6PSA.DE vs. ^GSPC
6PSA.DE (Invesco FTSE RAFI US 1000 UCITS ETF) is Large Cap Value Equities fund tracking the FTSE RAFI US 1000, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, 6PSA.DE returned 13.37%/yr vs 13.56%/yr for ^GSPC. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
6PSA.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
6PSA.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 6PSA.DE achieves a 18.51% return, which is significantly higher than ^GSPC's 11.08% return. Both investments have delivered pretty close results over the past 10 years, with 6PSA.DE having a 13.37% annualized return and ^GSPC not far ahead at 13.56%.
6PSA.DE
- 1D
- -0.28%
- 1M
- 2.85%
- YTD
- 18.51%
- 6M
- 19.13%
- 1Y
- 33.08%
- 3Y*
- 18.52%
- 5Y*
- 13.28%
- 10Y*
- 13.37%
^GSPC
- 1D
- -0.08%
- 1M
- 0.13%
- YTD
- 11.08%
- 6M
- 9.99%
- 1Y
- 23.85%
- 3Y*
- 17.70%
- 5Y*
- 12.53%
- 10Y*
- 13.56%
6PSA.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
6PSA.DE Invesco FTSE RAFI US 1000 UCITS ETF | 18.51% | 3.94% | 22.89% | 12.06% | -3.06% | 43.03% | -3.10% | 30.12% | -5.32% | 1.47% |
^GSPC S&P 500 Index | 11.08% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between 6PSA.DE and ^GSPC is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2007 | 0.51 |
The correlation between 6PSA.DE and ^GSPC has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.
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Return for Risk
6PSA.DE vs. ^GSPC — Risk / Return Rank
6PSA.DE
^GSPC
6PSA.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) and S&P 500 Index (^GSPC). 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.
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.
| 6PSA.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.35 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 8.99 | 3.17 | +5.82 |
| Martin ratioReturn relative to average drawdown | 27.82 | 11.71 | +16.11 |
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Drawdowns
6PSA.DE vs. ^GSPC - Drawdown Comparison
The maximum 6PSA.DE drawdown since its inception was -59.56%, which is greater than ^GSPC's maximum drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for 6PSA.DE and ^GSPC.
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Drawdown Indicators
| 6PSA.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.56% | -51.62% | -7.94% |
Max Drawdown (1Y)Largest decline over 1 year | -3.66% | -7.57% | +3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -21.08% | -23.99% | +2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -21.08% | -23.99% | +2.91% |
Max Drawdown (10Y)Largest decline over 10 years | -37.45% | -33.42% | -4.03% |
Current DrawdownCurrent decline from peak | -0.28% | -1.08% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -13.63% | -9.08% | -4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 2.04% | -0.85% |
Volatility
6PSA.DE vs. ^GSPC - Volatility Comparison
The current volatility for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) is 2.53%, while S&P 500 Index (^GSPC) has a volatility of 3.97%. This indicates that 6PSA.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 6PSA.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 3.97% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 6.64% | 9.16% | -2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.18% | 12.60% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.16% | 16.86% | -2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 18.61% | -2.46% |
Frequently Asked Questions
6PSA.DE and ^GSPC have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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