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

Correlation

The correlation between PSCU and GABF is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

PSCU vs. GABF - 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 Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
-52.70%
2.94%
MCHP
PGR

Key characteristics

Sharpe Ratio

PSCU:

0.30

GABF:

0.42

Sortino Ratio

PSCU:

0.56

GABF:

0.67

Omega Ratio

PSCU:

1.07

GABF:

1.10

Calmar Ratio

PSCU:

0.21

GABF:

0.45

Martin Ratio

PSCU:

0.78

GABF:

2.08

Ulcer Index

PSCU:

7.43%

GABF:

4.32%

Daily Std Dev

PSCU:

19.65%

GABF:

21.24%

Max Drawdown

PSCU:

-29.97%

GABF:

-20.05%

Current Drawdown

PSCU:

-20.47%

GABF:

-20.05%

Returns By Period

In the year-to-date period, PSCU achieves a -10.27% return, which is significantly higher than GABF's -14.84% return.


PSCU

YTD

-10.27%

1M

-6.92%

6M

-9.55%

1Y

6.24%

5Y*

6.07%

10Y*

5.57%

GABF

YTD

-14.84%

1M

-13.10%

6M

-7.51%

1Y

10.07%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PSCU vs. GABF - Expense Ratio Comparison

PSCU has a 0.29% expense ratio, which is higher than GABF's 0.10% 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 GABF: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GABF: 0.10%

Risk-Adjusted Performance

PSCU vs. GABF — 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 5757
Overall Rank
The Sharpe Ratio Rank of PSCU is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCU is 6060
Sortino Ratio Rank
The Omega Ratio Rank of PSCU is 5858
Omega Ratio Rank
The Calmar Ratio Rank of PSCU is 5656
Calmar Ratio Rank
The Martin Ratio Rank of PSCU is 5353
Martin Ratio Rank

GABF
The Risk-Adjusted Performance Rank of GABF is 6363
Overall Rank
The Sharpe Ratio Rank of GABF is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of GABF is 6161
Sortino Ratio Rank
The Omega Ratio Rank of GABF is 6464
Omega Ratio Rank
The Calmar Ratio Rank of GABF is 6464
Calmar Ratio Rank
The Martin Ratio Rank of GABF is 6666
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. GABF - 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 Gabelli Financial Services Opportunities ETF (GABF). 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 MCHP, currently valued at -1.25, compared to the broader market-1.000.001.002.003.004.00
MCHP: -1.25
PGR: 1.04
The chart of Sortino ratio for MCHP, currently valued at -1.98, compared to the broader market-2.000.002.004.006.008.0010.00
MCHP: -1.98
PGR: 1.48
The chart of Omega ratio for MCHP, currently valued at 0.75, compared to the broader market0.501.001.502.002.50
MCHP: 0.75
PGR: 1.21
The chart of Calmar ratio for MCHP, currently valued at -0.92, compared to the broader market0.005.0010.0015.00
MCHP: -0.92
PGR: 2.16
The chart of Martin ratio for MCHP, currently valued at -2.01, compared to the broader market0.0020.0040.0060.0080.00
MCHP: -2.01
PGR: 5.50

The current PSCU Sharpe Ratio is 0.30, which is comparable to the GABF Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of PSCU and GABF, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-1.25
1.04
MCHP
PGR

Dividends

PSCU vs. GABF - Dividend Comparison

PSCU's dividend yield for the trailing twelve months is around 1.06%, less than GABF's 4.92% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

PSCU vs. GABF - Drawdown Comparison

The maximum PSCU drawdown since its inception was -29.97%, which is greater than GABF's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for PSCU and GABF. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-62.86%
-11.50%
MCHP
PGR

Volatility

PSCU vs. GABF - Volatility Comparison

The current volatility for Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU) is NaN%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of NaN%. This indicates that PSCU experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
25.67%
12.79%
MCHP
PGR

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