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PSL vs. FAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSL vs. FAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Consumer Staples Momentum ETF (PSL) and First Trust Bloomberg Artificial Intelligence ETF (FAI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSL achieves a 10.74% return, which is significantly lower than FAI's 27.58% return.


PSL

1D
1.50%
1M
-0.21%
YTD
10.74%
6M
9.53%
1Y
0.59%
3Y*
9.78%
5Y*
4.65%
10Y*
8.16%

FAI

1D
-4.82%
1M
1.99%
YTD
27.58%
6M
26.62%
1Y
56.66%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSL vs. FAI - Yearly Performance Comparison


Correlation

The correlation between PSL and FAI is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2024

0.07

The correlation between PSL and FAI shifts across timeframes, from -0.11 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PSL vs. FAI — Risk / Return Rank

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

PSL
PSL Risk / Return Rank: 99
Overall Rank
PSL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PSL Sortino Ratio Rank: 88
Sortino Ratio Rank
PSL Omega Ratio Rank: 88
Omega Ratio Rank
PSL Calmar Ratio Rank: 99
Calmar Ratio Rank
PSL Martin Ratio Rank: 99
Martin Ratio Rank

FAI
FAI Risk / Return Rank: 6464
Overall Rank
FAI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FAI Sortino Ratio Rank: 6060
Sortino Ratio Rank
FAI Omega Ratio Rank: 6363
Omega Ratio Rank
FAI Calmar Ratio Rank: 6767
Calmar Ratio Rank
FAI Martin Ratio Rank: 5858
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.

PSL vs. FAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Consumer Staples Momentum ETF (PSL) and First Trust Bloomberg Artificial Intelligence ETF (FAI). 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.


PSLFAIDifference
Sharpe ratioReturn per unit of total volatility

-2.03

Sortino ratioReturn per unit of downside risk

-2.41

Omega ratioGain probability vs. loss probability

1.02

1.35

-0.33

Calmar ratioReturn relative to maximum drawdown

0.04

3.02

-2.98

Martin ratioReturn relative to average drawdown

0.10

9.38

-9.28

PSL vs. FAI - Sharpe Ratio Comparison

The current PSL Sharpe Ratio is 0.05, which is lower than the FAI Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of PSL and FAI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PSL vs. FAI - Drawdown Comparison

The maximum PSL drawdown since its inception was -41.58%, which is greater than FAI's maximum drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for PSL and FAI.


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Drawdown Indicators


PSLFAIDifference

Max Drawdown

Largest peak-to-trough decline

-41.58%

-27.82%

-13.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.64%

-18.84%

+5.20%

Max Drawdown (3Y)

Largest decline over 3 years

-13.64%

Max Drawdown (5Y)

Largest decline over 5 years

-19.45%

Max Drawdown (10Y)

Largest decline over 10 years

-34.67%

Current Drawdown

Current decline from peak

-5.00%

-9.38%

+4.38%

Average Drawdown

Average peak-to-trough decline

-5.81%

-5.37%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.19%

6.06%

+0.13%

Volatility

PSL vs. FAI - Volatility Comparison

The current volatility for Invesco DWA Consumer Staples Momentum ETF (PSL) is 4.42%, while First Trust Bloomberg Artificial Intelligence ETF (FAI) has a volatility of 14.67%. This indicates that PSL experiences smaller price fluctuations and is considered to be less risky than FAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSLFAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

14.67%

-10.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

22.72%

-13.53%

Volatility (1Y)

Calculated over the trailing 1-year period

13.17%

27.43%

-14.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

31.12%

-15.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

31.12%

-14.60%

PSL vs. FAI - Expense Ratio Comparison

PSL has a 0.60% expense ratio, which is lower than FAI's 0.65% expense ratio.


Dividends

PSL vs. FAI - Dividend Comparison

PSL's dividend yield for the trailing twelve months is around 0.76%, while FAI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FAI
First Trust Bloomberg Artificial Intelligence ETF
0.00%0.00%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSL
Invesco DWA Consumer Staples Momentum ETF
0.76%0.93%0.60%1.37%1.98%1.24%0.80%0.47%0.75%0.34%2.08%1.18%

Frequently Asked Questions


PSL and FAI have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAI has higher volatility (14.67%) compared to PSL (4.42%). In terms of maximum drawdown, PSL dropped -41.58% vs FAI's -27.82%.

On 1-year performance, FAI leads with 56.66% vs 0.59% for PSL. On fees, PSL is cheaper at 0.60% per year. On volatility, PSL has been the lower-risk option at 4.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FAI has performed better with a 56.66% return vs 0.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSL is cheaper with a 0.60% expense ratio, compared with 0.65% for FAI.

PSL has the higher dividend yield at 0.76%, compared with 0.00% for FAI.

PSL is categorized as Momentum, while FAI is Technology Equities. PSL tracks DWA Consumer Staples Technical Leaders Index, while FAI tracks Bloomberg Artificial Intelligence Index. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.60% for PSL and 0.65% for FAI.

FAI currently has the higher Sharpe Ratio (2.08 vs 0.05), 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.

Portfolio Optimizer

Find the right allocation for PSL and FAI

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