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PSCT vs. XLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSCT vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Information Technology ETF (PSCT) and Invesco S&P 500 Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

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PSCT vs. XLG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSCT
Invesco S&P SmallCap Information Technology ETF
6.13%18.63%-1.06%20.81%-22.50%26.26%27.79%39.38%-9.34%9.96%
XLG
Invesco S&P 500 Top 50 ETF
-7.82%19.51%33.49%38.16%-24.29%30.77%24.15%32.04%-3.59%23.04%

Returns By Period

In the year-to-date period, PSCT achieves a 6.13% return, which is significantly higher than XLG's -7.82% return. Over the past 10 years, PSCT has underperformed XLG with an annualized return of 12.71%, while XLG has yielded a comparatively higher 15.64% annualized 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%

XLG

1D
3.26%
1M
-4.33%
YTD
-7.82%
6M
-4.84%
1Y
19.36%
3Y*
21.64%
5Y*
13.80%
10Y*
15.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSCT vs. XLG - Expense Ratio Comparison

PSCT has a 0.29% expense ratio, which is higher than XLG's 0.20% expense ratio.


Return for Risk

PSCT vs. XLG — Risk / Return Rank

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

PSCT
PSCT Risk / Return Rank: 8282
Overall Rank
PSCT Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
PSCT Sortino Ratio Rank: 8181
Sortino Ratio Rank
PSCT Omega Ratio Rank: 7474
Omega Ratio Rank
PSCT Calmar Ratio Rank: 8989
Calmar Ratio Rank
PSCT Martin Ratio Rank: 8989
Martin Ratio Rank

XLG
XLG Risk / Return Rank: 6363
Overall Rank
XLG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XLG Sortino Ratio Rank: 6363
Sortino Ratio Rank
XLG Omega Ratio Rank: 6464
Omega Ratio Rank
XLG Calmar Ratio Rank: 6767
Calmar Ratio Rank
XLG Martin Ratio Rank: 6262
Martin Ratio Rank
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. XLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Information Technology ETF (PSCT) and Invesco S&P 500 Top 50 ETF (XLG). 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.


PSCTXLGDifference

Sharpe ratio

Return per unit of total volatility

1.47

0.97

+0.50

Sortino ratio

Return per unit of downside risk

2.05

1.52

+0.53

Omega ratio

Gain probability vs. loss probability

1.27

1.22

+0.05

Calmar ratio

Return relative to maximum drawdown

2.89

1.60

+1.30

Martin ratio

Return relative to average drawdown

10.93

5.67

+5.26

PSCT vs. XLG - Sharpe Ratio Comparison

The current PSCT Sharpe Ratio is 1.47, which is higher than the XLG Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PSCT and XLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSCTXLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

0.97

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.74

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.83

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.58

-0.06

Correlation

The correlation between PSCT and XLG is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PSCT vs. XLG - Dividend Comparison

PSCT's dividend yield for the trailing twelve months is around 0.02%, less than XLG's 0.70% yield.


TTM20252024202320222021202020192018201720162015
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%
XLG
Invesco S&P 500 Top 50 ETF
0.70%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%

Drawdowns

PSCT vs. XLG - Drawdown Comparison

The maximum PSCT drawdown since its inception was -40.44%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for PSCT and XLG.


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Drawdown Indicators


PSCTXLGDifference

Max Drawdown

Largest peak-to-trough decline

-40.44%

-52.39%

+11.95%

Max Drawdown (1Y)

Largest decline over 1 year

-16.90%

-12.41%

-4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

-28.02%

-6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-40.44%

-30.46%

-9.98%

Current Drawdown

Current decline from peak

-6.15%

-9.56%

+3.41%

Average Drawdown

Average peak-to-trough decline

-7.98%

-7.69%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

3.49%

+0.98%

Volatility

PSCT vs. XLG - Volatility Comparison

Invesco S&P SmallCap Information Technology ETF (PSCT) has a higher volatility of 11.00% compared to Invesco S&P 500 Top 50 ETF (XLG) at 5.76%. This indicates that PSCT's price experiences larger fluctuations and is considered to be riskier than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCTXLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.00%

5.76%

+5.24%

Volatility (6M)

Calculated over the trailing 6-month period

23.51%

10.64%

+12.87%

Volatility (1Y)

Calculated over the trailing 1-year period

34.08%

19.97%

+14.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.42%

18.69%

+8.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.44%

18.81%

+7.63%