IMIB.L vs. PSRE.L
Compare and contrast key facts about iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) and Invesco FTSE RAFI Europe UCITS ETF (PSRE.L).
IMIB.L and PSRE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMIB.L is a passively managed fund by iShares that tracks the performance of the FTSE Italia AllShare TR EUR. It was launched on Jul 6, 2007. PSRE.L is a passively managed fund by Invesco that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Nov 12, 2007. Both IMIB.L and PSRE.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.
Performance
IMIB.L vs. PSRE.L - Performance Comparison
Loading graphics...
IMIB.L vs. PSRE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMIB.L iShares FTSE MIB UCITS ETF EUR (Dist) | 2.09% | 43.79% | 13.17% | 30.54% | -3.58% | 18.30% | 1.46% | 24.85% | -12.68% | 20.95% |
PSRE.L Invesco FTSE RAFI Europe UCITS ETF | 4.25% | 33.93% | 6.05% | 13.49% | 1.85% | 17.97% | -3.60% | 14.49% | -10.13% | 14.76% |
Returns By Period
In the year-to-date period, IMIB.L achieves a 2.09% return, which is significantly lower than PSRE.L's 4.25% return. Over the past 10 years, IMIB.L has outperformed PSRE.L with an annualized return of 14.75%, while PSRE.L has yielded a comparatively lower 11.12% annualized return.
IMIB.L
- 1D
- 3.10%
- 1M
- -1.56%
- YTD
- 2.09%
- 6M
- 7.69%
- 1Y
- 29.20%
- 3Y*
- 24.19%
- 5Y*
- 18.52%
- 10Y*
- 14.75%
PSRE.L
- 1D
- 1.26%
- 1M
- -3.02%
- YTD
- 4.25%
- 6M
- 11.53%
- 1Y
- 25.05%
- 3Y*
- 16.82%
- 5Y*
- 13.43%
- 10Y*
- 11.12%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IMIB.L vs. PSRE.L - Expense Ratio Comparison
IMIB.L has a 0.35% expense ratio, which is lower than PSRE.L's 0.39% expense ratio.
Return for Risk
IMIB.L vs. PSRE.L — Risk / Return Rank
IMIB.L
PSRE.L
IMIB.L vs. PSRE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) and Invesco FTSE RAFI Europe UCITS ETF (PSRE.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.
| IMIB.L | PSRE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 1.82 | -0.17 |
Sortino ratioReturn per unit of downside risk | 2.13 | 2.29 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.64 | +0.23 |
Martin ratioReturn relative to average drawdown | 9.72 | 9.96 | -0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IMIB.L | PSRE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.82 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 0.95 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.69 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.43 | -0.20 |
Correlation
The correlation between IMIB.L and PSRE.L is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IMIB.L vs. PSRE.L - Dividend Comparison
IMIB.L's dividend yield for the trailing twelve months is around 3.76%, more than PSRE.L's 2.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMIB.L iShares FTSE MIB UCITS ETF EUR (Dist) | 3.76% | 3.83% | 4.54% | 3.77% | 3.91% | 3.15% | 1.44% | 3.41% | 3.25% | 2.29% | 2.82% | 2.15% |
PSRE.L Invesco FTSE RAFI Europe UCITS ETF | 2.84% | 3.00% | 3.61% | 3.55% | 3.29% | 2.81% | 2.09% | 3.69% | 3.60% | 2.77% | 2.77% | 2.68% |
Drawdowns
IMIB.L vs. PSRE.L - Drawdown Comparison
The maximum IMIB.L drawdown since its inception was -59.82%, which is greater than PSRE.L's maximum drawdown of -35.69%. Use the drawdown chart below to compare losses from any high point for IMIB.L and PSRE.L.
Loading graphics...
Drawdown Indicators
| IMIB.L | PSRE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.82% | -35.69% | -24.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -10.07% | -2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | -15.92% | -8.14% |
Max Drawdown (10Y)Largest decline over 10 years | -36.68% | -33.25% | -3.43% |
Current DrawdownCurrent decline from peak | -4.07% | -4.86% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -18.75% | -5.53% | -13.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.57% | +0.47% |
Volatility
IMIB.L vs. PSRE.L - Volatility Comparison
iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) has a higher volatility of 6.92% compared to Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) at 5.23%. This indicates that IMIB.L's price experiences larger fluctuations and is considered to be riskier than PSRE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IMIB.L | PSRE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 5.23% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 9.17% | +2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.62% | 13.69% | +3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 14.13% | +3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 16.15% | +3.49% |