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

Performance

6PSA.DE vs. WTV - 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 WisdomTree US Value ETF (WTV). The values are adjusted to include any dividend payments, if applicable.

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6PSA.DE vs. WTV - 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%-0.63%
WTV
WisdomTree US Value ETF
3.34%0.04%32.17%18.68%-2.37%40.36%-2.60%32.62%-3.98%-0.99%
Different Trading Currencies

6PSA.DE is traded in EUR, while WTV is traded in USD. To make them comparable, the WTV 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 lower than WTV's 3.34% 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%

WTV

1D
-0.41%
1M
-3.50%
YTD
3.34%
6M
6.24%
1Y
8.95%
3Y*
16.76%
5Y*
13.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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6PSA.DE vs. WTV - Expense Ratio Comparison

6PSA.DE has a 0.39% expense ratio, which is higher than WTV's 0.12% expense ratio.


Return for Risk

6PSA.DE vs. WTV — 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

WTV
WTV Risk / Return Rank: 5151
Overall Rank
WTV Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
WTV Sortino Ratio Rank: 5151
Sortino Ratio Rank
WTV Omega Ratio Rank: 5454
Omega Ratio Rank
WTV Calmar Ratio Rank: 4848
Calmar Ratio Rank
WTV Martin Ratio Rank: 5555
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. WTV - 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 WisdomTree US Value ETF (WTV). 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.DEWTVDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.44

+0.21

Sortino ratio

Return per unit of downside risk

0.93

0.73

+0.21

Omega ratio

Gain probability vs. loss probability

1.14

1.11

+0.03

Calmar ratio

Return relative to maximum drawdown

1.10

0.62

+0.48

Martin ratio

Return relative to average drawdown

4.94

2.36

+2.59

6PSA.DE vs. WTV - Sharpe Ratio Comparison

The current 6PSA.DE Sharpe Ratio is 0.65, which is higher than the WTV Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of 6PSA.DE and WTV, 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.DEWTVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.44

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.78

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.63

+0.28

Correlation

The correlation between 6PSA.DE and WTV is 0.54, 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. WTV - Dividend Comparison

6PSA.DE's dividend yield for the trailing twelve months is around 1.35%, less than WTV's 1.79% 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%
WTV
WisdomTree US Value ETF
1.79%1.59%1.54%1.62%2.08%1.55%1.63%1.44%1.94%0.41%0.00%0.00%

Drawdowns

6PSA.DE vs. WTV - Drawdown Comparison

The maximum 6PSA.DE drawdown since its inception was -37.32%, smaller than the maximum WTV drawdown of -41.07%. Use the drawdown chart below to compare losses from any high point for 6PSA.DE and WTV.


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Drawdown Indicators


6PSA.DEWTVDifference

Max Drawdown

Largest peak-to-trough decline

-37.32%

-42.18%

+4.86%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-13.20%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-21.10%

-19.30%

-1.80%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

-2.58%

-5.71%

+3.13%

Average Drawdown

Average peak-to-trough decline

-4.87%

-5.13%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

3.04%

-0.94%

Volatility

6PSA.DE vs. WTV - Volatility Comparison

Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) has a higher volatility of 3.05% compared to WisdomTree US Value ETF (WTV) at 2.89%. This indicates that 6PSA.DE's price experiences larger fluctuations and is considered to be riskier than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


6PSA.DEWTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

2.89%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.17%

9.40%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

20.40%

-4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

16.97%

-2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

20.66%

-2.63%