PSRF.L vs. R1VL.L
PSRF.L (Invesco FTSE RAFI US 1000 UCITS ETF) and R1VL.L (iShares Russell 1000 Value UCITS ETF USD (Acc)) are both Large Cap Value Equities funds - PSRF.L tracks the Russell 1000 Value TR USD while R1VL.L tracks the Russell 1000 Value UCITS 30/18 Capped Net Tax 15% Index. Both are passively managed. Over the past 3 years, PSRF.L returned 17.85%/yr vs 16.27%/yr for R1VL.L. Their correlation of 0.88 suggests significant overlap in exposure. PSRF.L charges 0.39%/yr vs 0.18%/yr for R1VL.L.
Performance
PSRF.L vs. R1VL.L - Performance Comparison
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Different Trading Currencies
PSRF.L is traded in GBp, while R1VL.L is traded in USD. To make them comparable, the R1VL.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, PSRF.L achieves a 16.69% return, which is significantly lower than R1VL.L's 18.39% 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%
R1VL.L
- 1D
- -0.00%
- 1M
- 0.86%
- 6M
- 13.63%
- YTD
- 18.39%
- 1Y
- 28.89%
- 3Y*
- 16.27%
- 5Y*
- —
- 10Y*
- —
PSRF.L vs. R1VL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PSRF.L Invesco FTSE RAFI US 1000 UCITS ETF | 16.69% | 8.58% | 18.11% | 8.86% |
R1VL.L iShares Russell 1000 Value UCITS ETF USD (Acc) | 18.39% | 7.74% | 15.44% | 6.15% |
Correlation
The correlation between PSRF.L and R1VL.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.88 |
The correlation between PSRF.L and R1VL.L has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
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Return for Risk
PSRF.L vs. R1VL.L — Risk / Return Rank
PSRF.L
R1VL.L
PSRF.L vs. R1VL.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 Russell 1000 Value UCITS ETF USD (Acc) (R1VL.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 | R1VL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.48 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 6.11 | 5.83 | +0.28 |
| Martin ratioReturn relative to average drawdown | 22.23 | 20.12 | +2.11 |
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Drawdowns
PSRF.L vs. R1VL.L - Drawdown Comparison
The maximum PSRF.L drawdown since its inception was -69.49%, which is greater than R1VL.L's maximum drawdown of -17.69%. Use the drawdown chart below to compare losses from any high point for PSRF.L and R1VL.L.
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Drawdown Indicators
| PSRF.L | R1VL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.49% | -17.69% | -51.80% |
Max Drawdown (1Y)Largest decline over 1 year | -4.60% | -4.94% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -18.14% | -17.69% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.80% | — | — |
Current DrawdownCurrent decline from peak | -0.81% | -0.31% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -14.51% | -2.97% | -11.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 1.43% | -0.16% |
Volatility
PSRF.L vs. R1VL.L - Volatility Comparison
The current volatility for Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L) is 1.81%, while iShares Russell 1000 Value UCITS ETF USD (Acc) (R1VL.L) has a volatility of 3.08%. This indicates that PSRF.L experiences smaller price fluctuations and is considered to be less risky than R1VL.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 | R1VL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.81% | 3.08% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 6.41% | 8.44% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.16% | 10.89% | -1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.32% | 12.74% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.40% | 12.74% | +2.66% |
PSRF.L vs. R1VL.L - Expense Ratio Comparison
PSRF.L has a 0.39% expense ratio, which is higher than R1VL.L's 0.18% expense ratio.
Dividends
PSRF.L vs. R1VL.L - Dividend Comparison
PSRF.L's dividend yield for the trailing twelve months is around 1.16%, while R1VL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
R1VL.L iShares Russell 1000 Value 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% |
Frequently Asked Questions
PSRF.L and R1VL.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, R1VL.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
R1VL.L is cheaper with a 0.18% expense ratio, compared with 0.39% for PSRF.L.
PSRF.L tracks Russell 1000 Value TR USD, while R1VL.L tracks Russell 1000 Value UCITS 30/18 Capped Net Tax 15% Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PSRF.L and 0.18% for R1VL.L.
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