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6PSA.DE vs. PSWD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

6PSA.DE vs. PSWD.DE - 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 Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE). The values are adjusted to include any dividend payments, if applicable.

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6PSA.DE vs. PSWD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
4.56%14.64%17.68%12.73%-3.63%31.90%-3.90%26.32%-9.60%5.60%

Returns By Period

In the year-to-date period, 6PSA.DE achieves a 3.10% return, which is significantly lower than PSWD.DE's 4.56% return. Over the past 10 years, 6PSA.DE has outperformed PSWD.DE with an annualized return of 11.97%, while PSWD.DE has yielded a comparatively lower 11.15% annualized return.


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%

PSWD.DE

1D
1.74%
1M
-3.21%
YTD
4.56%
6M
10.38%
1Y
17.47%
3Y*
15.89%
5Y*
11.74%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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6PSA.DE vs. PSWD.DE - Expense Ratio Comparison

Both 6PSA.DE and PSWD.DE have an expense ratio of 0.39%.


Return for Risk

6PSA.DE vs. PSWD.DE — 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: 3636
Overall Rank
6PSA.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
6PSA.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
6PSA.DE Omega Ratio Rank: 3232
Omega Ratio Rank
6PSA.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
6PSA.DE Martin Ratio Rank: 4747
Martin Ratio Rank

PSWD.DE
PSWD.DE Risk / Return Rank: 6565
Overall Rank
PSWD.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PSWD.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
PSWD.DE Omega Ratio Rank: 6464
Omega Ratio Rank
PSWD.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
PSWD.DE Martin Ratio Rank: 7878
Martin Ratio Rank
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. PSWD.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 FTSE RAFI All World 3000 UCITS ETF (PSWD.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.DEPSWD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.17

-0.52

Sortino ratio

Return per unit of downside risk

0.93

1.54

-0.60

Omega ratio

Gain probability vs. loss probability

1.14

1.25

-0.10

Calmar ratio

Return relative to maximum drawdown

1.10

1.82

-0.72

Martin ratio

Return relative to average drawdown

4.94

9.09

-4.14

6PSA.DE vs. PSWD.DE - Sharpe Ratio Comparison

The current 6PSA.DE Sharpe Ratio is 0.65, which is lower than the PSWD.DE Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of 6PSA.DE and PSWD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


6PSA.DEPSWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.17

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.88

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.74

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.62

+0.28

Correlation

The correlation between 6PSA.DE and PSWD.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

6PSA.DE vs. PSWD.DE - Dividend Comparison

6PSA.DE's dividend yield for the trailing twelve months is around 1.35%, less than PSWD.DE's 1.95% yield.


TTM20252024202320222021202020192018201720162015
6PSA.DE
Invesco FTSE RAFI US 1000 UCITS ETF
1.35%1.39%1.45%1.60%1.75%1.27%1.77%1.62%1.83%1.62%1.54%1.65%
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
1.95%2.03%2.27%2.48%2.66%1.92%1.98%2.37%2.56%2.06%1.97%2.02%

Drawdowns

6PSA.DE vs. PSWD.DE - Drawdown Comparison

The maximum 6PSA.DE drawdown since its inception was -37.32%, roughly equal to the maximum PSWD.DE drawdown of -36.39%. Use the drawdown chart below to compare losses from any high point for 6PSA.DE and PSWD.DE.


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Drawdown Indicators


6PSA.DEPSWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.32%

-36.39%

-0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-13.81%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-21.10%

-18.19%

-2.91%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

-36.39%

-0.93%

Current Drawdown

Current decline from peak

-2.58%

-3.51%

+0.93%

Average Drawdown

Average peak-to-trough decline

-4.87%

-4.71%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

1.97%

+0.13%

Volatility

6PSA.DE vs. PSWD.DE - Volatility Comparison

The current volatility for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) is 3.05%, while Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) has a volatility of 4.42%. This indicates that 6PSA.DE experiences smaller price fluctuations and is considered to be less risky than PSWD.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.DEPSWD.DEDifference

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%

8.10%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

14.85%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

13.16%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

15.29%

+2.74%