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

PSRF.L vs. IUVF.L

Last updated Jun 4, 2026

PSRF.L (Invesco FTSE RAFI US 1000 UCITS ETF) and IUVF.L (iShares Edge MSCI USA Value Factor UCITS) are both Large Cap Value Equities funds tracking the Russell 1000 Value TR USD, from Invesco and iShares respectively. Both are passively managed. Over the past 5 years, PSRF.L returned 13.10%/yr vs 17.20%/yr for IUVF.L. Their correlation of 0.87 suggests significant overlap in exposure. PSRF.L charges 0.39%/yr vs 0.20%/yr for IUVF.L.

Performance

PSRF.L vs. IUVF.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 iShares Edge MSCI USA Value Factor UCITS (IUVF.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSRF.L achieves a 15.01% return, which is significantly lower than IUVF.L's 48.06% return.

PSRF.L

1D
0.37%
1M
5.05%
YTD
15.01%
6M
15.37%
1Y
33.26%
3Y*
17.75%
5Y*
13.10%
10Y*
14.09%

IUVF.L

1D
0.23%
1M
22.44%
YTD
48.06%
6M
50.85%
1Y
93.21%
3Y*
30.56%
5Y*
17.20%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
PSRF.L
Invesco FTSE RAFI US 1000 UCITS ETF		15.01%8.58%18.11%9.53%2.89%32.90%3.20%22.49%-4.27%4.98%
IUVF.L
iShares Edge MSCI USA Value Factor UCITS		48.06%23.92%8.23%8.28%-4.63%31.29%-5.36%22.90%-7.17%10.45%

Correlation

The correlation between PSRF.L and IUVF.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.78

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

0.87

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

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2016

0.87

The correlation between PSRF.L and IUVF.L shifts across timeframes, from 0.78 (1 year) to 0.91 (5 years), reflecting how their relationship changes across market environments.

PSRF.L vs. IUVF.L - Sectors Allocation Comparison

Sectors
PSRF.L
IUVF.L

Technology

21.4%
50.9%

Financial Services

15.5%
9.1%

Healthcare

12.1%
7.9%

Communication Services

10.9%
7.2%

Energy

8.7%
2.7%

Consumer Cyclical

8.4%
7.6%

Industrials

8.1%
6.4%

Consumer Defensive

6.5%
3.6%

Basic Materials

3.4%
1.4%

Utilities

3.2%
1.7%

Real Estate

1.8%
1.6%

Technology

PSRF.L
21.4%
IUVF.L
50.9%

Financial Services

PSRF.L
15.5%
IUVF.L
9.1%

Healthcare

PSRF.L
12.1%
IUVF.L
7.9%

Communication Services

PSRF.L
10.9%
IUVF.L
7.2%

Energy

PSRF.L
8.7%
IUVF.L
2.7%

Consumer Cyclical

PSRF.L
8.4%
IUVF.L
7.6%

Industrials

PSRF.L
8.1%
IUVF.L
6.4%

Consumer Defensive

PSRF.L
6.5%
IUVF.L
3.6%

Basic Materials

PSRF.L
3.4%
IUVF.L
1.4%

Utilities

PSRF.L
3.2%
IUVF.L
1.7%

Real Estate

PSRF.L
1.8%
IUVF.L
1.6%

Compare stocks, funds, or ETFs

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Invesco FTSE RAFI US 1000 UCITS ETF

iShares Edge MSCI USA Value Factor UCITS

Often compared with PSRF.L:
PSRF.L vs. PSRE.LPSRF.L vs. SPES.LPSRF.L vs. HTWN.LPSRF.L vs. XLKPSRF.L vs. HMWO.LPSRF.L vs. WLDS.LPSRF.L vs. XLKQ.L
Often compared with IUVF.L:
IUVF.L vs. VTVIUVF.L vs. VLUEIUVF.L vs. VIVAXIUVF.L vs. EWSP.LIUVF.L vs. JREG.LIUVF.L vs. JREU.LIUVF.L vs. URTH

Return for Risk

PSRF.L vs. IUVF.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: 9494
Overall Rank
PSRF.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PSRF.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
PSRF.L Omega Ratio Rank: 9393
Omega Ratio Rank
PSRF.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
PSRF.L Martin Ratio Rank: 9494
Martin Ratio Rank
IUVF.L
IUVF.L Risk / Return Rank: 9898
Overall Rank
IUVF.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IUVF.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IUVF.L Omega Ratio Rank: 9898
Omega Ratio Rank
IUVF.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
IUVF.L Martin Ratio Rank: 9898
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. IUVF.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 Edge MSCI USA Value Factor UCITS (IUVF.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.

PSRF.LIUVF.LDifference
Sharpe ratioReturn per unit of total volatility
3.54
6.10

-2.56

Sortino ratioReturn per unit of downside risk
4.81
8.02

-3.22

Omega ratioGain probability vs. loss probability

1.66

2.08

-0.43

Calmar ratioReturn relative to maximum drawdown

7.20

16.23

-9.03

Martin ratioReturn relative to average drawdown

26.49

63.11

-36.61

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

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

The current PSRF.L Sharpe Ratio is 3.54, which is lower than the IUVF.L Sharpe Ratio of 6.10. The chart below compares the historical Sharpe Ratios of PSRF.L and IUVF.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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Sharpe Ratios by Period

PSRF.LIUVF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.54

6.10

-2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

1.08

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.84

-0.01

Drawdowns

PSRF.L vs. IUVF.L - Drawdown Comparison

The maximum PSRF.L drawdown since its inception was -38.37%, which is greater than IUVF.L's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for PSRF.L and IUVF.L.

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Drawdown Indicators

PSRF.LIUVF.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.37%

-31.83%

-6.54%

Max Drawdown (1Y)

Largest decline over 1 year

-4.60%

-5.71%

+1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-18.14%

-20.13%

+1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-20.13%

+1.99%

Max Drawdown (10Y)

Largest decline over 10 years

-29.79%

—

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.15%

-5.67%

+1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

1.47%

-0.22%

Volatility

PSRF.L vs. IUVF.L - Volatility Comparison

The current volatility for Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L) is 2.14%, while iShares Edge MSCI USA Value Factor UCITS (IUVF.L) has a volatility of 6.92%. This indicates that PSRF.L experiences smaller price fluctuations and is considered to be less risky than IUVF.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.LIUVF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.14%

6.92%

-4.78%

Volatility (6M)

Calculated over the trailing 6-month period

6.28%

12.03%

-5.75%

Volatility (1Y)

Calculated over the trailing 1-year period

9.41%

15.26%

-5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.32%

15.93%

-2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

18.44%

-2.65%

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

PSRF.L has a 0.39% expense ratio, which is higher than IUVF.L's 0.20% expense ratio.

Dividends

PSRF.L vs. IUVF.L - Dividend Comparison

PSRF.L's dividend yield for the trailing twelve months is around 1.20%, while IUVF.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IUVF.L
iShares Edge MSCI USA Value Factor UCITS		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		1.20%1.37%1.46%1.59%1.70%1.29%1.78%1.67%1.78%1.60%1.51%1.64%

Frequently Asked Questions

PSRF.L and IUVF.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUVF.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUVF.L is cheaper with a 0.20% expense ratio, compared with 0.39% for PSRF.L.

Both ETFs track Russell 1000 Value TR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PSRF.L and 0.20% for IUVF.L.

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