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PSCU vs. FUTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSCU and FUTY is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

PSCU vs. FUTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU) and Fidelity MSCI Utilities Index ETF (FUTY). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
112.35%
191.02%
PSCU
FUTY

Key characteristics

Sharpe Ratio

PSCU:

0.52

FUTY:

1.35

Sortino Ratio

PSCU:

0.91

FUTY:

1.84

Omega Ratio

PSCU:

1.11

FUTY:

1.25

Calmar Ratio

PSCU:

0.41

FUTY:

2.24

Martin Ratio

PSCU:

1.24

FUTY:

5.67

Ulcer Index

PSCU:

8.67%

FUTY:

4.02%

Daily Std Dev

PSCU:

20.70%

FUTY:

16.96%

Max Drawdown

PSCU:

-29.97%

FUTY:

-36.44%

Current Drawdown

PSCU:

-18.03%

FUTY:

-3.60%

Returns By Period

In the year-to-date period, PSCU achieves a -7.52% return, which is significantly lower than FUTY's 4.77% return. Over the past 10 years, PSCU has underperformed FUTY with an annualized return of 6.00%, while FUTY has yielded a comparatively higher 9.21% annualized return.


PSCU

YTD

-7.52%

1M

-4.85%

6M

-7.80%

1Y

8.85%

5Y*

4.40%

10Y*

6.00%

FUTY

YTD

4.77%

1M

2.05%

6M

-1.55%

1Y

21.38%

5Y*

9.43%

10Y*

9.21%

*Annualized

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PSCU vs. FUTY - Expense Ratio Comparison

PSCU has a 0.29% expense ratio, which is higher than FUTY's 0.08% expense ratio.


Expense ratio chart for PSCU: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSCU: 0.29%
Expense ratio chart for FUTY: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FUTY: 0.08%

Risk-Adjusted Performance

PSCU vs. FUTY — Risk-Adjusted Performance Rank

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

PSCU
The Risk-Adjusted Performance Rank of PSCU is 5656
Overall Rank
The Sharpe Ratio Rank of PSCU is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCU is 6262
Sortino Ratio Rank
The Omega Ratio Rank of PSCU is 5555
Omega Ratio Rank
The Calmar Ratio Rank of PSCU is 5656
Calmar Ratio Rank
The Martin Ratio Rank of PSCU is 4747
Martin Ratio Rank

FUTY
The Risk-Adjusted Performance Rank of FUTY is 8888
Overall Rank
The Sharpe Ratio Rank of FUTY is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FUTY is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FUTY is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FUTY is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FUTY is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSCU vs. FUTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU) and Fidelity MSCI Utilities Index ETF (FUTY). 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.


The chart of Sharpe ratio for PSCU, currently valued at 0.52, compared to the broader market-1.000.001.002.003.004.00
PSCU: 0.52
FUTY: 1.35
The chart of Sortino ratio for PSCU, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.00
PSCU: 0.91
FUTY: 1.84
The chart of Omega ratio for PSCU, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
PSCU: 1.11
FUTY: 1.25
The chart of Calmar ratio for PSCU, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.0012.00
PSCU: 0.41
FUTY: 2.24
The chart of Martin ratio for PSCU, currently valued at 1.24, compared to the broader market0.0020.0040.0060.00
PSCU: 1.24
FUTY: 5.67

The current PSCU Sharpe Ratio is 0.52, which is lower than the FUTY Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of PSCU and FUTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.52
1.35
PSCU
FUTY

Dividends

PSCU vs. FUTY - Dividend Comparison

PSCU's dividend yield for the trailing twelve months is around 1.03%, less than FUTY's 2.83% yield.


TTM20242023202220212020201920182017201620152014
PSCU
Invesco S&P SmallCap Utilities & Communication Services ETF
1.03%0.98%1.60%1.71%2.69%1.20%2.47%2.35%1.84%6.93%2.94%2.42%
FUTY
Fidelity MSCI Utilities Index ETF
2.83%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%3.04%

Drawdowns

PSCU vs. FUTY - Drawdown Comparison

The maximum PSCU drawdown since its inception was -29.97%, smaller than the maximum FUTY drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for PSCU and FUTY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.03%
-3.60%
PSCU
FUTY

Volatility

PSCU vs. FUTY - Volatility Comparison

Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU) has a higher volatility of 9.80% compared to Fidelity MSCI Utilities Index ETF (FUTY) at 8.60%. This indicates that PSCU's price experiences larger fluctuations and is considered to be riskier than FUTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%NovemberDecember2025FebruaryMarchApril
9.80%
8.60%
PSCU
FUTY