PRUS.L vs. XDEV.L
PRUS.L (Invesco RAFI US Fundamental Value UCITS ETF) and XDEV.L (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - PRUS.L tracks the Invesco RAFI US Fundamental Value UCITS ETF while XDEV.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, PRUS.L returned 12.97%/yr vs 12.23%/yr for XDEV.L. A 0.79 correlation means they provide meaningful diversification when combined. PRUS.L charges 0.39%/yr vs 0.25%/yr for XDEV.L.
Performance
PRUS.L vs. XDEV.L - Performance Comparison
Loading charts...
Different Trading Currencies
PRUS.L is traded in USD, while XDEV.L is traded in GBp. To make them comparable, the XDEV.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, PRUS.L achieves a 16.66% return, which is significantly lower than XDEV.L's 30.33% return. Over the past 10 years, PRUS.L has outperformed XDEV.L with an annualized return of 12.97%, while XDEV.L has yielded a comparatively lower 12.23% annualized return.
PRUS.L
- 1D
- 0.07%
- 1M
- 0.32%
- 6M
- 13.70%
- YTD
- 16.66%
- 1Y
- 28.96%
- 3Y*
- 19.39%
- 5Y*
- 12.75%
- 10Y*
- 12.97%
XDEV.L
- 1D
- -1.10%
- 1M
- -3.59%
- 6M
- 26.45%
- YTD
- 30.33%
- 1Y
- 57.83%
- 3Y*
- 26.88%
- 5Y*
- 16.75%
- 10Y*
- 12.23%
PRUS.L vs. XDEV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF | 16.66% | 16.58% | 16.26% | 15.94% | -8.01% | 31.11% | 6.81% | 26.43% | -9.46% | 15.67% |
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C | 30.33% | 40.36% | 5.01% | 19.23% | -9.79% | 20.57% | -4.03% | 19.16% | -14.37% | 22.56% |
Correlation
The correlation between PRUS.L and XDEV.L is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2014 | 0.79 |
The correlation between PRUS.L and XDEV.L has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PRUS.L vs. XDEV.L — Risk / Return Rank
PRUS.L
XDEV.L
PRUS.L vs. XDEV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US Fundamental Value UCITS ETF (PRUS.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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 | XDEV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.62 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 5.01 | 6.59 | -1.58 |
| Martin ratioReturn relative to average drawdown | 19.05 | 23.86 | -4.81 |
Loading charts...
Drawdowns
PRUS.L vs. XDEV.L - Drawdown Comparison
The maximum PRUS.L drawdown since its inception was -57.16%, which is greater than XDEV.L's maximum drawdown of -50.32%. Use the drawdown chart below to compare losses from any high point for PRUS.L and XDEV.L.
Loading charts...
Drawdown Indicators
| PRUS.L | XDEV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.16% | -50.32% | -6.84% |
Max Drawdown (1Y)Largest decline over 1 year | -5.99% | -8.73% | +2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | -18.80% | +2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | -26.72% | +7.36% |
Max Drawdown (10Y)Largest decline over 10 years | -37.86% | -41.02% | +3.16% |
Current DrawdownCurrent decline from peak | 0.00% | -3.88% | +3.88% |
Average DrawdownAverage peak-to-trough decline | -6.71% | -21.78% | +15.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 2.42% | -0.84% |
Volatility
PRUS.L vs. XDEV.L - Volatility Comparison
The current volatility for Invesco RAFI US Fundamental Value UCITS ETF (PRUS.L) is 1.84%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 5.95%. This indicates that PRUS.L experiences smaller price fluctuations and is considered to be less risky than XDEV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PRUS.L | XDEV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.84% | 5.95% | -4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.39% | 13.95% | -6.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.08% | 16.24% | -6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 20.88% | -6.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 22.09% | -5.91% |
PRUS.L vs. XDEV.L - Expense Ratio Comparison
PRUS.L has a 0.39% expense ratio, which is higher than XDEV.L's 0.25% expense ratio.
Dividends
PRUS.L vs. XDEV.L - Dividend Comparison
PRUS.L's dividend yield for the trailing twelve months is around 1.16%, while XDEV.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF | 1.16% | 1.36% | 1.49% | 1.56% | 1.72% | 1.32% | 1.66% | 1.64% | 1.83% | 1.55% | 1.62% | 1.68% |
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PRUS.L and XDEV.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.L is cheaper with a 0.25% expense ratio, compared with 0.39% for PRUS.L.
PRUS.L tracks Invesco RAFI US Fundamental Value UCITS ETF, while XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: Invesco and DWS. Their fees differ too: 0.39% for PRUS.L and 0.25% for XDEV.L.
Find the right allocation for PRUS.L and XDEV.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer