6PSA.DE vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) and S&P 500 Index (^GSPC).

6PSA.DE is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI US 1000. It was launched on Nov 12, 2007.

Performance

6PSA.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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	3.10%	3.95%	22.90%	12.04%	-2.95%	42.89%	-3.49%	33.30%	-7.23%	1.48%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

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 3.10% return, which is significantly higher than ^GSPC's -2.47% return. Both investments have delivered pretty close results over the past 10 years, with 6PSA.DE having a 11.97% annualized return and ^GSPC not far ahead at 12.07%.

6PSA.DE

• 1D: 0.93%
• 1M: -2.58%
• YTD: 3.10%
• 6M: 7.35%
• 1Y: 10.29%
• 3Y*: 13.99%
• 5Y*: 11.15%
• 10Y*: 11.97%

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

6PSA.DE vs. ^GSPC — Risk / Return Rank

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

6PSA.DE

6PSA.DE Risk / Return Rank: 36
6PSA.DE Sharpe Ratio Rank: 32
6PSA.DE Sortino Ratio Rank: 29
6PSA.DE Omega Ratio Rank: 32
6PSA.DE Calmar Ratio Rank: 38
6PSA.DE Martin Ratio Rank: 47

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	6PSA.DE	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.65	0.43	+0.22
Sortino ratio Return per unit of downside risk	0.93	0.73	+0.20
Omega ratio Gain probability vs. loss probability	1.14	1.12	+0.03
Calmar ratio Return relative to maximum drawdown	1.10	0.66	+0.44
Martin ratio Return relative to average drawdown	4.94	2.77	+2.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

6PSA.DE vs. ^GSPC - Sharpe Ratio Comparison

The current 6PSA.DE Sharpe Ratio is 0.65, which is higher than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of 6PSA.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	6PSA.DE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.65	0.43	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.64	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	0.65	+0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.45	+0.45

Correlation

The correlation between 6PSA.DE and ^GSPC is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

6PSA.DE vs. ^GSPC - Drawdown Comparison

The maximum 6PSA.DE drawdown since its inception was -37.32%, smaller than the maximum ^GSPC drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for 6PSA.DE and ^GSPC.

Drawdown Indicators

	6PSA.DE	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-37.32%	-56.78%	+19.46%
Max Drawdown (1Y) Largest decline over 1 year	-14.15%	-12.14%	-2.01%
Max Drawdown (5Y) Largest decline over 5 years	-21.10%	-25.43%	+4.33%
Max Drawdown (10Y) Largest decline over 10 years	-37.32%	-33.92%	-3.40%
Current Drawdown Current decline from peak	-2.58%	-5.78%	+3.20%
Average Drawdown Average peak-to-trough decline	-4.87%	-10.75%	+5.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	2.60%	-0.50%

Volatility

6PSA.DE vs. ^GSPC - Volatility Comparison

The current volatility for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) is 3.05%, while S&P 500 Index (^GSPC) has a volatility of 4.42%. 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.

Volatility by Period

	6PSA.DE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.05%	4.42%	-1.37%
Volatility (6M) Calculated over the trailing 6-month period	7.17%	9.93%	-2.76%
Volatility (1Y) Calculated over the trailing 1-year period	15.69%	20.69%	-5.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.37%	16.81%	-2.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.03%	18.63%	-0.60%