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PSRE.L vs. IMIB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSRE.L vs. IMIB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) and iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L). The values are adjusted to include any dividend payments, if applicable.

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PSRE.L vs. IMIB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

In the year-to-date period, PSRE.L achieves a 4.25% return, which is significantly higher than IMIB.L's 2.09% return. Over the past 10 years, PSRE.L has underperformed IMIB.L with an annualized return of 11.12%, while IMIB.L has yielded a comparatively higher 14.75% annualized return.


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%

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

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PSRE.L vs. IMIB.L - Expense Ratio Comparison

PSRE.L has a 0.39% expense ratio, which is higher than IMIB.L's 0.35% expense ratio.


Return for Risk

PSRE.L vs. IMIB.L — Risk / Return Rank

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

PSRE.L
PSRE.L Risk / Return Rank: 8484
Overall Rank
PSRE.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PSRE.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
PSRE.L Omega Ratio Rank: 8686
Omega Ratio Rank
PSRE.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
PSRE.L Martin Ratio Rank: 8282
Martin Ratio Rank

IMIB.L
IMIB.L Risk / Return Rank: 8181
Overall Rank
IMIB.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IMIB.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
IMIB.L Omega Ratio Rank: 7979
Omega Ratio Rank
IMIB.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
IMIB.L Martin Ratio Rank: 8181
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.

PSRE.L vs. IMIB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) and iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.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.


PSRE.LIMIB.LDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.65

+0.17

Sortino ratio

Return per unit of downside risk

2.29

2.13

+0.16

Omega ratio

Gain probability vs. loss probability

1.36

1.31

+0.05

Calmar ratio

Return relative to maximum drawdown

2.64

2.87

-0.23

Martin ratio

Return relative to average drawdown

9.96

9.72

+0.25

PSRE.L vs. IMIB.L - Sharpe Ratio Comparison

The current PSRE.L Sharpe Ratio is 1.82, which is comparable to the IMIB.L Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of PSRE.L and IMIB.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.


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Sharpe Ratios by Period


PSRE.LIMIB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.65

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

1.04

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.75

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.23

+0.20

Correlation

The correlation between PSRE.L and IMIB.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

PSRE.L vs. IMIB.L - Dividend Comparison

PSRE.L's dividend yield for the trailing twelve months is around 2.84%, less than IMIB.L's 3.76% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

PSRE.L vs. IMIB.L - Drawdown Comparison

The maximum PSRE.L drawdown since its inception was -35.69%, smaller than the maximum IMIB.L drawdown of -59.82%. Use the drawdown chart below to compare losses from any high point for PSRE.L and IMIB.L.


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Drawdown Indicators


PSRE.LIMIB.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.69%

-59.82%

+24.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-12.62%

+2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-15.92%

-24.06%

+8.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.25%

-36.68%

+3.43%

Current Drawdown

Current decline from peak

-4.86%

-4.07%

-0.79%

Average Drawdown

Average peak-to-trough decline

-5.53%

-18.75%

+13.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

3.04%

-0.47%

Volatility

PSRE.L vs. IMIB.L - Volatility Comparison

The current volatility for Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) is 5.23%, while iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L) has a volatility of 6.92%. This indicates that PSRE.L experiences smaller price fluctuations and is considered to be less risky than IMIB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSRE.LIMIB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

6.92%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

11.93%

-2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

17.62%

-3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.13%

17.88%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%

19.64%

-3.49%