PSCT vs. XLKI

Last updated Aug 4, 2026

PSCT (Invesco S&P SmallCap Information Technology ETF) and XLKI (State Street Technology Select Sector SPDR Premium Income ETF) are both Technology Equities funds. PSCT is passively managed, while XLKI is actively managed. Over the past year, PSCT returned 84.26% vs 26.30% for XLKI. Their correlation of 0.81 means they have usually moved in the same direction. PSCT charges 0.29%/yr vs 0.35%/yr for XLKI.

Performance

PSCT vs. XLKI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Information Technology ETF (PSCT) and State Street Technology Select Sector SPDR Premium Income ETF (XLKI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSCT achieves a 44.12% return, which is significantly higher than XLKI's 12.19% return.

PSCT

• 1D: 2.46%
• 1M: -3.00%
• 6M: 33.61%
• YTD: 44.12%
• 1Y: 84.26%
• 3Y*: 20.19%
• 5Y*: 11.74%
• 10Y*: 15.28%
• ALL TIME*: 15.08%

XLKI

• 1D: 1.38%
• 1M: 0.31%
• 6M: 9.72%
• YTD: 12.19%
• 1Y: 26.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.17%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PSCT Invesco S&P SmallCap Information Technology ETF	$3.19M	$3.50M	$3.45M
XLKI State Street Technology Select Sector SPDR Premium Income ETF	$526.89K	$421.64K	$346.32K

PSCT vs. XLKI - Yearly Performance Comparison

	2026 (YTD)	2025
PSCT Invesco S&P SmallCap Information Technology ETF	44.12%	21.04%
XLKI State Street Technology Select Sector SPDR Premium Income ETF	12.19%	10.02%

Correlation

The correlation between PSCT and XLKI is 0.80, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.80
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025	0.81

The correlation between PSCT and XLKI has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

PSCT vs. XLKI - Sectors Allocation Comparison

Sectors	PSCT	XLKI
Technology	93.7%	99.2%
Energy	3.8%	-
Financial Services	3.5%	99.9%
Industrials	2.8%	-
Basic Materials	-	-
Communication Services	-	0.8%
Consumer Cyclical	-	-
Consumer Defensive	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

PSCT vs. XLKI — Risk / Return Rank

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

PSCT

PSCT Risk / Return Rank: 90
PSCT Sharpe Ratio Rank: 92
PSCT Sortino Ratio Rank: 87
PSCT Omega Ratio Rank: 84
PSCT Calmar Ratio Rank: 93
PSCT Martin Ratio Rank: 92

XLKI

XLKI Risk / Return Rank: 57
XLKI Sharpe Ratio Rank: 52
XLKI Sortino Ratio Rank: 50
XLKI Omega Ratio Rank: 53
XLKI Calmar Ratio Rank: 65
XLKI Martin Ratio Rank: 66

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.

PSCT vs. XLKI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Information Technology ETF (PSCT) and State Street Technology Select Sector SPDR Premium Income ETF (XLKI). 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.

	PSCT	XLKI	Difference
Sharpe ratio: Return per unit of total volatility	2.50	1.33	+1.17
Sortino ratio: Return per unit of downside risk	2.98	1.84	+1.14
Omega ratio: Gain probability vs. loss probability	1.38	1.25	+0.13
Calmar ratio: Return relative to maximum drawdown	4.61	2.36	+2.26
Martin ratio: Return relative to average drawdown	16.42	8.25	+8.17

PSCT vs. XLKI - Sharpe Ratio Comparison

The current PSCT Sharpe Ratio is 2.50, which is higher than the XLKI Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of PSCT and XLKI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSCT vs. XLKI - Drawdown Comparison

The maximum PSCT drawdown since its inception was -40.44%, which is greater than XLKI's maximum drawdown of -11.21%. Use the drawdown chart below to compare losses from any high point for PSCT and XLKI.

Drawdown Indicators

	PSCT	XLKI	Difference
Max Drawdown Largest peak-to-trough decline	-40.44%	-11.21%	-29.23%
Max Drawdown (1Y) Largest decline over 1 year	-18.36%	-11.21%	-7.15%
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 Drawdown Current decline from peak	-11.72%	-5.44%	-6.28%
Average Drawdown Average peak-to-trough decline	-7.91%	-2.17%	-5.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.15%	3.20%	+1.95%

Volatility

PSCT vs. XLKI - Volatility Comparison

Invesco S&P SmallCap Information Technology ETF (PSCT) has a higher volatility of 10.70% compared to State Street Technology Select Sector SPDR Premium Income ETF (XLKI) at 8.46%. This indicates that PSCT's price experiences larger fluctuations and is considered to be riskier than XLKI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCT	XLKI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.70%	8.46%	+2.24%
Volatility (6M) Calculated over the trailing 6-month period	26.44%	17.52%	+8.92%
Volatility (1Y) Calculated over the trailing 1-year period	33.95%	19.95%	+14.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.64%	19.92%	+8.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.14%	19.92%	+7.22%

PSCT vs. XLKI - Expense Ratio Comparison

PSCT has a 0.29% expense ratio, which is lower than XLKI's 0.35% expense ratio.

Dividends

PSCT vs. XLKI - Dividend Comparison

PSCT has not paid dividends to shareholders, while XLKI's dividend yield for the trailing twelve months is around 19.68%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSCT Invesco S&P SmallCap Information Technology ETF	0.00%	0.02%	0.01%	0.02%	0.00%	0.01%	0.08%	0.22%	0.47%	0.19%	0.25%	0.15%
XLKI State Street Technology Select Sector SPDR Premium Income ETF	19.68%	8.52%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSCT and XLKI in my portfolio?

PSCT and XLKI have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSCT or XLKI?

PSCT has higher volatility (10.70%) compared to XLKI (8.46%). In terms of maximum drawdown, PSCT dropped -40.44% vs XLKI's -11.21%.

Which ETF is better, PSCT or XLKI?

On 1-year performance, PSCT leads with 84.26% vs 26.30% for XLKI. On fees, PSCT is cheaper at 0.29% per year. On volatility, XLKI has been the lower-risk option at 8.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCT or XLKI?

Over the 1-year period, PSCT has performed better with a 84.26% return vs 26.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCT or XLKI?

PSCT is cheaper with a 0.29% expense ratio, compared with 0.35% for XLKI.

Which ETF pays a higher dividend yield, PSCT or XLKI?

XLKI has the higher dividend yield at 19.68%, compared with 0.00% for PSCT.

What is the main difference between PSCT and XLKI?

They also come from different issuers: Invesco and State Street. Their fees differ too: 0.29% for PSCT and 0.35% for XLKI.

Which has better risk-adjusted returns?

PSCT currently has the higher Sharpe Ratio (2.50 vs 1.33), 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.