PSL vs. SMOM
PSL (Invesco DWA Consumer Staples Momentum ETF) and SMOM (Symmetry Panoramic Sector Momentum ETF) are both exchange-traded funds - PSL is a Momentum fund tracking the DWA Consumer Staples Technical Leaders Index, while SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners. PSL is passively managed, while SMOM is actively managed. At a 0.27 correlation, their price movements are largely independent. PSL charges 0.60%/yr vs 0.63%/yr for SMOM.
Performance
PSL vs. SMOM - Performance Comparison
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Returns By Period
In the year-to-date period, PSL achieves a 9.10% return, which is significantly lower than SMOM's 9.82% return.
PSL
- 1D
- 0.57%
- 1M
- -1.77%
- YTD
- 9.10%
- 6M
- 9.15%
- 1Y
- -1.02%
- 3Y*
- 9.29%
- 5Y*
- 3.68%
- 10Y*
- 7.88%
SMOM
- 1D
- 0.27%
- 1M
- 5.93%
- YTD
- 9.82%
- 6M
- 10.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PSL vs. SMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PSL Invesco DWA Consumer Staples Momentum ETF | 9.10% | -8.79% |
SMOM Symmetry Panoramic Sector Momentum ETF | 9.82% | 2.81% |
Correlation
The correlation between PSL and SMOM is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 11, 2025 | 0.27 |
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Return for Risk
PSL vs. SMOM — Risk / Return Rank
PSL
SMOM
PSL vs. SMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Consumer Staples Momentum ETF (PSL) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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.
| PSL | SMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.00 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | — | — |
| Martin ratioReturn relative to average drawdown | -0.17 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSL | SMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 1.45 | -0.90 |
Drawdowns
PSL vs. SMOM - Drawdown Comparison
The maximum PSL drawdown since its inception was -41.58%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for PSL and SMOM.
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Drawdown Indicators
| PSL | SMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.58% | -7.45% | -34.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.64% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -13.64% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.67% | — | — |
Current DrawdownCurrent decline from peak | -6.41% | 0.00% | -6.41% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -1.48% | -4.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.09% | — | — |
Volatility
PSL vs. SMOM - Volatility Comparison
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Volatility by Period
| PSL | SMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 12.62% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.15% | 12.62% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 12.62% | +3.88% |
PSL vs. SMOM - Expense Ratio Comparison
PSL has a 0.60% expense ratio, which is lower than SMOM's 0.63% expense ratio.
Dividends
PSL vs. SMOM - Dividend Comparison
PSL's dividend yield for the trailing twelve months is around 0.84%, more than SMOM's 0.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSL Invesco DWA Consumer Staples Momentum ETF | 0.84% | 0.93% | 0.60% | 1.37% | 1.98% | 1.24% | 0.80% | 0.47% | 0.75% | 0.34% | 2.08% | 1.18% |
SMOM Symmetry Panoramic Sector Momentum ETF | 0.15% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PSL and SMOM have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PSL is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PSL is cheaper with a 0.60% expense ratio, compared with 0.63% for SMOM.
PSL has the higher dividend yield at 0.84%, compared with 0.15% for SMOM.
PSL is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Invesco and Symmetry Partners. Their fees differ too: 0.60% for PSL and 0.63% for SMOM.
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