PSRF.L vs. SPES.L
Compare and contrast key facts about Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L) and Invesco S&P 500 Equal Weight UCITS ETF Dist (SPES.L).
PSRF.L and SPES.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSRF.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 Value TR USD. It was launched on Nov 12, 2007. SPES.L is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. It was launched on Apr 6, 2021. Both PSRF.L and SPES.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
PSRF.L vs. SPES.L - Performance Comparison
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PSRF.L vs. SPES.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PSRF.L Invesco FTSE RAFI US 1000 UCITS ETF | 3.09% | 8.58% | 18.11% | 9.53% | 2.89% | 14.67% |
SPES.L Invesco S&P 500 Equal Weight UCITS ETF Dist | 1.40% | 3.95% | 13.66% | 8.18% | -1.34% | 28.07% |
Returns By Period
In the year-to-date period, PSRF.L achieves a 3.09% return, which is significantly higher than SPES.L's 1.40% return.
PSRF.L
- 1D
- 0.81%
- 1M
- -2.80%
- YTD
- 3.09%
- 6M
- 7.43%
- 1Y
- 14.90%
- 3Y*
- 13.73%
- 5Y*
- 11.69%
- 10Y*
- 12.90%
SPES.L
- 1D
- 0.90%
- 1M
- -4.29%
- YTD
- 1.40%
- 6M
- 3.54%
- 1Y
- 9.78%
- 3Y*
- 9.13%
- 5Y*
- —
- 10Y*
- —
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PSRF.L vs. SPES.L - Expense Ratio Comparison
PSRF.L has a 0.39% expense ratio, which is higher than SPES.L's 0.20% expense ratio.
Return for Risk
PSRF.L vs. SPES.L — Risk / Return Rank
PSRF.L
SPES.L
PSRF.L vs. SPES.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 Invesco S&P 500 Equal Weight UCITS ETF Dist (SPES.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.L | SPES.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.69 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.01 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.14 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.35 | +0.84 |
Martin ratioReturn relative to average drawdown | 8.43 | 4.55 | +3.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSRF.L | SPES.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.69 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.70 | +0.09 |
Correlation
The correlation between PSRF.L and SPES.L is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PSRF.L vs. SPES.L - Dividend Comparison
PSRF.L's dividend yield for the trailing twelve months is around 1.34%, less than SPES.L's 1.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSRF.L Invesco FTSE RAFI US 1000 UCITS ETF | 1.34% | 1.37% | 1.46% | 1.59% | 1.70% | 1.29% | 1.78% | 1.67% | 1.78% | 1.60% | 1.51% | 1.64% |
SPES.L Invesco S&P 500 Equal Weight UCITS ETF Dist | 1.38% | 1.37% | 1.36% | 1.48% | 1.49% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PSRF.L vs. SPES.L - Drawdown Comparison
The maximum PSRF.L drawdown since its inception was -38.37%, which is greater than SPES.L's maximum drawdown of -19.65%. Use the drawdown chart below to compare losses from any high point for PSRF.L and SPES.L.
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Drawdown Indicators
| PSRF.L | SPES.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.37% | -19.65% | -18.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -11.42% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.79% | — | — |
Current DrawdownCurrent decline from peak | -2.80% | -4.29% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -4.21% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.07% | -0.32% |
Volatility
PSRF.L vs. SPES.L - Volatility Comparison
Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L) and Invesco S&P 500 Equal Weight UCITS ETF Dist (SPES.L) have volatilities of 3.41% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSRF.L | SPES.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.36% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.04% | 7.16% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.85% | 14.13% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 14.88% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 14.88% | +0.97% |