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PSL vs. FSTA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSL and FSTA is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

PSL vs. FSTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Consumer Staples Momentum ETF (PSL) and Fidelity MSCI Consumer Staples Index ETF (FSTA). The values are adjusted to include any dividend payments, if applicable.

150.00%160.00%170.00%180.00%190.00%200.00%SeptemberOctoberNovemberDecember2025February
198.29%
171.72%
PSL
FSTA

Key characteristics

Sharpe Ratio

PSL:

2.03

FSTA:

1.75

Sortino Ratio

PSL:

2.87

FSTA:

2.58

Omega Ratio

PSL:

1.35

FSTA:

1.30

Calmar Ratio

PSL:

3.87

FSTA:

2.43

Martin Ratio

PSL:

10.55

FSTA:

7.43

Ulcer Index

PSL:

2.31%

FSTA:

2.33%

Daily Std Dev

PSL:

12.04%

FSTA:

9.90%

Max Drawdown

PSL:

-41.58%

FSTA:

-25.13%

Current Drawdown

PSL:

-0.76%

FSTA:

-1.13%

Returns By Period

In the year-to-date period, PSL achieves a 7.80% return, which is significantly higher than FSTA's 4.61% return. Over the past 10 years, PSL has outperformed FSTA with an annualized return of 9.06%, while FSTA has yielded a comparatively lower 8.37% annualized return.


PSL

YTD

7.80%

1M

4.96%

6M

14.24%

1Y

22.98%

5Y*

9.89%

10Y*

9.06%

FSTA

YTD

4.61%

1M

5.62%

6M

5.18%

1Y

16.50%

5Y*

8.74%

10Y*

8.37%

*Annualized

Compare stocks, funds, or ETFs

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


PSL vs. FSTA - Expense Ratio Comparison

PSL has a 0.60% expense ratio, which is higher than FSTA's 0.08% expense ratio.


PSL
Invesco DWA Consumer Staples Momentum ETF
Expense ratio chart for PSL: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for FSTA: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

PSL vs. FSTA — Risk-Adjusted Performance Rank

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

PSL
The Risk-Adjusted Performance Rank of PSL is 8181
Overall Rank
The Sharpe Ratio Rank of PSL is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of PSL is 8282
Sortino Ratio Rank
The Omega Ratio Rank of PSL is 7676
Omega Ratio Rank
The Calmar Ratio Rank of PSL is 9090
Calmar Ratio Rank
The Martin Ratio Rank of PSL is 7676
Martin Ratio Rank

FSTA
The Risk-Adjusted Performance Rank of FSTA is 6969
Overall Rank
The Sharpe Ratio Rank of FSTA is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTA is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FSTA is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FSTA is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FSTA is 6262
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.

PSL vs. FSTA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Consumer Staples Momentum ETF (PSL) and Fidelity MSCI Consumer Staples Index ETF (FSTA). 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.


Sharpe ratio
The chart of Sharpe ratio for PSL, currently valued at 2.03, compared to the broader market0.002.004.002.031.75
The chart of Sortino ratio for PSL, currently valued at 2.87, compared to the broader market0.005.0010.002.872.58
The chart of Omega ratio for PSL, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.30
The chart of Calmar ratio for PSL, currently valued at 3.87, compared to the broader market0.005.0010.0015.0020.003.872.43
The chart of Martin ratio for PSL, currently valued at 10.55, compared to the broader market0.0020.0040.0060.0080.00100.0010.557.43
PSL
FSTA

The current PSL Sharpe Ratio is 2.03, which is comparable to the FSTA Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of PSL and FSTA, 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 Ratio1.001.502.002.50SeptemberOctoberNovemberDecember2025February
2.03
1.75
PSL
FSTA

Dividends

PSL vs. FSTA - Dividend Comparison

PSL's dividend yield for the trailing twelve months is around 0.55%, less than FSTA's 2.15% yield.


TTM20242023202220212020201920182017201620152014
PSL
Invesco DWA Consumer Staples Momentum ETF
0.55%0.60%1.37%1.98%1.24%0.80%0.47%0.75%0.34%2.08%1.18%0.95%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.15%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%2.24%

Drawdowns

PSL vs. FSTA - Drawdown Comparison

The maximum PSL drawdown since its inception was -41.58%, which is greater than FSTA's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for PSL and FSTA. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.76%
-1.13%
PSL
FSTA

Volatility

PSL vs. FSTA - Volatility Comparison

The current volatility for Invesco DWA Consumer Staples Momentum ETF (PSL) is 3.51%, while Fidelity MSCI Consumer Staples Index ETF (FSTA) has a volatility of 3.99%. This indicates that PSL experiences smaller price fluctuations and is considered to be less risky than FSTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%SeptemberOctoberNovemberDecember2025February
3.51%
3.99%
PSL
FSTA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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