- Issuer
- Invesco
- Inception Date
- Nov 12, 2007
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Invesco RAFI US Fundamental Value UCITS ETF
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
PRUS.L Performance Chart
Invesco RAFI US Fundamental Value UCITS ETF (PRUS.L) is up 16.7% since the beginning of the year. PRUS.L is currently trading at $45 per share. Investors who bought $1,000 worth of PRUS.L shares 5 years ago would now be looking at an investment worth $1,822.
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Returns By Period
Invesco RAFI US Fundamental Value UCITS ETF (PRUS.L) has returned 16.66% so far this year and 28.96% over the past 12 months. Over the last ten years, PRUS.L has had an annualized return of 12.97%, just under the S&P 500 Index benchmark’s 13.36%.
Invesco RAFI US Fundamental Value UCITS ETF
- 1D
- 0.07%
- 1M
- 0.32%
- 6M
- 13.70%
- YTD
- 16.66%
- 1Y
- 28.96%
- 3Y*
- 19.39%
- 5Y*
- 12.75%
- 10Y*
- 12.97%
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
PRUS.L Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2008, PRUS.L's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2009 with a return of +18.3%, while the worst month was Oct 2008 at -18.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, PRUS.L closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +10.8%, while the worst single day was Dec 1, 2008 at -9.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.07% | 2.42% | -5.06% | 9.54% | 4.28% | 0.80% | 1.09% | 16.66% | |||||
| 2025 | 4.81% | -1.71% | -3.29% | -3.46% | 4.46% | 3.98% | 1.15% | 3.39% | 1.68% | 1.17% | 2.69% | 1.01% | 16.58% |
| 2024 | 1.57% | 2.56% | 4.99% | -3.61% | 1.63% | 1.44% | 4.28% | 0.64% | 1.74% | -0.06% | 6.15% | -5.56% | 16.26% |
| 2023 | 4.84% | -2.01% | -1.36% | 1.47% | -3.12% | 6.78% | 4.07% | -2.06% | -3.36% | -3.77% | 8.19% | 6.28% | 15.94% |
| 2022 | -2.19% | -0.18% | 3.95% | -5.41% | 0.04% | -9.03% | 5.94% | -1.42% | -8.19% | 9.30% | 3.24% | -2.68% | -8.01% |
| 2021 | 4.74% | 2.83% | 6.95% | 3.85% | 2.64% | -0.81% | 0.75% | 2.13% | -2.21% | 3.95% | -1.74% | 4.73% | 31.11% |
Benchmark Metrics
Invesco RAFI US Fundamental Value UCITS ETF has an annualized alpha of 3.67%, beta of 0.79, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since January 02, 2008.
- This ETF captured 101.36% of S&P 500 Index gains but only 95.15% of its losses - a favorable profile for investors.
- This ETF generated an annualized alpha of 3.67% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.67%
- Beta
- 0.79
- R²
- 0.60
- Upside Capture
- 101.36%
- Downside Capture
- 95.15%
Expense Ratio
PRUS.L has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PRUS.L ranks 94 for risk / return — in the top 94% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco RAFI US Fundamental Value UCITS ETF (PRUS.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRUS.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.31 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 5.01 | 2.35 | +2.66 |
| Martin ratioReturn relative to average drawdown | 19.05 | 10.19 | +8.86 |
Dividends
Dividend History
Invesco RAFI US Fundamental Value UCITS ETF provided a 1.16% dividend yield over the last twelve months, with an annual payout of $0.52 per share. The fund has been increasing its distributions for 10 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.52 | $0.52 | $0.50 | $0.46 | $0.44 | $0.37 | $0.36 | $0.34 | $0.31 | $0.29 | $0.27 | $0.24 |
Dividend yield | 1.16% | 1.36% | 1.49% | 1.56% | 1.72% | 1.32% | 1.66% | 1.64% | 1.83% | 1.55% | 1.62% | 1.68% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco RAFI US Fundamental Value UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.26 | |||||
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.52 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.14 | $0.50 |
| 2023 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.46 |
| 2022 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.44 |
| 2021 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.37 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco RAFI US Fundamental Value 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 RAFI US Fundamental Value UCITS ETF was 57.16%, occurring on Mar 9, 2009. Recovery took 468 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-57.16%Mar 2009 | 1y 2mo | 1y 10mo | 3y 12dJan 2008 - Jan 2011 | Financial crisis2007–2009 |
-37.86%Mar 2020 | 1mo 9d | 7mo 28d | 9mo 7dFeb 2020 - Nov 2020 | COVID crash2020 |
-21.87%Oct 2011 | 5mo 3d | 5mo 14d | 10mo 17dMay 2011 - Mar 2012 | — |
-19.36%Sep 2022 | 8mo 18d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 | Bear market2022 |
-18.36%Dec 2018 | 3mo 1d | 7mo 3d | 10mo 4dSep 2018 - Jul 2019 | Rate-hike selloffLate 2018 |
Drawdown Indicators
| PRUS.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.16% | -56.78% | -0.38% |
Max Drawdown (1Y)Largest decline over 1 year | -5.99% | -9.10% | +3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | -18.90% | +2.38% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | -25.43% | +6.07% |
Max Drawdown (10Y)Largest decline over 10 years | -37.86% | -33.92% | -3.94% |
Current DrawdownCurrent decline from peak | 0.00% | -0.49% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -6.71% | -10.70% | +3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 2.09% | -0.51% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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