PRUS.L vs. PSRF.L
PRUS.L (Invesco RAFI US Fundamental Value UCITS ETF USD (Dist)) and PSRF.L (Invesco FTSE RAFI US 1000 UCITS ETF) are both Large Cap Value Equities funds from Invesco - PRUS.L tracks the RAFI Fundamental US Index (USD) while PSRF.L tracks the Russell 1000 Value TR USD. Both are passively managed. Over the past 10 years, PRUS.L returned 13.00%/yr vs 13.01%/yr for PSRF.L. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.39% expense ratio.
Performance
PRUS.L vs. PSRF.L - Performance Comparison
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Different Trading Currencies
PRUS.L is traded in USD, while PSRF.L is traded in GBp. To make them comparable, the PSRF.L values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with PRUS.L having a 16.68% return and PSRF.L slightly lower at 16.62%. Both investments have delivered pretty close results over the past 10 years, with PRUS.L having a 13.00% annualized return and PSRF.L not far ahead at 13.01%.
PRUS.L
- 1D
- -0.42%
- 1M
- 0.81%
- 6M
- 13.26%
- YTD
- 16.68%
- 1Y
- 29.25%
- 3Y*
- 19.04%
- 5Y*
- 12.75%
- 10Y*
- 13.00%
PSRF.L
- 1D
- -0.45%
- 1M
- 1.58%
- 6M
- 13.22%
- YTD
- 16.62%
- 1Y
- 28.53%
- 3Y*
- 19.08%
- 5Y*
- 12.75%
- 10Y*
- 13.01%
PRUS.L vs. PSRF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) | 16.68% | 16.58% | 16.26% | 15.94% | -8.01% | 31.11% | 6.81% | 26.43% | -9.46% | 15.67% |
PSRF.L Invesco FTSE RAFI US 1000 UCITS ETF | 16.62% | 16.77% | 16.14% | 15.31% | -8.11% | 31.70% | 6.36% | 27.40% | -9.64% | 15.30% |
Correlation
The correlation between PRUS.L and PSRF.L is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.78 |
The correlation between PRUS.L and PSRF.L shifts across timeframes, from 0.78 (all time) to 0.92 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PRUS.L vs. PSRF.L — Risk / Return Rank
PRUS.L
PSRF.L
PRUS.L vs. PSRF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) (PRUS.L) and Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.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.
| PRUS.L | PSRF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.54 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.86 | 4.53 | +0.33 |
| Martin ratioReturn relative to average drawdown | 18.47 | 17.47 | +1.00 |
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Drawdowns
PRUS.L vs. PSRF.L - Drawdown Comparison
The maximum PRUS.L drawdown since its inception was -57.16%, smaller than the maximum PSRF.L drawdown of -78.32%. Use the drawdown chart below to compare losses from any high point for PRUS.L and PSRF.L.
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Drawdown Indicators
| PRUS.L | PSRF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.16% | -78.32% | +21.16% |
Max Drawdown (1Y)Largest decline over 1 year | -5.99% | -6.27% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | -16.55% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | -19.73% | +0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -37.86% | -37.46% | -0.40% |
Current DrawdownCurrent decline from peak | -0.42% | -0.48% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -6.70% | -20.71% | +14.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 1.63% | -0.05% |
Volatility
PRUS.L vs. PSRF.L - Volatility Comparison
Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) (PRUS.L) has a higher volatility of 1.77% compared to Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L) at 1.53%. This indicates that PRUS.L's price experiences larger fluctuations and is considered to be riskier than PSRF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRUS.L | PSRF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 1.53% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 7.00% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.05% | 9.81% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 14.61% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 16.13% | +0.05% |
PRUS.L vs. PSRF.L - Expense Ratio Comparison
Both PRUS.L and PSRF.L have an expense ratio of 0.39%.
Dividends
PRUS.L vs. PSRF.L - Dividend Comparison
PRUS.L's dividend yield for the trailing twelve months is around 1.16%, which matches PSRF.L's 1.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) | 1.16% | 1.36% | 1.49% | 1.56% | 1.72% | 1.32% | 1.66% | 1.64% | 1.83% | 1.55% | 1.62% | 1.68% |
PSRF.L Invesco FTSE RAFI US 1000 UCITS ETF | 1.16% | 1.37% | 1.46% | 1.59% | 1.70% | 1.29% | 1.78% | 1.67% | 1.78% | 1.60% | 1.51% | 1.65% |
Frequently Asked Questions
PRUS.L and PSRF.L have a correlation of 0.88, 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 0.39% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
PRUS.L and PSRF.L have the same expense ratio: 0.39% per year.
PRUS.L tracks RAFI Fundamental US Index (USD), while PSRF.L tracks Russell 1000 Value TR USD.
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