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 (Euro / U.S. Dollar) is a currency. Over the past 10 years, 6PSC.DE returned 10.58%/yr vs -0.00%/yr for EURUSD=X. At a correlation of -0.01, they often move in opposite directions.
Performance
6PSC.DE vs. EURUSD=X - Performance Comparison
Loading charts...
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
6PSC.DE
- 1D
- 0.06%
- 1M
- 1.27%
- 6M
- 7.74%
- YTD
- 10.74%
- 1Y
- 24.29%
- 3Y*
- 18.55%
- 5Y*
- 13.63%
- 10Y*
- 10.58%
EURUSD=X
- 1D
- -0.01%
- 1M
- -0.01%
- 6M
- -0.00%
- YTD
- 0.00%
- 1Y
- -0.03%
- 3Y*
- 0.00%
- 5Y*
- 0.01%
- 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 | 10.74% | 28.46% | 10.59% | 16.06% | -4.17% | 26.14% | -8.77% | 22.32% | -11.75% | 10.75% |
EURUSD=X Euro / U.S. Dollar | 0.00% | -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 -0.00, 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 | -0.00 |
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 | 0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 2007 | -0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 Euro / U.S. Dollar (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 6PSC.DE | EURUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.11 | ||
| Sortino ratioReturn per unit of downside risk | +2.86 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.99 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | -0.05 | +3.00 |
| Martin ratioReturn relative to average drawdown | 11.03 | -0.24 | +11.26 |
Loading charts...
Drawdowns
6PSC.DE vs. EURUSD=X - Drawdown Comparison
The maximum 6PSC.DE drawdown since its inception was -50.99%, 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.
Loading charts...
Drawdown Indicators
| 6PSC.DE | EURUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -1.76% | -49.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -0.43% | -7.78% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -0.81% | -14.63% |
Max Drawdown (5Y)Largest decline over 5 years | -17.88% | -0.81% | -17.07% |
Max Drawdown (10Y)Largest decline over 10 years | -39.53% | -1.22% | -38.31% |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -11.92% | -0.72% | -11.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 0.09% | +2.11% |
Volatility
6PSC.DE vs. EURUSD=X - Volatility Comparison
Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) has a higher volatility of 3.20% compared to Euro / U.S. Dollar (EURUSD=X) at 0.15%. 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.
Loading charts...
Volatility by Period
| 6PSC.DE | EURUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 0.15% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 0.60% | +8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.66% | 0.75% | +10.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.34% | 0.74% | +13.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 1.14% | +15.26% |
Frequently Asked Questions
6PSC.DE and EURUSD=X have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for 6PSC.DE and EURUSD=X
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer