PSRE.L vs. IMIB.L
Compare and contrast key facts about Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) and iShares FTSE MIB UCITS ETF EUR (Dist) (IMIB.L).
PSRE.L and IMIB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSRE.L is a passively managed fund by Invesco that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Nov 12, 2007. IMIB.L is a passively managed fund by iShares that tracks the performance of the FTSE Italia AllShare TR EUR. It was launched on Jul 6, 2007. Both PSRE.L and IMIB.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
PSRE.L vs. IMIB.L - Performance Comparison
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PSRE.L vs. IMIB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
PSRE.L
IMIB.L
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.L | IMIB.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 1.65 | +0.17 |
Sortino ratioReturn per unit of downside risk | 2.29 | 2.13 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.31 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.87 | -0.23 |
Martin ratioReturn relative to average drawdown | 9.96 | 9.72 | +0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSRE.L | IMIB.L | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.L | IMIB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.86% | -4.07% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -18.75% | +13.22% |
Ulcer IndexDepth 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.L | IMIB.L | Difference | |
|---|---|---|---|
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% |