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PRAC.L vs. PRFP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRAC.L vs. PRFP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Preferred Shares UCITS ETF USD (Acc) (PRAC.L) and Invesco Preferred Shares UCITS ETF USD (Dist) (PRFP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, PRAC.L achieves a -0.94% return, which is significantly lower than PRFP.L's -0.23% return.


PRAC.L

1D
-0.13%
1M
-0.58%
6M
-2.61%
YTD
-0.94%
1Y
1.89%
3Y*
4.06%
5Y*
-1.78%
10Y*

PRFP.L

1D
0.47%
1M
0.74%
6M
-1.75%
YTD
-0.23%
1Y
2.61%
3Y*
3.86%
5Y*
-1.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRAC.L vs. PRFP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PRAC.L
Invesco Preferred Shares UCITS ETF USD (Acc)
-0.94%2.50%4.73%9.42%-21.50%2.76%5.68%18.13%-1.07%
PRFP.L
Invesco Preferred Shares UCITS ETF USD (Dist)
-0.23%2.75%4.66%8.89%-21.48%3.14%5.37%18.62%-1.20%

Correlation

The correlation between PRAC.L and PRFP.L is 0.60, 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

0.60

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

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2018

0.76

The correlation between PRAC.L and PRFP.L shifts across timeframes, from 0.60 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PRAC.L vs. PRFP.L — Risk / Return Rank

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

PRAC.L
PRAC.L Risk / Return Rank: 1313
Overall Rank
PRAC.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PRAC.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
PRAC.L Omega Ratio Rank: 1313
Omega Ratio Rank
PRAC.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
PRAC.L Martin Ratio Rank: 1414
Martin Ratio Rank

PRFP.L
PRFP.L Risk / Return Rank: 1515
Overall Rank
PRFP.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRFP.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
PRFP.L Omega Ratio Rank: 1313
Omega Ratio Rank
PRFP.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
PRFP.L Martin Ratio Rank: 1515
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.

PRAC.L vs. PRFP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Preferred Shares UCITS ETF USD (Acc) (PRAC.L) and Invesco Preferred Shares UCITS ETF USD (Dist) (PRFP.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.

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.


PRAC.LPRFP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.05

1.07

-0.03

Calmar ratioReturn relative to maximum drawdown

0.30

0.60

-0.30

Martin ratioReturn relative to average drawdown

0.58

1.15

-0.57

PRAC.L vs. PRFP.L - Sharpe Ratio Comparison

The current PRAC.L Sharpe Ratio is 0.18, which is lower than the PRFP.L Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of PRAC.L and PRFP.L, 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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Drawdowns

PRAC.L vs. PRFP.L - Drawdown Comparison

The maximum PRAC.L drawdown since its inception was -30.92%, smaller than the maximum PRFP.L drawdown of -44.97%. Use the drawdown chart below to compare losses from any high point for PRAC.L and PRFP.L.


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Drawdown Indicators


PRAC.LPRFP.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.92%

-44.97%

+14.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.32%

-5.48%

-0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-12.52%

-11.77%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-25.84%

-0.07%

Current Drawdown

Current decline from peak

-9.48%

-21.59%

+12.11%

Average Drawdown

Average peak-to-trough decline

-8.28%

-22.07%

+13.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.86%

+0.40%

Volatility

PRAC.L vs. PRFP.L - Volatility Comparison

The current volatility for Invesco Preferred Shares UCITS ETF USD (Acc) (PRAC.L) is 1.97%, while Invesco Preferred Shares UCITS ETF USD (Dist) (PRFP.L) has a volatility of 2.40%. This indicates that PRAC.L experiences smaller price fluctuations and is considered to be less risky than PRFP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRAC.LPRFP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

2.40%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.70%

6.64%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

8.40%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.23%

11.26%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.76%

15.52%

-1.76%

PRAC.L vs. PRFP.L - Expense Ratio Comparison

Both PRAC.L and PRFP.L have an expense ratio of 0.50%.


Dividends

PRAC.L vs. PRFP.L - Dividend Comparison

PRAC.L has not paid dividends to shareholders, while PRFP.L's dividend yield for the trailing twelve months is around 5.58%.


PositionTTM202520242023202220212020201920182017
PRAC.L
Invesco Preferred Shares UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRFP.L
Invesco Preferred Shares UCITS ETF USD (Dist)
5.58%5.38%5.08%5.39%5.57%4.36%4.81%4.64%5.05%0.57%

Frequently Asked Questions


PRAC.L and PRFP.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

PRAC.L and PRFP.L have the same expense ratio: 0.50% per year.

Both ETFs track ICE BofA Diversified Core Plus Fixed Rate Preferred Securities Index.

Portfolio Optimizer

Find the right allocation for PRAC.L and PRFP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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