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PSL vs. FALN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSL vs. FALN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Consumer Staples Momentum ETF (PSL) and iShares Fallen Angels USD Bond ETF (FALN). The values are adjusted to include any dividend payments, if applicable.

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PSL vs. FALN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSL
Invesco DWA Consumer Staples Momentum ETF
8.30%-3.47%15.42%12.32%-7.76%6.88%18.15%14.16%0.92%21.82%
FALN
iShares Fallen Angels USD Bond ETF
-1.06%8.92%7.68%13.47%-13.79%5.40%14.85%17.42%-4.97%8.70%

Returns By Period

In the year-to-date period, PSL achieves a 8.30% return, which is significantly higher than FALN's -1.06% return.


PSL

1D
0.85%
1M
-7.09%
YTD
8.30%
6M
-0.82%
1Y
1.04%
3Y*
9.05%
5Y*
4.34%
10Y*
7.76%

FALN

1D
1.04%
1M
-2.55%
YTD
-1.06%
6M
-0.67%
1Y
6.34%
3Y*
8.32%
5Y*
3.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSL vs. FALN - Expense Ratio Comparison

PSL has a 0.60% expense ratio, which is higher than FALN's 0.25% expense ratio.


Return for Risk

PSL vs. FALN — Risk / Return Rank

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

PSL
PSL Risk / Return Rank: 1414
Overall Rank
PSL Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
PSL Sortino Ratio Rank: 1313
Sortino Ratio Rank
PSL Omega Ratio Rank: 1313
Omega Ratio Rank
PSL Calmar Ratio Rank: 1515
Calmar Ratio Rank
PSL Martin Ratio Rank: 1515
Martin Ratio Rank

FALN
FALN Risk / Return Rank: 5454
Overall Rank
FALN Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FALN Sortino Ratio Rank: 5252
Sortino Ratio Rank
FALN Omega Ratio Rank: 6262
Omega Ratio Rank
FALN Calmar Ratio Rank: 4848
Calmar Ratio Rank
FALN Martin Ratio Rank: 5454
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. FALN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Consumer Staples Momentum ETF (PSL) and iShares Fallen Angels USD Bond ETF (FALN). 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.


PSLFALNDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.92

-0.85

Sortino ratio

Return per unit of downside risk

0.20

1.31

-1.11

Omega ratio

Gain probability vs. loss probability

1.03

1.22

-0.19

Calmar ratio

Return relative to maximum drawdown

0.16

1.15

-0.99

Martin ratio

Return relative to average drawdown

0.38

4.96

-4.58

PSL vs. FALN - Sharpe Ratio Comparison

The current PSL Sharpe Ratio is 0.07, which is lower than the FALN Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PSL and FALN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSLFALNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.92

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.50

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.72

-0.17

Correlation

The correlation between PSL and FALN is 0.46, 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.


Dividends

PSL vs. FALN - Dividend Comparison

PSL's dividend yield for the trailing twelve months is around 0.85%, less than FALN's 6.51% yield.


TTM20252024202320222021202020192018201720162015
PSL
Invesco DWA Consumer Staples Momentum ETF
0.85%0.93%0.60%1.37%1.98%1.24%0.80%0.47%0.75%0.34%2.08%1.18%
FALN
iShares Fallen Angels USD Bond ETF
6.51%6.31%6.24%5.37%5.08%3.40%5.14%5.35%5.97%6.98%3.55%0.00%

Drawdowns

PSL vs. FALN - Drawdown Comparison

The maximum PSL drawdown since its inception was -41.58%, which is greater than FALN's maximum drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for PSL and FALN.


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Drawdown Indicators


PSLFALNDifference

Max Drawdown

Largest peak-to-trough decline

-41.58%

-29.22%

-12.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.64%

-5.57%

-8.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.35%

-18.78%

-3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-34.67%

Current Drawdown

Current decline from peak

-7.09%

-2.83%

-4.26%

Average Drawdown

Average peak-to-trough decline

-5.82%

-3.37%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

1.29%

+4.47%

Volatility

PSL vs. FALN - Volatility Comparison

Invesco DWA Consumer Staples Momentum ETF (PSL) has a higher volatility of 4.01% compared to iShares Fallen Angels USD Bond ETF (FALN) at 2.77%. This indicates that PSL's price experiences larger fluctuations and is considered to be riskier than FALN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSLFALNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

2.77%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

3.53%

+6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

14.67%

6.90%

+7.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

7.28%

+7.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

9.01%

+7.48%