PSRE.L vs. UB01.L
Compare and contrast key facts about Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) and UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis (UB01.L).
PSRE.L and UB01.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. UB01.L is a passively managed fund by UBS that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 29, 2001. Both PSRE.L and UB01.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. UB01.L - Performance Comparison
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PSRE.L vs. UB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PSRE.L Invesco FTSE RAFI Europe UCITS ETF | 4.25% | 33.93% | 6.05% | 13.49% | 1.85% | 17.97% | -3.60% | 3.67% |
UB01.L UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis | -0.81% | 28.34% | 6.43% | 19.85% | -4.38% | 14.47% | 4.04% | 8.32% |
Returns By Period
In the year-to-date period, PSRE.L achieves a 4.25% return, which is significantly higher than UB01.L's -0.81% 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%
UB01.L
- 1D
- 2.94%
- 1M
- -4.53%
- YTD
- -0.81%
- 6M
- 3.19%
- 1Y
- 15.29%
- 3Y*
- 14.52%
- 5Y*
- 11.39%
- 10Y*
- —
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PSRE.L vs. UB01.L - Expense Ratio Comparison
PSRE.L has a 0.39% expense ratio, which is higher than UB01.L's 0.15% expense ratio.
Return for Risk
PSRE.L vs. UB01.L — Risk / Return Rank
PSRE.L
UB01.L
PSRE.L vs. UB01.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 UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis (UB01.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 | UB01.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 1.14 | +0.69 |
Sortino ratioReturn per unit of downside risk | 2.29 | 1.57 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.22 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.01 | +0.63 |
Martin ratioReturn relative to average drawdown | 9.96 | 7.64 | +2.33 |
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 | UB01.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.14 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 1.15 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.15 | -0.73 |
Correlation
The correlation between PSRE.L and UB01.L is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PSRE.L vs. UB01.L - Dividend Comparison
PSRE.L's dividend yield for the trailing twelve months is around 2.84%, more than UB01.L's 2.75% 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% |
UB01.L UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis | 2.75% | 2.43% | 3.13% | 2.86% | 2.78% | 1.94% | 1.93% | 3.04% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PSRE.L vs. UB01.L - Drawdown Comparison
The maximum PSRE.L drawdown since its inception was -35.69%, which is greater than UB01.L's maximum drawdown of -29.27%. Use the drawdown chart below to compare losses from any high point for PSRE.L and UB01.L.
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Drawdown Indicators
| PSRE.L | UB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.69% | -29.27% | -6.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.07% | -11.38% | +1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -15.92% | -21.12% | +5.20% |
Max Drawdown (10Y)Largest decline over 10 years | -33.25% | — | — |
Current DrawdownCurrent decline from peak | -4.86% | -7.34% | +2.48% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -4.46% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 3.58% | -1.01% |
Volatility
PSRE.L vs. UB01.L - Volatility Comparison
The current volatility for Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) is 5.23%, while UBS ETF (LU) EURO STOXX 50 UCITS ETF (EUR) A-dis (UB01.L) has a volatility of 6.41%. This indicates that PSRE.L experiences smaller price fluctuations and is considered to be less risky than UB01.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 | UB01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 6.41% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 11.81% | -2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 17.52% | -3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 27.41% | -13.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 30.96% | -14.81% |