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RSPS vs. PSCC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSPS vs. PSCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). The values are adjusted to include any dividend payments, if applicable.

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RSPS vs. PSCC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.40%-0.88%-1.47%-5.39%2.88%14.68%6.19%28.17%-10.86%14.20%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
1.80%-16.47%0.98%14.83%-6.66%28.82%11.17%17.39%-6.72%9.72%

Returns By Period

In the year-to-date period, RSPS achieves a 2.40% return, which is significantly higher than PSCC's 1.80% return. Over the past 10 years, RSPS has underperformed PSCC with an annualized return of 4.26%, while PSCC has yielded a comparatively higher 6.36% annualized return.


RSPS

1D
0.08%
1M
-10.53%
YTD
2.40%
6M
2.50%
1Y
-1.52%
3Y*
-2.00%
5Y*
1.31%
10Y*
4.26%

PSCC

1D
0.96%
1M
-10.43%
YTD
1.80%
6M
-3.60%
1Y
-8.21%
3Y*
-3.07%
5Y*
0.38%
10Y*
6.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSPS vs. PSCC - Expense Ratio Comparison

RSPS has a 0.40% expense ratio, which is higher than PSCC's 0.29% expense ratio.


Return for Risk

RSPS vs. PSCC — Risk / Return Rank

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

RSPS
RSPS Risk / Return Rank: 1010
Overall Rank
RSPS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
RSPS Sortino Ratio Rank: 99
Sortino Ratio Rank
RSPS Omega Ratio Rank: 99
Omega Ratio Rank
RSPS Calmar Ratio Rank: 1212
Calmar Ratio Rank
RSPS Martin Ratio Rank: 1212
Martin Ratio Rank

PSCC
PSCC Risk / Return Rank: 44
Overall Rank
PSCC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PSCC Sortino Ratio Rank: 44
Sortino Ratio Rank
PSCC Omega Ratio Rank: 44
Omega Ratio Rank
PSCC Calmar Ratio Rank: 44
Calmar Ratio Rank
PSCC Martin Ratio Rank: 55
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.

RSPS vs. PSCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). 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.


RSPSPSCCDifference

Sharpe ratio

Return per unit of total volatility

-0.10

-0.46

+0.35

Sortino ratio

Return per unit of downside risk

-0.04

-0.55

+0.51

Omega ratio

Gain probability vs. loss probability

0.99

0.94

+0.06

Calmar ratio

Return relative to maximum drawdown

-0.03

-0.50

+0.47

Martin ratio

Return relative to average drawdown

-0.07

-0.94

+0.87

RSPS vs. PSCC - Sharpe Ratio Comparison

The current RSPS Sharpe Ratio is -0.10, which is higher than the PSCC Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of RSPS and PSCC, 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


RSPSPSCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

-0.46

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.02

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.33

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.54

+0.03

Correlation

The correlation between RSPS and PSCC is 0.62, 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

RSPS vs. PSCC - Dividend Comparison

RSPS's dividend yield for the trailing twelve months is around 2.84%, more than PSCC's 2.19% yield.


TTM20252024202320222021202020192018201720162015
RSPS
Invesco S&P 500 Equal Weight Consumer Staples ETF
2.84%2.82%2.86%2.78%2.31%2.07%2.14%2.12%2.43%1.90%1.76%1.77%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
2.19%2.35%1.88%1.49%1.29%1.21%1.59%1.77%0.94%1.25%1.48%1.34%

Drawdowns

RSPS vs. PSCC - Drawdown Comparison

The maximum RSPS drawdown since its inception was -35.93%, which is greater than PSCC's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for RSPS and PSCC.


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Drawdown Indicators


RSPSPSCCDifference

Max Drawdown

Largest peak-to-trough decline

-35.93%

-33.61%

-2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-15.17%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-23.36%

+4.75%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

-33.61%

+8.19%

Current Drawdown

Current decline from peak

-10.60%

-20.52%

+9.92%

Average Drawdown

Average peak-to-trough decline

-5.00%

-5.84%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

8.07%

-3.54%

Volatility

RSPS vs. PSCC - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Consumer Staples ETF (RSPS) is 4.02%, while Invesco S&P SmallCap Consumer Staples ETF (PSCC) has a volatility of 4.93%. This indicates that RSPS experiences smaller price fluctuations and is considered to be less risky than PSCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPSPSCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

4.93%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

10.37%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.76%

18.06%

-3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.52%

18.32%

-4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

19.29%

-4.45%