LDCU.L vs. PSRW.L

Last updated Apr 2, 2026

Compare and contrast key facts about PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) and Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L).

LDCU.L and PSRW.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LDCU.L is a passively managed fund by PIMCO that tracks the performance of the Bloomberg US Corp 1-3 Yr TR USD. It was launched on Nov 17, 2014. PSRW.L is a passively managed fund by Invesco that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Dec 3, 2007. Both LDCU.L and PSRW.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

LDCU.L vs. PSRW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) and Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L). The values are adjusted to include any dividend payments, if applicable.

LDCU.L vs. PSRW.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LDCU.L PIMCO US Low Duration Corporate Bond UCITS ETF Dist	-0.30%	6.54%	5.24%	6.22%	-5.40%	-0.39%	4.57%	7.01%	1.01%	3.32%
PSRW.L Invesco FTSE RAFI All World 3000 UCITS ETF	3.27%	29.02%	11.07%	15.90%	-8.53%	21.28%	5.82%	22.56%	-13.08%	19.75%

Different Trading Currencies

LDCU.L is traded in USD, while PSRW.L is traded in GBp. To make them comparable, the PSRW.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LDCU.L achieves a -0.30% return, which is significantly lower than PSRW.L's 3.27% return. Over the past 10 years, LDCU.L has underperformed PSRW.L with an annualized return of 2.96%, while PSRW.L has yielded a comparatively higher 11.35% annualized return.

LDCU.L

• 1D: 0.25%
• 1M: -1.15%
• YTD: -0.30%
• 6M: 0.67%
• 1Y: 4.27%
• 3Y*: 5.24%
• 5Y*: 2.29%
• 10Y*: 2.96%

PSRW.L

• 1D: 2.25%
• 1M: -4.01%
• YTD: 3.27%
• 6M: 9.29%
• 1Y: 25.95%
• 3Y*: 18.53%
• 5Y*: 11.40%
• 10Y*: 11.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LDCU.L vs. PSRW.L - Expense Ratio Comparison

LDCU.L has a 0.49% expense ratio, which is higher than PSRW.L's 0.39% expense ratio.

LDCU.L

PIMCO US Low Duration Corporate Bond UCITS ETF Dist

PSRW.L

Invesco FTSE RAFI All World 3000 UCITS ETF

Return for Risk

LDCU.L vs. PSRW.L — Risk / Return Rank

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

LDCU.L

LDCU.L Risk / Return Rank: 68
LDCU.L Sharpe Ratio Rank: 71
LDCU.L Sortino Ratio Rank: 74
LDCU.L Omega Ratio Rank: 61
LDCU.L Calmar Ratio Rank: 70
LDCU.L Martin Ratio Rank: 66

PSRW.L

PSRW.L Risk / Return Rank: 86
PSRW.L Sharpe Ratio Rank: 84
PSRW.L Sortino Ratio Rank: 82
PSRW.L Omega Ratio Rank: 86
PSRW.L Calmar Ratio Rank: 89
PSRW.L Martin Ratio Rank: 89

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.

LDCU.L vs. PSRW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) and Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.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.

	LDCU.L	PSRW.L	Difference
Sharpe ratio Return per unit of total volatility	1.32	1.77	-0.45
Sortino ratio Return per unit of downside risk	1.97	2.30	-0.33
Omega ratio Gain probability vs. loss probability	1.24	1.35	-0.11
Calmar ratio Return relative to maximum drawdown	1.99	2.77	-0.78
Martin ratio Return relative to average drawdown	7.49	11.32	-3.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LDCU.L vs. PSRW.L - Sharpe Ratio Comparison

The current LDCU.L Sharpe Ratio is 1.32, which is comparable to the PSRW.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of LDCU.L and PSRW.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LDCU.L	PSRW.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.32	1.77	-0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.77	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.10	0.71	+0.40
Sharpe Ratio (All Time) Calculated using the full available price history	1.08	0.35	+0.73

Correlation

The correlation between LDCU.L and PSRW.L is 0.06, 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.

Dividends

LDCU.L vs. PSRW.L - Dividend Comparison

LDCU.L's dividend yield for the trailing twelve months is around 4.52%, more than PSRW.L's 1.93% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LDCU.L PIMCO US Low Duration Corporate Bond UCITS ETF Dist	4.52%	4.42%	4.40%	3.45%	1.93%	1.77%	2.17%	2.96%	2.75%	2.26%	2.37%	2.13%
PSRW.L Invesco FTSE RAFI All World 3000 UCITS ETF	1.93%	2.00%	2.29%	2.46%	2.58%	1.96%	1.99%	2.45%	2.52%	2.03%	1.93%	2.00%

Drawdowns

LDCU.L vs. PSRW.L - Drawdown Comparison

The maximum LDCU.L drawdown since its inception was -9.42%, smaller than the maximum PSRW.L drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for LDCU.L and PSRW.L.

Drawdown Indicators

	LDCU.L	PSRW.L	Difference
Max Drawdown Largest peak-to-trough decline	-9.42%	-49.85%	+40.43%
Max Drawdown (1Y) Largest decline over 1 year	-2.10%	-10.70%	+8.60%
Max Drawdown (5Y) Largest decline over 5 years	-9.42%	-14.23%	+4.81%
Max Drawdown (10Y) Largest decline over 10 years	-9.42%	-29.05%	+19.63%
Current Drawdown Current decline from peak	-1.39%	-3.95%	+2.56%
Average Drawdown Average peak-to-trough decline	-1.28%	-4.38%	+3.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.56%	1.92%	-1.36%

Volatility

LDCU.L vs. PSRW.L - Volatility Comparison

The current volatility for PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) is 0.86%, while Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) has a volatility of 4.85%. This indicates that LDCU.L experiences smaller price fluctuations and is considered to be less risky than PSRW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LDCU.L	PSRW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.86%	4.85%	-3.99%
Volatility (6M) Calculated over the trailing 6-month period	1.88%	8.55%	-6.67%
Volatility (1Y) Calculated over the trailing 1-year period	3.22%	14.65%	-11.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.08%	14.72%	-11.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.68%	16.07%	-13.39%