PSCU vs. DVUT
PSCU (Invesco S&P SmallCap Utilities & Communication Services ETF) and DVUT (WEBs Utilities XLU Defined Volatility ETF) are both Utilities Equities funds - PSCU tracks the S&P SmallCap 600 Capped Utilities & Communication Services Index while DVUT tracks the Syntax Defined Volatility XLU Index. Both are passively managed. At a 0.30 correlation, their price movements are largely independent. PSCU charges 0.29%/yr vs 0.89%/yr for DVUT.
Performance
PSCU vs. DVUT - Performance Comparison
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Returns By Period
In the year-to-date period, PSCU achieves a 11.15% return, which is significantly higher than DVUT's 8.96% return.
PSCU
- 1D
- 0.31%
- 1M
- -0.69%
- YTD
- 11.15%
- 6M
- 10.83%
- 1Y
- 15.22%
- 3Y*
- 8.73%
- 5Y*
- 0.32%
- 10Y*
- 5.27%
DVUT
- 1D
- 1.38%
- 1M
- 0.38%
- YTD
- 8.96%
- 6M
- 8.19%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PSCU vs. DVUT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PSCU Invesco S&P SmallCap Utilities & Communication Services ETF | 11.15% | 1.66% |
DVUT WEBs Utilities XLU Defined Volatility ETF | 8.96% | 2.12% |
Correlation
The correlation between PSCU and DVUT is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.30 |
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Return for Risk
PSCU vs. DVUT — Risk / Return Rank
PSCU
DVUT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PSCU vs. DVUT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU) and WEBs Utilities XLU Defined Volatility ETF (DVUT). 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.
| PSCU | DVUT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | — | — |
| Martin ratioReturn relative to average drawdown | 4.50 | — | — |
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Drawdowns
PSCU vs. DVUT - Drawdown Comparison
The maximum PSCU drawdown since its inception was -29.97%, which is greater than DVUT's maximum drawdown of -18.27%. Use the drawdown chart below to compare losses from any high point for PSCU and DVUT.
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Drawdown Indicators
| PSCU | DVUT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.97% | -18.27% | -11.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.32% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -23.55% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.97% | — | — |
Current DrawdownCurrent decline from peak | -4.43% | -8.83% | +4.40% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -7.86% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | — | — |
Volatility
PSCU vs. DVUT - Volatility Comparison
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Volatility by Period
| PSCU | DVUT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.19% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 26.22% | -10.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.43% | 26.22% | -7.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.49% | 26.22% | -6.73% |
PSCU vs. DVUT - Expense Ratio Comparison
PSCU has a 0.29% expense ratio, which is lower than DVUT's 0.89% expense ratio.
Dividends
PSCU vs. DVUT - Dividend Comparison
PSCU's dividend yield for the trailing twelve months is around 1.00%, while DVUT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVUT WEBs Utilities XLU Defined Volatility ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSCU Invesco S&P SmallCap Utilities & Communication Services ETF | 1.00% | 1.10% | 0.98% | 1.60% | 1.71% | 2.69% | 1.20% | 2.47% | 2.35% | 1.84% | 6.93% | 2.94% |
Frequently Asked Questions
PSCU and DVUT have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PSCU is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PSCU is cheaper with a 0.29% expense ratio, compared with 0.89% for DVUT.
PSCU has the higher dividend yield at 1.00%, compared with 0.00% for DVUT.
PSCU tracks S&P SmallCap 600 Capped Utilities & Communication Services Index, while DVUT tracks Syntax Defined Volatility XLU Index. They also come from different issuers: Invesco and WEBs. Their fees differ too: 0.29% for PSCU and 0.89% for DVUT.
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