6PSA.DE vs. P500.DE
6PSA.DE (Invesco FTSE RAFI US 1000 UCITS ETF) and P500.DE (Invesco S&P 500 UCITS ETF) are both exchange-traded funds - 6PSA.DE is a Large Cap Value Equities fund tracking the FTSE RAFI US 1000, while P500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, 6PSA.DE returned 12.86%/yr vs 15.16%/yr for P500.DE. A 0.66 correlation means they provide meaningful diversification when combined. 6PSA.DE charges 0.39%/yr vs 0.05%/yr for P500.DE.
Performance
6PSA.DE vs. P500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 6PSA.DE achieves a 16.30% return, which is significantly higher than P500.DE's 11.47% return. Over the past 10 years, 6PSA.DE has underperformed P500.DE with an annualized return of 12.86%, while P500.DE has yielded a comparatively higher 15.16% annualized return.
6PSA.DE
- 1D
- 0.32%
- 1M
- 4.24%
- YTD
- 16.30%
- 6M
- 16.15%
- 1Y
- 30.70%
- 3Y*
- 17.58%
- 5Y*
- 13.04%
- 10Y*
- 12.86%
P500.DE
- 1D
- -0.10%
- 1M
- 4.39%
- YTD
- 11.47%
- 6M
- 10.93%
- 1Y
- 25.73%
- 3Y*
- 19.07%
- 5Y*
- 14.99%
- 10Y*
- 15.16%
6PSA.DE vs. P500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
6PSA.DE Invesco FTSE RAFI US 1000 UCITS ETF | 16.30% | 3.95% | 22.90% | 12.04% | -2.95% | 42.89% | -3.49% | 33.30% | -7.23% | 1.48% |
P500.DE Invesco S&P 500 UCITS ETF | 11.47% | 4.88% | 32.56% | 22.69% | -14.05% | 41.05% | 7.04% | 34.88% | -0.84% | 6.71% |
Correlation
The correlation between 6PSA.DE and P500.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2011 | 0.66 |
The correlation between 6PSA.DE and P500.DE shifts across timeframes, from 0.66 (all time) to 0.84 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
6PSA.DE vs. P500.DE — Risk / Return Rank
6PSA.DE
P500.DE
6PSA.DE vs. P500.DE - 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 Invesco S&P 500 UCITS ETF (P500.DE). 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 | P500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.41 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 8.20 | 3.62 | +4.59 |
| Martin ratioReturn relative to average drawdown | 24.83 | 12.91 | +11.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 6PSA.DE | P500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.99 | 2.23 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.98 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.94 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 1.01 | -0.17 |
Drawdowns
6PSA.DE vs. P500.DE - Drawdown Comparison
The maximum 6PSA.DE drawdown since its inception was -41.53%, which is greater than P500.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for 6PSA.DE and P500.DE.
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Drawdown Indicators
| 6PSA.DE | P500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.53% | -33.78% | -7.75% |
Max Drawdown (1Y)Largest decline over 1 year | -3.68% | -7.11% | +3.43% |
Max Drawdown (3Y)Largest decline over 3 years | -21.10% | -23.34% | +2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -21.10% | -23.34% | +2.24% |
Max Drawdown (10Y)Largest decline over 10 years | -37.32% | -33.78% | -3.54% |
Current DrawdownCurrent decline from peak | 0.00% | -0.40% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -3.85% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 1.99% | -0.77% |
Volatility
6PSA.DE vs. P500.DE - Volatility Comparison
The current volatility for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) is 2.18%, while Invesco S&P 500 UCITS ETF (P500.DE) has a volatility of 2.65%. This indicates that 6PSA.DE experiences smaller price fluctuations and is considered to be less risky than P500.DE 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 | P500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.18% | 2.65% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.42% | 7.59% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.11% | 11.52% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 15.17% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 16.07% | +1.78% |
6PSA.DE vs. P500.DE - Expense Ratio Comparison
6PSA.DE has a 0.39% expense ratio, which is higher than P500.DE's 0.05% expense ratio.
Dividends
6PSA.DE vs. P500.DE - Dividend Comparison
6PSA.DE's dividend yield for the trailing twelve months is around 1.20%, while P500.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
6PSA.DE Invesco FTSE RAFI US 1000 UCITS ETF | 1.20% | 1.39% | 1.45% | 1.60% | 1.75% | 1.27% | 1.77% | 1.62% | 1.83% | 1.62% | 1.54% | 1.65% |
P500.DE Invesco S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
6PSA.DE and P500.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, P500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
P500.DE is cheaper with a 0.05% expense ratio, compared with 0.39% for 6PSA.DE.
6PSA.DE is categorized as Large Cap Value Equities, while P500.DE is S&P 500. 6PSA.DE tracks FTSE RAFI US 1000, while P500.DE tracks S&P 500 Index. Their fees differ too: 0.39% for 6PSA.DE and 0.05% for P500.DE.
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