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

PSRE.L vs. VWRA.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).

PSRE.L and VWRA.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. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both PSRE.L and VWRA.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. VWRA.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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)2025202420232022202120202019
PSRE.L
Invesco FTSE RAFI Europe UCITS ETF		4.25%33.93%6.05%13.49%1.85%17.97%-3.60%0.83%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating		0.17%13.73%19.70%16.17%-8.37%19.58%12.78%0.12%
Different Trading Currencies

PSRE.L is traded in GBp, while VWRA.L is traded in USD. To make them comparable, the VWRA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PSRE.L achieves a 4.25% return, which is significantly higher than VWRA.L's -2.38% 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%

VWRA.L

1D
0.00%
1M
-5.37%
YTD
-2.38%
6M
1.11%
1Y
15.88%
3Y*
13.77%
5Y*
10.07%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco FTSE RAFI Europe UCITS ETF

Vanguard FTSE All-World UCITS ETF USD Accumulating

Often compared with PSRE.L:
PSRE.L vs. PSRF.LPSRE.L vs. PSRM.LPSRE.L vs. WQDS.LPSRE.L vs. UB01.LPSRE.L vs. VEUR.LPSRE.L vs. IMIB.LPSRE.L vs. VUAA.L
Often compared with VWRA.L:
VWRA.L vs. VTVWRA.L vs. ACWD.LVWRA.L vs. ISAC.LVWRA.L vs. QQQVWRA.L vs. XDWT.LVWRA.L vs. VAGU.LVWRA.L vs. GLD

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

PSRE.L has a 0.39% expense ratio, which is higher than VWRA.L's 0.22% expense ratio.

PSRE.L
Invesco FTSE RAFI Europe UCITS ETF
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating

Return for Risk

PSRE.L vs. VWRA.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
VWRA.L
VWRA.L Risk / Return Rank: 7979
Overall Rank
VWRA.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VWRA.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
VWRA.L Omega Ratio Rank: 7575
Omega Ratio Rank
VWRA.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWRA.L Martin Ratio Rank: 8383
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. VWRA.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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.LVWRA.LDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.11

+0.72

Sortino ratio

Return per unit of downside risk

2.29

1.53

+0.76

Omega ratio

Gain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratio

Return relative to maximum drawdown

2.64

2.34

+0.30

Martin ratio

Return relative to average drawdown

9.96

8.41

+1.55

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current PSRE.L Sharpe Ratio is 1.82, which is higher than the VWRA.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of PSRE.L and VWRA.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.LVWRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.11

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.72

+0.23

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

0.63

-0.21

Correlation

The correlation between PSRE.L and VWRA.L is 0.68, 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.

Dividends

PSRE.L vs. VWRA.L - Dividend Comparison

PSRE.L's dividend yield for the trailing twelve months is around 2.84%, while VWRA.L has not paid dividends to shareholders.

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%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PSRE.L vs. VWRA.L - Drawdown Comparison

The maximum PSRE.L drawdown since its inception was -35.69%, which is greater than VWRA.L's maximum drawdown of -25.64%. Use the drawdown chart below to compare losses from any high point for PSRE.L and VWRA.L.

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Drawdown Indicators

PSRE.LVWRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.69%

-33.62%

-2.07%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-11.49%

+1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-15.92%

-26.06%

+10.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.25%

—

—

Current Drawdown

Current decline from peak

-4.86%

-5.56%

+0.70%

Average Drawdown

Average peak-to-trough decline

-5.53%

-5.50%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.21%

+0.36%

Volatility

PSRE.L vs. VWRA.L - Volatility Comparison

Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) has a higher volatility of 5.23% compared to Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) at 4.83%. This indicates that PSRE.L's price experiences larger fluctuations and is considered to be riskier than VWRA.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.LVWRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

4.83%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

8.76%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

14.35%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.13%

13.95%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%

16.06%

+0.09%