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XTN vs. PSCC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XTN and PSCC is 0.59, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

XTN vs. PSCC - Performance Comparison

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

200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
208.74%
328.99%
XTN
PSCC

Key characteristics

Sharpe Ratio

XTN:

-0.35

PSCC:

-0.15

Sortino Ratio

XTN:

-0.33

PSCC:

-0.09

Omega Ratio

XTN:

0.96

PSCC:

0.99

Calmar Ratio

XTN:

-0.29

PSCC:

-0.13

Martin Ratio

XTN:

-0.93

PSCC:

-0.38

Ulcer Index

XTN:

10.61%

PSCC:

7.17%

Daily Std Dev

XTN:

28.57%

PSCC:

17.99%

Max Drawdown

XTN:

-43.77%

PSCC:

-33.61%

Current Drawdown

XTN:

-26.24%

PSCC:

-15.41%

Returns By Period

In the year-to-date period, XTN achieves a -18.35% return, which is significantly lower than PSCC's -9.50% return. Over the past 10 years, XTN has underperformed PSCC with an annualized return of 4.09%, while PSCC has yielded a comparatively higher 8.34% annualized return.


XTN

YTD

-18.35%

1M

-7.12%

6M

-14.77%

1Y

-8.47%

5Y*

10.36%

10Y*

4.09%

PSCC

YTD

-9.50%

1M

-0.90%

6M

-6.62%

1Y

-1.22%

5Y*

11.18%

10Y*

8.34%

*Annualized

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XTN vs. PSCC - Expense Ratio Comparison

XTN has a 0.35% expense ratio, which is higher than PSCC's 0.29% expense ratio.


Expense ratio chart for XTN: 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%
XTN: 0.35%
Expense ratio chart for PSCC: 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%
PSCC: 0.29%

Risk-Adjusted Performance

XTN vs. PSCC — Risk-Adjusted Performance Rank

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

XTN
The Risk-Adjusted Performance Rank of XTN is 88
Overall Rank
The Sharpe Ratio Rank of XTN is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of XTN is 88
Sortino Ratio Rank
The Omega Ratio Rank of XTN is 88
Omega Ratio Rank
The Calmar Ratio Rank of XTN is 77
Calmar Ratio Rank
The Martin Ratio Rank of XTN is 77
Martin Ratio Rank

PSCC
The Risk-Adjusted Performance Rank of PSCC is 1212
Overall Rank
The Sharpe Ratio Rank of PSCC is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of PSCC is 1212
Sortino Ratio Rank
The Omega Ratio Rank of PSCC is 1212
Omega Ratio Rank
The Calmar Ratio Rank of PSCC is 1111
Calmar Ratio Rank
The Martin Ratio Rank of PSCC is 1313
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.

XTN vs. PSCC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Transportation ETF (XTN) 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.


The chart of Sharpe ratio for XTN, currently valued at -0.36, compared to the broader market-1.000.001.002.003.004.00
XTN: -0.36
PSCC: -0.15
The chart of Sortino ratio for XTN, currently valued at -0.35, compared to the broader market-2.000.002.004.006.008.00
XTN: -0.35
PSCC: -0.09
The chart of Omega ratio for XTN, currently valued at 0.96, compared to the broader market0.501.001.502.002.50
XTN: 0.96
PSCC: 0.99
The chart of Calmar ratio for XTN, currently valued at -0.30, compared to the broader market0.002.004.006.008.0010.0012.00
XTN: -0.30
PSCC: -0.13
The chart of Martin ratio for XTN, currently valued at -0.96, compared to the broader market0.0020.0040.0060.00
XTN: -0.96
PSCC: -0.38

The current XTN Sharpe Ratio is -0.35, which is lower than the PSCC Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of XTN 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.36
-0.15
XTN
PSCC

Dividends

XTN vs. PSCC - Dividend Comparison

XTN's dividend yield for the trailing twelve months is around 1.11%, less than PSCC's 2.21% yield.


TTM20242023202220212020201920182017201620152014
XTN
SPDR S&P Transportation ETF
1.11%0.93%0.73%1.04%1.02%0.75%1.17%0.98%0.64%0.66%1.03%0.39%
PSCC
Invesco S&P SmallCap Consumer Staples ETF
2.21%1.88%1.49%1.29%1.21%1.59%1.77%0.94%1.25%1.48%1.34%1.60%

Drawdowns

XTN vs. PSCC - Drawdown Comparison

The maximum XTN drawdown since its inception was -43.77%, which is greater than PSCC's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for XTN and PSCC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.24%
-15.41%
XTN
PSCC

Volatility

XTN vs. PSCC - Volatility Comparison

SPDR S&P Transportation ETF (XTN) has a higher volatility of 19.40% compared to Invesco S&P SmallCap Consumer Staples ETF (PSCC) at 8.50%. This indicates that XTN's price experiences larger fluctuations and is considered to be riskier than PSCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.40%
8.50%
XTN
PSCC