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XSW vs. PSCT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XSW and PSCT is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

XSW vs. PSCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Software & Services ETF (XSW) and Invesco S&P SmallCap Information Technology ETF (PSCT). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
549.58%
354.47%
XSW
PSCT

Key characteristics

Sharpe Ratio

XSW:

-0.14

PSCT:

-0.83

Sortino Ratio

XSW:

-0.02

PSCT:

-1.04

Omega Ratio

XSW:

1.00

PSCT:

0.87

Calmar Ratio

XSW:

-0.12

PSCT:

-0.70

Martin Ratio

XSW:

-0.45

PSCT:

-2.46

Ulcer Index

XSW:

7.54%

PSCT:

9.22%

Daily Std Dev

XSW:

24.96%

PSCT:

27.22%

Max Drawdown

XSW:

-45.38%

PSCT:

-40.44%

Current Drawdown

XSW:

-28.72%

PSCT:

-32.47%

Returns By Period

In the year-to-date period, XSW achieves a -22.78% return, which is significantly higher than PSCT's -26.15% return. Over the past 10 years, XSW has outperformed PSCT with an annualized return of 11.72%, while PSCT has yielded a comparatively lower 7.43% annualized return.


XSW

YTD

-22.78%

1M

-16.44%

6M

-8.92%

1Y

-2.92%

5Y*

14.19%

10Y*

11.72%

PSCT

YTD

-26.15%

1M

-18.04%

6M

-25.63%

1Y

-21.98%

5Y*

9.97%

10Y*

7.43%

*Annualized

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XSW vs. PSCT - Expense Ratio Comparison

XSW has a 0.35% expense ratio, which is higher than PSCT's 0.29% expense ratio.


XSW
SPDR S&P Software & Services ETF
Expense ratio chart for XSW: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XSW: 0.35%
Expense ratio chart for PSCT: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PSCT: 0.29%

Risk-Adjusted Performance

XSW vs. PSCT — Risk-Adjusted Performance Rank

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

XSW
The Risk-Adjusted Performance Rank of XSW is 2424
Overall Rank
The Sharpe Ratio Rank of XSW is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of XSW is 2525
Sortino Ratio Rank
The Omega Ratio Rank of XSW is 2525
Omega Ratio Rank
The Calmar Ratio Rank of XSW is 2424
Calmar Ratio Rank
The Martin Ratio Rank of XSW is 2424
Martin Ratio Rank

PSCT
The Risk-Adjusted Performance Rank of PSCT is 22
Overall Rank
The Sharpe Ratio Rank of PSCT is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCT is 22
Sortino Ratio Rank
The Omega Ratio Rank of PSCT is 22
Omega Ratio Rank
The Calmar Ratio Rank of PSCT is 22
Calmar Ratio Rank
The Martin Ratio Rank of PSCT is 11
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.

XSW vs. PSCT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Software & Services ETF (XSW) and Invesco S&P SmallCap Information Technology ETF (PSCT). 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 XSW, currently valued at -0.14, compared to the broader market-1.000.001.002.003.004.005.00
XSW: -0.14
PSCT: -0.83
The chart of Sortino ratio for XSW, currently valued at -0.02, compared to the broader market-2.000.002.004.006.008.0010.00
XSW: -0.02
PSCT: -1.04
The chart of Omega ratio for XSW, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
XSW: 1.00
PSCT: 0.87
The chart of Calmar ratio for XSW, currently valued at -0.12, compared to the broader market0.005.0010.0015.00
XSW: -0.12
PSCT: -0.70
The chart of Martin ratio for XSW, currently valued at -0.45, compared to the broader market0.0020.0040.0060.0080.00
XSW: -0.45
PSCT: -2.46

The current XSW Sharpe Ratio is -0.14, which is higher than the PSCT Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of XSW and PSCT, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.14
-0.83
XSW
PSCT

Dividends

XSW vs. PSCT - Dividend Comparison

XSW's dividend yield for the trailing twelve months is around 0.13%, more than PSCT's 0.01% yield.


TTM20242023202220212020201920182017201620152014
XSW
SPDR S&P Software & Services ETF
0.13%0.07%0.20%0.09%0.13%0.26%0.12%0.31%0.46%0.87%0.54%0.53%
PSCT
Invesco S&P SmallCap Information Technology ETF
0.01%0.01%0.02%0.00%0.01%0.08%0.22%0.47%0.19%0.25%0.15%0.13%

Drawdowns

XSW vs. PSCT - Drawdown Comparison

The maximum XSW drawdown since its inception was -45.38%, which is greater than PSCT's maximum drawdown of -40.44%. Use the drawdown chart below to compare losses from any high point for XSW and PSCT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.72%
-32.47%
XSW
PSCT

Volatility

XSW vs. PSCT - Volatility Comparison

The current volatility for SPDR S&P Software & Services ETF (XSW) is 12.48%, while Invesco S&P SmallCap Information Technology ETF (PSCT) has a volatility of 13.84%. This indicates that XSW experiences smaller price fluctuations and is considered to be less risky than PSCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.48%
13.84%
XSW
PSCT
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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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