PSRF.L vs. IESU.L
PSRF.L (Invesco FTSE RAFI US 1000 UCITS ETF) and IESU.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) are both exchange-traded funds - PSRF.L is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD, while IESU.L is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy Index NTR. Both are passively managed. Over the past 10 years, PSRF.L returned 12.72%/yr vs 8.50%/yr for IESU.L. A 0.61 correlation means they provide meaningful diversification when combined. PSRF.L charges 0.39%/yr vs 0.15%/yr for IESU.L.
Performance
PSRF.L vs. IESU.L - Performance Comparison
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Returns By Period
In the year-to-date period, PSRF.L achieves a 16.69% return, which is significantly lower than IESU.L's 28.61% return. Over the past 10 years, PSRF.L has outperformed IESU.L with an annualized return of 12.72%, while IESU.L has yielded a comparatively lower 8.50% annualized return.
PSRF.L
- 1D
- -0.24%
- 1M
- 0.38%
- 6M
- 12.62%
- YTD
- 16.69%
- 1Y
- 28.21%
- 3Y*
- 17.85%
- 5Y*
- 13.27%
- 10Y*
- 12.72%
IESU.L
- 1D
- 1.07%
- 1M
- 4.80%
- 6M
- 20.56%
- YTD
- 28.61%
- 1Y
- 35.99%
- 3Y*
- 13.44%
- 5Y*
- 22.82%
- 10Y*
- 8.50%
PSRF.L vs. IESU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSRF.L Invesco FTSE RAFI US 1000 UCITS ETF | 16.69% | 8.58% | 18.11% | 9.53% | 2.89% | 32.90% | 3.20% | 22.49% | -4.21% | 5.28% |
IESU.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 28.61% | 2.26% | 5.45% | -5.96% | 83.53% | 53.82% | -35.62% | 5.37% | -13.39% | -10.01% |
Correlation
The correlation between PSRF.L and IESU.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.61 |
Over the past year, the correlation between PSRF.L and IESU.L has dropped to 0.16 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
PSRF.L vs. IESU.L — Risk / Return Rank
PSRF.L
IESU.L
PSRF.L vs. IESU.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 iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.L | IESU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.26 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 6.11 | 2.07 | +4.04 |
| Martin ratioReturn relative to average drawdown | 22.23 | 5.01 | +17.22 |
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Drawdowns
PSRF.L vs. IESU.L - Drawdown Comparison
The maximum PSRF.L drawdown since its inception was -69.49%, which is greater than IESU.L's maximum drawdown of -63.88%. Use the drawdown chart below to compare losses from any high point for PSRF.L and IESU.L.
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Drawdown Indicators
| PSRF.L | IESU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.49% | -63.88% | -5.61% |
Max Drawdown (1Y)Largest decline over 1 year | -4.60% | -17.34% | +12.74% |
Max Drawdown (3Y)Largest decline over 3 years | -18.14% | -26.36% | +8.22% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -26.36% | +8.22% |
Max Drawdown (10Y)Largest decline over 10 years | -29.80% | -62.16% | +32.36% |
Current DrawdownCurrent decline from peak | -0.81% | -10.65% | +9.84% |
Average DrawdownAverage peak-to-trough decline | -14.51% | -20.50% | +5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 7.16% | -5.89% |
Volatility
PSRF.L vs. IESU.L - Volatility Comparison
The current volatility for Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L) is 1.81%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 7.50%. This indicates that PSRF.L experiences smaller price fluctuations and is considered to be less risky than IESU.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.L | IESU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.81% | 7.50% | -5.69% |
Volatility (6M)Calculated over the trailing 6-month period | 6.41% | 21.74% | -15.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.16% | 24.54% | -15.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.32% | 29.08% | -15.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.40% | 29.16% | -13.76% |
PSRF.L vs. IESU.L - Expense Ratio Comparison
PSRF.L has a 0.39% expense ratio, which is higher than IESU.L's 0.15% expense ratio.
Dividends
PSRF.L vs. IESU.L - Dividend Comparison
PSRF.L's dividend yield for the trailing twelve months is around 1.16%, while IESU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IESU.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSRF.L Invesco FTSE RAFI US 1000 UCITS ETF | 1.16% | 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 IESU.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IESU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IESU.L is cheaper with a 0.15% expense ratio, compared with 0.39% for PSRF.L.
PSRF.L is categorized as Large Cap Value Equities, while IESU.L is Energy Equities. PSRF.L tracks Russell 1000 Value TR USD, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PSRF.L and 0.15% for IESU.L.
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