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

Performance

PSRF.L vs. SPES.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 Invesco S&P 500 Equal Weight UCITS ETF Dist (SPES.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

PSRF.L
PSRF.L Risk / Return Rank: 6363
Overall Rank
PSRF.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PSRF.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
PSRF.L Omega Ratio Rank: 5757
Omega Ratio Rank
PSRF.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
PSRF.L Martin Ratio Rank: 7474
Martin Ratio Rank

SPES.L
SPES.L Risk / Return Rank: 3838
Overall Rank
SPES.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SPES.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
SPES.L Omega Ratio Rank: 3333
Omega Ratio Rank
SPES.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
SPES.L Martin Ratio Rank: 4343
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. 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.LSPES.LDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.69

+0.38

Sortino ratio

Return per unit of downside risk

1.48

1.01

+0.47

Omega ratio

Gain probability vs. loss probability

1.22

1.14

+0.08

Calmar ratio

Return relative to maximum drawdown

2.19

1.35

+0.84

Martin ratio

Return relative to average drawdown

8.43

4.55

+3.88

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

The current PSRF.L Sharpe Ratio is 1.07, which is higher than the SPES.L Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of PSRF.L and SPES.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSRF.LSPES.LDifference

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.


TTM20252024202320222021202020192018201720162015
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.LSPES.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.80%

-4.29%

+1.49%

Average Drawdown

Average peak-to-trough decline

-4.19%

-4.21%

+0.02%

Ulcer Index

Depth 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.LSPES.LDifference

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%