6PSC.DE vs. EURUSD=X
6PSC.DE (Invesco FTSE RAFI Europe UCITS ETF) is Europe Equities fund tracking the FTSE RAFI Europe, while EURUSD=X (EUR/USD) is a currency. Over the past 10 years, 6PSC.DE returned 10.23%/yr vs 0.00%/yr for EURUSD=X. At a correlation of -0.00, they often move in opposite directions.
Performance
6PSC.DE vs. EURUSD=X - Performance Comparison
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Different Trading Currencies
6PSC.DE is traded in EUR, while EURUSD=X is traded in USD. To make them comparable, the EURUSD=X values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 6PSC.DE achieves a 8.79% return, which is significantly higher than EURUSD=X's 0.02% return.
6PSC.DE
- 1D
- 0.50%
- 1M
- 1.19%
- YTD
- 8.79%
- 6M
- 11.76%
- 1Y
- 21.88%
- 3Y*
- 18.36%
- 5Y*
- 12.72%
- 10Y*
- 10.23%
EURUSD=X
- 1D
- 0.03%
- 1M
- 0.01%
- YTD
- 0.02%
- 6M
- -0.00%
- 1Y
- 0.02%
- 3Y*
- 0.01%
- 5Y*
- -0.00%
- 10Y*
- 0.00%
6PSC.DE vs. EURUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 8.79% | 28.47% | 10.65% | 16.01% | -4.18% | 26.14% | -8.74% | 22.28% | -11.68% | 10.84% |
EURUSD=X EUR/USD | 0.02% | -0.03% | 0.01% | 0.07% | -0.18% | 0.16% | -0.12% | 0.27% | -0.19% | 0.11% |
Correlation
The correlation between 6PSC.DE and EURUSD=X is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2009 | -0.00 |
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Return for Risk
6PSC.DE vs. EURUSD=X — Risk / Return Rank
6PSC.DE
EURUSD=X
6PSC.DE vs. EURUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) and EUR/USD (EURUSD=X). 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.
| 6PSC.DE | EURUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.00 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 0.03 | +2.63 |
| Martin ratioReturn relative to average drawdown | 9.93 | 0.15 | +9.78 |
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
| 6PSC.DE | EURUSD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.02 | +1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | -0.00 | +0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.00 | +0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.00 | +0.52 |
Drawdowns
6PSC.DE vs. EURUSD=X - Drawdown Comparison
The maximum 6PSC.DE drawdown since its inception was -39.52%, which is greater than EURUSD=X's maximum drawdown of -1.76%. Use the drawdown chart below to compare losses from any high point for 6PSC.DE and EURUSD=X.
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Drawdown Indicators
| 6PSC.DE | EURUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.52% | -1.76% | -37.76% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -0.43% | -7.80% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -0.81% | -14.63% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -0.81% | -17.13% |
Max Drawdown (10Y)Largest decline over 10 years | -39.52% | -1.22% | -38.30% |
Current DrawdownCurrent decline from peak | -1.23% | -0.72% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -0.72% | -6.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 0.09% | +2.12% |
Volatility
6PSC.DE vs. EURUSD=X - Volatility Comparison
Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) has a higher volatility of 3.45% compared to EUR/USD (EURUSD=X) at 0.23%. This indicates that 6PSC.DE's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 6PSC.DE | EURUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 0.23% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 0.56% | +8.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 0.75% | +10.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 0.74% | +13.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 1.15% | +16.19% |
Frequently Asked Questions
6PSC.DE and EURUSD=X have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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