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

PSRE.L vs. WQDS.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) and iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L).

PSRE.L and WQDS.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. WQDS.L is a passively managed fund by iShares that tracks the performance of the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. It was launched on May 14, 2020. Both PSRE.L and WQDS.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. WQDS.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 MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L). The values are adjusted to include any dividend payments, if applicable.

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PSRE.L vs. WQDS.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%4.81%
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		2.79%16.53%12.46%11.62%4.66%18.72%-2.56%19.75%-1.31%2.64%

Returns By Period

In the year-to-date period, PSRE.L achieves a 4.25% return, which is significantly higher than WQDS.L's 2.79% 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%

WQDS.L

1D
1.85%
1M
-2.88%
YTD
2.79%
6M
8.56%
1Y
19.13%
3Y*
13.28%
5Y*
12.15%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Invesco FTSE RAFI Europe UCITS ETF

iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)

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Often compared with WQDS.L:
WQDS.L vs. FGQD.LWQDS.L vs. VGWD.DEWQDS.L vs. NQSE.DEWQDS.L vs. HDVWQDS.L vs. QQMGWQDS.L vs. TDGB.LWQDS.L vs. IS3Q.DE

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

PSRE.L has a 0.39% expense ratio, which is higher than WQDS.L's 0.38% expense ratio.

PSRE.L
Invesco FTSE RAFI Europe UCITS ETF
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)

Return for Risk

PSRE.L vs. WQDS.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
WQDS.L
WQDS.L Risk / Return Rank: 7777
Overall Rank
WQDS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WQDS.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
WQDS.L Omega Ratio Rank: 7070
Omega Ratio Rank
WQDS.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
WQDS.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. WQDS.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 MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.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.LWQDS.LDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.39

+0.44

Sortino ratio

Return per unit of downside risk

2.29

1.92

+0.37

Omega ratio

Gain probability vs. loss probability

1.36

1.27

+0.09

Calmar ratio

Return relative to maximum drawdown

2.64

2.88

-0.23

Martin ratio

Return relative to average drawdown

9.96

10.07

-0.11

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. WQDS.L - Sharpe Ratio Comparison

The current PSRE.L Sharpe Ratio is 1.82, which is higher than the WQDS.L Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of PSRE.L and WQDS.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.LWQDS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.39

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

1.05

-0.10

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

0.77

-0.35

Correlation

The correlation between PSRE.L and WQDS.L is 0.67, 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. WQDS.L - Dividend Comparison

PSRE.L's dividend yield for the trailing twelve months is around 2.84%, less than WQDS.L's 3.57% 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%
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)		3.57%3.12%3.24%3.55%3.56%3.71%3.84%3.98%4.18%1.05%0.00%0.00%

Drawdowns

PSRE.L vs. WQDS.L - Drawdown Comparison

The maximum PSRE.L drawdown since its inception was -35.69%, which is greater than WQDS.L's maximum drawdown of -24.24%. Use the drawdown chart below to compare losses from any high point for PSRE.L and WQDS.L.

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Drawdown Indicators

PSRE.LWQDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.69%

-24.24%

-11.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-9.69%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-15.92%

-14.93%

-0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-33.25%

—

—

Current Drawdown

Current decline from peak

-4.86%

-4.02%

-0.84%

Average Drawdown

Average peak-to-trough decline

-5.53%

-2.89%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

1.96%

+0.61%

Volatility

PSRE.L vs. WQDS.L - Volatility Comparison

Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) has a higher volatility of 5.23% compared to iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) at 4.13%. This indicates that PSRE.L's price experiences larger fluctuations and is considered to be riskier than WQDS.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.LWQDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

4.13%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

7.58%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

13.76%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.13%

11.52%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%

14.22%

+1.93%