Correlation
The correlation between 6PSK.DE and PSRM.L is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
6PSK.DE vs. PSRM.L
Compare and contrast key facts about Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) and Invesco FTSE RAFI Emerging Markets UCITS ETF (PSRM.L).
6PSK.DE and PSRM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 6PSK.DE is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI Emerging Markets. It was launched on Nov 12, 2007. PSRM.L is a passively managed fund by Invesco that tracks the performance of the MSCI EM NR USD. It was launched on Nov 12, 2007. Both 6PSK.DE and PSRM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 6PSK.DE or PSRM.L.
Performance
6PSK.DE vs. PSRM.L - Performance Comparison
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Key characteristics
6PSK.DE:
0.48
PSRM.L:
0.46
6PSK.DE:
0.88
PSRM.L:
0.82
6PSK.DE:
1.12
PSRM.L:
1.11
6PSK.DE:
0.58
PSRM.L:
0.63
6PSK.DE:
1.93
PSRM.L:
1.89
6PSK.DE:
5.59%
PSRM.L:
4.84%
6PSK.DE:
20.06%
PSRM.L:
17.93%
6PSK.DE:
-41.85%
PSRM.L:
-44.21%
6PSK.DE:
-6.60%
PSRM.L:
-4.34%
Returns By Period
In the year-to-date period, 6PSK.DE achieves a 1.61% return, which is significantly lower than PSRM.L's 2.67% return. Over the past 10 years, 6PSK.DE has underperformed PSRM.L with an annualized return of 5.18%, while PSRM.L has yielded a comparatively higher 6.87% annualized return.
6PSK.DE
1.61%
5.23%
3.79%
9.04%
8.01%
11.27%
5.18%
PSRM.L
2.67%
4.11%
5.19%
8.32%
7.62%
9.77%
6.87%
Compare stocks, funds, or ETFs
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6PSK.DE vs. PSRM.L - Expense Ratio Comparison
Both 6PSK.DE and PSRM.L have an expense ratio of 0.49%.
Risk-Adjusted Performance
6PSK.DE vs. PSRM.L — Risk-Adjusted Performance Rank
6PSK.DE
PSRM.L
6PSK.DE vs. PSRM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) and Invesco FTSE RAFI Emerging Markets UCITS ETF (PSRM.L). 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.
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Dividends
6PSK.DE vs. PSRM.L - Dividend Comparison
6PSK.DE's dividend yield for the trailing twelve months is around 3.86%, which matches PSRM.L's 3.85% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
6PSK.DE Invesco FTSE RAFI Emerging Markets UCITS ETF | 3.86% | 3.41% | 4.28% | 5.89% | 3.35% | 2.70% | 2.64% | 2.97% | 2.46% | 1.89% | 3.16% | 2.90% |
PSRM.L Invesco FTSE RAFI Emerging Markets UCITS ETF | 3.85% | 3.44% | 4.21% | 5.74% | 3.36% | 2.70% | 2.76% | 2.92% | 2.43% | 1.88% | 3.15% | 2.93% |
Drawdowns
6PSK.DE vs. PSRM.L - Drawdown Comparison
The maximum 6PSK.DE drawdown since its inception was -41.85%, smaller than the maximum PSRM.L drawdown of -44.21%. Use the drawdown chart below to compare losses from any high point for 6PSK.DE and PSRM.L.
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Volatility
6PSK.DE vs. PSRM.L - Volatility Comparison
Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) has a higher volatility of 5.12% compared to Invesco FTSE RAFI Emerging Markets UCITS ETF (PSRM.L) at 3.85%. This indicates that 6PSK.DE's price experiences larger fluctuations and is considered to be riskier than PSRM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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