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PSRF.L vs. DEMD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSRF.L vs. DEMD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L) and WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with PSRF.L having a 16.46% return and DEMD.L slightly lower at 16.34%. Over the past 10 years, PSRF.L has outperformed DEMD.L with an annualized return of 12.78%, while DEMD.L has yielded a comparatively lower 8.74% annualized return.


PSRF.L

1D
-0.57%
1M
-0.12%
6M
13.36%
YTD
16.46%
1Y
27.98%
3Y*
18.24%
5Y*
13.22%
10Y*
12.78%

DEMD.L

1D
0.00%
1M
-4.50%
6M
13.81%
YTD
16.34%
1Y
20.79%
3Y*
15.48%
5Y*
10.55%
10Y*
8.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSRF.L vs. DEMD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSRF.L
Invesco FTSE RAFI US 1000 UCITS ETF
16.46%8.58%18.11%9.53%2.89%32.90%3.20%22.49%-4.21%5.28%
DEMD.L
WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist)
16.34%12.30%7.10%15.11%-2.38%14.43%-8.90%13.90%-2.02%14.23%

Correlation

The correlation between PSRF.L and DEMD.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2014

0.56

The correlation between PSRF.L and DEMD.L shifts across timeframes, from 0.45 (5 years) to 0.56 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PSRF.L vs. DEMD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSRF.L
PSRF.L Risk / Return Rank: 9595
Overall Rank
PSRF.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PSRF.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
PSRF.L Omega Ratio Rank: 9494
Omega Ratio Rank
PSRF.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
PSRF.L Martin Ratio Rank: 9595
Martin Ratio Rank

DEMD.L
DEMD.L Risk / Return Rank: 5757
Overall Rank
DEMD.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DEMD.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
DEMD.L Omega Ratio Rank: 5151
Omega Ratio Rank
DEMD.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
DEMD.L Martin Ratio Rank: 5858
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.

PSRF.L vs. DEMD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L) and WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PSRF.LDEMD.LDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+1.80

Omega ratioGain probability vs. loss probability

1.55

1.27

+0.28

Calmar ratioReturn relative to maximum drawdown

6.06

2.98

+3.08

Martin ratioReturn relative to average drawdown

22.07

9.65

+12.42

PSRF.L vs. DEMD.L - Sharpe Ratio Comparison

The current PSRF.L Sharpe Ratio is 3.00, which is higher than the DEMD.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of PSRF.L and DEMD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PSRF.L vs. DEMD.L - Drawdown Comparison

The maximum PSRF.L drawdown since its inception was -69.49%, which is greater than DEMD.L's maximum drawdown of -36.00%. Use the drawdown chart below to compare losses from any high point for PSRF.L and DEMD.L.


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Drawdown Indicators


PSRF.LDEMD.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.49%

-36.00%

-33.49%

Max Drawdown (1Y)

Largest decline over 1 year

-4.60%

-6.99%

+2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-18.14%

-12.66%

-5.48%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-14.49%

-3.65%

Max Drawdown (10Y)

Largest decline over 10 years

-29.80%

-29.55%

-0.25%

Current Drawdown

Current decline from peak

-1.01%

-5.31%

+4.30%

Average Drawdown

Average peak-to-trough decline

-14.51%

-6.75%

-7.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

2.17%

-0.91%

Volatility

PSRF.L vs. DEMD.L - Volatility Comparison

The current volatility for Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L) is 1.83%, while WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.L) has a volatility of 4.16%. This indicates that PSRF.L experiences smaller price fluctuations and is considered to be less risky than DEMD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSRF.LDEMD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

4.16%

-2.33%

Volatility (6M)

Calculated over the trailing 6-month period

6.48%

11.16%

-4.68%

Volatility (1Y)

Calculated over the trailing 1-year period

9.30%

13.43%

-4.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.32%

13.72%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.40%

16.33%

-0.93%

PSRF.L vs. DEMD.L - Expense Ratio Comparison

PSRF.L has a 0.39% expense ratio, which is lower than DEMD.L's 0.46% expense ratio.


Dividends

PSRF.L vs. DEMD.L - Dividend Comparison

PSRF.L's dividend yield for the trailing twelve months is around 1.17%, less than DEMD.L's 3.70% yield.


PositionTTM20252024202320222021202020192018201720162015
DEMD.L
WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist)
3.70%4.42%7.88%6.68%7.48%4.20%4.51%4.13%4.39%1.98%1.68%4.75%
PSRF.L
Invesco FTSE RAFI US 1000 UCITS ETF
1.17%1.37%1.46%1.59%1.70%1.29%1.78%1.67%1.78%1.60%1.51%1.65%

Frequently Asked Questions


PSRF.L and DEMD.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PSRF.L is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PSRF.L is cheaper with a 0.39% expense ratio, compared with 0.46% for DEMD.L.

PSRF.L is categorized as Large Cap Value Equities, while DEMD.L is Emerging Markets Equities. PSRF.L tracks Russell 1000 Value TR USD, while DEMD.L tracks WisdomTree Emerging Markets High Dividend UCITS Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.39% for PSRF.L and 0.46% for DEMD.L.

Portfolio Optimizer

Find the right allocation for PSRF.L and DEMD.L

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