PSRE.L vs. PSRF.L
Compare and contrast key facts about Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) and Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L).
PSRE.L and PSRF.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. PSRF.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 Value TR USD. It was launched on Nov 12, 2007. Both PSRE.L and PSRF.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSRE.L or PSRF.L.
Correlation
The correlation between PSRE.L and PSRF.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PSRE.L vs. PSRF.L - Performance Comparison
Key characteristics
PSRE.L:
1.53
PSRF.L:
1.60
PSRE.L:
2.11
PSRF.L:
2.49
PSRE.L:
1.27
PSRF.L:
1.30
PSRE.L:
2.29
PSRF.L:
2.94
PSRE.L:
5.38
PSRF.L:
8.07
PSRE.L:
3.02%
PSRF.L:
2.06%
PSRE.L:
10.54%
PSRF.L:
10.38%
PSRE.L:
-36.10%
PSRF.L:
-38.35%
PSRE.L:
-1.19%
PSRF.L:
-2.21%
Returns By Period
In the year-to-date period, PSRE.L achieves a 9.52% return, which is significantly higher than PSRF.L's 3.62% return. Over the past 10 years, PSRE.L has underperformed PSRF.L with an annualized return of 7.44%, while PSRF.L has yielded a comparatively higher 12.68% annualized return.
PSRE.L
9.52%
3.38%
7.46%
16.26%
8.98%
7.44%
PSRF.L
3.62%
-2.00%
11.54%
17.02%
12.95%
12.68%
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PSRE.L vs. PSRF.L - Expense Ratio Comparison
Both PSRE.L and PSRF.L have an expense ratio of 0.39%.
Risk-Adjusted Performance
PSRE.L vs. PSRF.L — Risk-Adjusted Performance Rank
PSRE.L
PSRF.L
PSRE.L vs. PSRF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Europe UCITS ETF (PSRE.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.
Dividends
PSRE.L vs. PSRF.L - Dividend Comparison
PSRE.L's dividend yield for the trailing twelve months is around 3.29%, more than PSRF.L's 1.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSRE.L Invesco FTSE RAFI Europe UCITS ETF | 3.29% | 3.61% | 3.55% | 3.29% | 2.81% | 2.09% | 3.69% | 3.60% | 2.77% | 2.77% | 2.68% | 3.03% |
PSRF.L Invesco FTSE RAFI US 1000 UCITS ETF | 1.41% | 1.46% | 1.59% | 1.70% | 1.29% | 1.78% | 1.67% | 1.78% | 1.60% | 1.51% | 1.64% | 1.68% |
Drawdowns
PSRE.L vs. PSRF.L - Drawdown Comparison
The maximum PSRE.L drawdown since its inception was -36.10%, smaller than the maximum PSRF.L drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for PSRE.L and PSRF.L. For additional features, visit the drawdowns tool.
Volatility
PSRE.L vs. PSRF.L - Volatility Comparison
Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) has a higher volatility of 3.46% compared to Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L) at 1.89%. This indicates that PSRE.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.