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GB1E.DE vs. 6PSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GB1E.DE vs. 6PSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.DE) and Invesco MSCI USA UCITS ETF Dist (6PSE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GB1E.DE achieves a 0.54% return, which is significantly lower than 6PSE.DE's 11.33% return.


GB1E.DE

1D
-0.14%
1M
-0.35%
YTD
0.54%
6M
0.93%
1Y
3.91%
3Y*
6.25%
5Y*
10Y*

6PSE.DE

1D
-0.18%
1M
4.51%
YTD
11.33%
6M
10.72%
1Y
25.24%
3Y*
19.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GB1E.DE vs. 6PSE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
GB1E.DE
Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc
0.54%5.84%5.89%6.21%
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
11.33%4.78%32.52%16.39%

Correlation

The correlation between GB1E.DE and 6PSE.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.46

The correlation between GB1E.DE and 6PSE.DE has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.

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Return for Risk

GB1E.DE vs. 6PSE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GB1E.DE
GB1E.DE Risk / Return Rank: 3030
Overall Rank
GB1E.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GB1E.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
GB1E.DE Omega Ratio Rank: 3030
Omega Ratio Rank
GB1E.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
GB1E.DE Martin Ratio Rank: 3535
Martin Ratio Rank

6PSE.DE
6PSE.DE Risk / Return Rank: 6767
Overall Rank
6PSE.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
6PSE.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
6PSE.DE Omega Ratio Rank: 6868
Omega Ratio Rank
6PSE.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
6PSE.DE Martin Ratio Rank: 6666
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.

GB1E.DE vs. 6PSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.DE) and Invesco MSCI USA UCITS ETF Dist (6PSE.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.


GB1E.DE6PSE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.20

1.40

-0.20

Calmar ratioReturn relative to maximum drawdown

1.24

3.44

-2.20

Martin ratioReturn relative to average drawdown

5.22

11.99

-6.78

GB1E.DE vs. 6PSE.DE - Sharpe Ratio Comparison

The current GB1E.DE Sharpe Ratio is 0.99, which is lower than the 6PSE.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of GB1E.DE and 6PSE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GB1E.DE6PSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.15

-1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

0.93

+0.44

Drawdowns

GB1E.DE vs. 6PSE.DE - Drawdown Comparison

The maximum GB1E.DE drawdown since its inception was -4.31%, smaller than the maximum 6PSE.DE drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for GB1E.DE and 6PSE.DE.


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Drawdown Indicators


GB1E.DE6PSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.31%

-23.70%

+19.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-7.31%

+4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-4.31%

-23.70%

+19.39%

Current Drawdown

Current decline from peak

-0.53%

-0.41%

-0.12%

Average Drawdown

Average peak-to-trough decline

-0.56%

-4.83%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

2.10%

-1.36%

Volatility

GB1E.DE vs. 6PSE.DE - Volatility Comparison

The current volatility for Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc (GB1E.DE) is 1.09%, while Invesco MSCI USA UCITS ETF Dist (6PSE.DE) has a volatility of 2.73%. This indicates that GB1E.DE experiences smaller price fluctuations and is considered to be less risky than 6PSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GB1E.DE6PSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

2.73%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

3.34%

7.68%

-4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

11.65%

-7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.28%

15.41%

-11.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.28%

15.41%

-11.13%

GB1E.DE vs. 6PSE.DE - Expense Ratio Comparison

GB1E.DE has a 0.30% expense ratio, which is higher than 6PSE.DE's 0.05% expense ratio.


Dividends

GB1E.DE vs. 6PSE.DE - Dividend Comparison

GB1E.DE has not paid dividends to shareholders, while 6PSE.DE's dividend yield for the trailing twelve months is around 1.05%.


PositionTTM2025202420232022
6PSE.DE
Invesco MSCI USA UCITS ETF Dist
1.05%1.16%1.26%1.51%1.69%
GB1E.DE
Invesco Global High Yield Corporate Bond ESG Climate Transition UCITS ETF EUR PfHdg Acc
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GB1E.DE and 6PSE.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 6PSE.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6PSE.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for GB1E.DE.

GB1E.DE is categorized as High Yield Bonds, while 6PSE.DE is Large Cap Blend Equities. GB1E.DE tracks Bloomberg MSCI Global High Yield Liquid Corporate Climate Transition ESG Bond Index, while 6PSE.DE tracks MSCI USA. Their fees differ too: 0.30% for GB1E.DE and 0.05% for 6PSE.DE.

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