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Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B23D8S39
WKNA0M2EA
IssuerInvesco
Inception DateNov 12, 2007
CategoryLarge Cap Value Equities
Index TrackedFTSE RAFI US 1000
DomicileIreland
Distribution PolicyDistributing
Asset ClassEquity

Expense Ratio

6PSA.DE has a high expense ratio of 0.39%, indicating higher-than-average management fees.


Expense ratio chart for 6PSA.DE: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Share Price Chart


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Compare to other instruments

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Invesco FTSE RAFI US 1000 UCITS ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Invesco FTSE RAFI US 1000 UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%350.00%400.00%450.00%December2024FebruaryMarchAprilMay
457.56%
369.79%
6PSA.DE (Invesco FTSE RAFI US 1000 UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco FTSE RAFI US 1000 UCITS ETF had a return of 8.14% year-to-date (YTD) and 23.93% in the last 12 months. Over the past 10 years, Invesco FTSE RAFI US 1000 UCITS ETF had an annualized return of 12.51%, outperforming the S&P 500 benchmark which had an annualized return of 10.64%.


PeriodReturnBenchmark
Year-To-Date8.14%7.50%
1 month-1.96%-1.61%
6 months14.88%17.65%
1 year23.93%26.26%
5 years (annualized)11.80%11.73%
10 years (annualized)12.51%10.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.46%2.93%4.69%-2.56%
2023-3.55%4.74%4.41%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 6PSA.DE is 87, placing it in the top 13% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 6PSA.DE is 8787
Invesco FTSE RAFI US 1000 UCITS ETF(6PSA.DE)
The Sharpe Ratio Rank of 6PSA.DE is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of 6PSA.DE is 8888Sortino Ratio Rank
The Omega Ratio Rank of 6PSA.DE is 8888Omega Ratio Rank
The Calmar Ratio Rank of 6PSA.DE is 8282Calmar Ratio Rank
The Martin Ratio Rank of 6PSA.DE is 8686Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


6PSA.DE
Sharpe ratio
The chart of Sharpe ratio for 6PSA.DE, currently valued at 2.22, compared to the broader market0.002.004.002.22
Sortino ratio
The chart of Sortino ratio for 6PSA.DE, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for 6PSA.DE, currently valued at 1.40, compared to the broader market0.501.001.502.002.501.40
Calmar ratio
The chart of Calmar ratio for 6PSA.DE, currently valued at 1.80, compared to the broader market0.002.004.006.008.0010.0012.001.80
Martin ratio
The chart of Martin ratio for 6PSA.DE, currently valued at 10.41, compared to the broader market0.0020.0040.0060.0080.0010.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.0012.001.65
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.41, compared to the broader market0.0020.0040.0060.0080.008.41

Sharpe Ratio

The current Invesco FTSE RAFI US 1000 UCITS ETF Sharpe ratio is 2.22. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco FTSE RAFI US 1000 UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
2.22
2.58
6PSA.DE (Invesco FTSE RAFI US 1000 UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco FTSE RAFI US 1000 UCITS ETF granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to €0.00 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend€0.00€0.00€0.42€0.32€0.32€0.31€0.26€0.26€0.24€0.22€0.21€0.15

Dividend yield

0.00%0.00%1.75%1.27%1.77%1.63%1.79%1.62%1.54%1.66%1.63%1.46%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco FTSE RAFI US 1000 UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.09€0.00€0.00€0.11€0.00€0.00€0.12€0.00€0.00€0.11
2021€0.00€0.00€0.07€0.00€0.00€0.08€0.00€0.00€0.08€0.00€0.00€0.09
2020€0.00€0.00€0.09€0.00€0.00€0.09€0.00€0.00€0.07€0.00€0.00€0.07
2019€0.00€0.00€0.08€0.00€0.00€0.08€0.00€0.00€0.08€0.00€0.00€0.07
2018€0.00€0.00€0.06€0.00€0.00€0.07€0.00€0.00€0.06€0.00€0.00€0.07
2017€0.00€0.00€0.06€0.00€0.00€0.07€0.00€0.00€0.07€0.00€0.00€0.06
2016€0.00€0.00€0.06€0.00€0.00€0.06€0.00€0.00€0.06€0.00€0.00€0.06
2015€0.00€0.00€0.06€0.00€0.00€0.05€0.00€0.00€0.05€0.00€0.00€0.06
2014€0.04€0.00€0.00€0.04€0.00€0.00€0.04€0.00€0.00€0.05€0.00€0.05
2013€0.04€0.00€0.04€0.00€0.00€0.00€0.04€0.00€0.00€0.04€0.00€0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-3.01%
-2.38%
6PSA.DE (Invesco FTSE RAFI US 1000 UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco FTSE RAFI US 1000 UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco FTSE RAFI US 1000 UCITS ETF was 41.48%, occurring on Feb 18, 2009. Recovery took 109 trading sessions.

The current Invesco FTSE RAFI US 1000 UCITS ETF drawdown is 3.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.48%Nov 26, 200726Feb 18, 2009109Mar 25, 2010135
-37.46%Feb 20, 202023Mar 23, 2020222Feb 8, 2021245
-22.21%Feb 18, 201194Aug 9, 201171Jan 6, 2012165
-21.28%Apr 16, 2015210Feb 11, 2016190Nov 9, 2016400
-15.63%Oct 10, 201854Dec 27, 201868Apr 4, 2019122

Volatility

Volatility Chart

The current Invesco FTSE RAFI US 1000 UCITS ETF volatility is 2.74%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
2.74%
3.64%
6PSA.DE (Invesco FTSE RAFI US 1000 UCITS ETF)
Benchmark (^GSPC)