT | TRUT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.00% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 21.05% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 29.82% | 21.53% | +8.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.68% | 21.53% | +6.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.67% | 21.53% | +5.14% |
PSCT vs. TRUT - Expense Ratio Comparison
PSCT has a 0.29% expense ratio, which is higher than TRUT's 0.13% expense ratio.
Dividends
PSCT vs. TRUT - Dividend Comparison
PSCT's dividend yield for the trailing twelve months is around 0.01%, less than TRUT's 0.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSCT Invesco S&P SmallCap Information Technology ETF | 0.01% | 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 | 0.19% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PSCT and TRUT have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TRUT is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TRUT is cheaper with a 0.13% expense ratio, compared with 0.29% for PSCT.
TRUT has the higher dividend yield at 0.19%, compared with 0.01% for PSCT.
They also come from different issuers: Invesco and VanEck. Their fees differ too: 0.29% for PSCT and 0.13% for TRUT.
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