USCL vs. PSCX
Compare and contrast key facts about Ishares Climate Conscious & Transition MSCI USA ETF (USCL) and Pacer Swan SOS Conservative (December) ETF (PSCX).
USCL and PSCX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USCL is a passively managed fund by iShares that tracks the performance of the MSCI USA Extended Climate Action Index - Benchmark TR Gross. It was launched on Jun 6, 2023. PSCX is an actively managed fund by Pacer. It was launched on Dec 22, 2020.
Performance
USCL vs. PSCX - Performance Comparison
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USCL vs. PSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
USCL Ishares Climate Conscious & Transition MSCI USA ETF | -6.39% | 14.26% | 27.04% | 12.71% |
PSCX Pacer Swan SOS Conservative (December) ETF | -1.88% | 12.08% | 13.27% | 7.39% |
Returns By Period
In the year-to-date period, USCL achieves a -6.39% return, which is significantly lower than PSCX's -1.88% return.
USCL
- 1D
- 2.77%
- 1M
- -4.54%
- YTD
- -6.39%
- 6M
- -4.62%
- 1Y
- 11.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PSCX
- 1D
- 1.43%
- 1M
- -2.32%
- YTD
- -1.88%
- 6M
- 0.91%
- 1Y
- 12.02%
- 3Y*
- 11.44%
- 5Y*
- 7.30%
- 10Y*
- —
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USCL vs. PSCX - Expense Ratio Comparison
USCL has a 0.08% expense ratio, which is lower than PSCX's 0.75% expense ratio.
Return for Risk
USCL vs. PSCX — Risk / Return Rank
USCL
PSCX
USCL vs. PSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Climate Conscious & Transition MSCI USA ETF (USCL) and Pacer Swan SOS Conservative (December) ETF (PSCX). 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.
| USCL | PSCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 1.37 | -0.72 |
Sortino ratioReturn per unit of downside risk | 1.05 | 2.05 | -1.00 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.32 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.99 | -0.96 |
Martin ratioReturn relative to average drawdown | 4.13 | 10.21 | -6.08 |
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
| USCL | PSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.37 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 1.10 | -0.01 |
Correlation
The correlation between USCL and PSCX is 0.89, 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.
Dividends
USCL vs. PSCX - Dividend Comparison
USCL's dividend yield for the trailing twelve months is around 1.23%, while PSCX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
USCL Ishares Climate Conscious & Transition MSCI USA ETF | 1.23% | 1.10% | 1.18% | 0.85% |
PSCX Pacer Swan SOS Conservative (December) ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
USCL vs. PSCX - Drawdown Comparison
The maximum USCL drawdown since its inception was -19.00%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for USCL and PSCX.
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Drawdown Indicators
| USCL | PSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.00% | -10.20% | -8.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -6.15% | -5.79% |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.20% | — |
Current DrawdownCurrent decline from peak | -7.75% | -2.84% | -4.91% |
Average DrawdownAverage peak-to-trough decline | -2.33% | -1.92% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 1.20% | +1.78% |
Volatility
USCL vs. PSCX - Volatility Comparison
Ishares Climate Conscious & Transition MSCI USA ETF (USCL) has a higher volatility of 5.19% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 2.81%. This indicates that USCL's price experiences larger fluctuations and is considered to be riskier than PSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCL | PSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 2.81% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 4.31% | +5.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 8.83% | +9.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 7.06% | +7.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 7.02% | +8.02% |