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PSRF.L vs. UC07.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PSRF.L vs. UC07.L

Last updated Jun 4, 2026

PSRF.L (Invesco FTSE RAFI US 1000 UCITS ETF) and UC07.L (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) are both Large Cap Value Equities funds tracking the Russell 1000 Value TR USD, from Invesco and UBS respectively. Both are passively managed. Over the past 10 years, PSRF.L returned 14.09%/yr vs 11.26%/yr for UC07.L. Their correlation of 0.95 suggests significant overlap in exposure. PSRF.L charges 0.39%/yr vs 0.20%/yr for UC07.L.

Performance

PSRF.L vs. UC07.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 UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.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 higher than UC07.L's 10.02% return. Over the past 10 years, PSRF.L has outperformed UC07.L with an annualized return of 14.09%, while UC07.L has yielded a comparatively lower 11.26% annualized 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%

UC07.L

1D
0.33%
1M
3.66%
YTD
10.02%
6M
10.78%
1Y
23.21%
3Y*
13.49%
5Y*
10.26%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSRF.L vs. UC07.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%
UC07.L
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis		10.02%5.98%15.41%3.09%4.71%28.76%-3.62%20.51%-3.14%4.81%

Correlation

The correlation between PSRF.L and UC07.L is 0.93, 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

0.93

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

0.95

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

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.95

The correlation between PSRF.L and UC07.L has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

PSRF.L vs. UC07.L - Sectors Allocation Comparison

Sectors
PSRF.L
UC07.L

Technology

21.4%
14.7%

Financial Services

15.5%
18.6%

Healthcare

12.1%
11.9%

Communication Services

10.9%
14.2%

Energy

8.7%
6.6%

Consumer Cyclical

8.4%
5.2%

Industrials

8.1%
10.9%

Consumer Defensive

6.5%
7.7%

Basic Materials

3.4%
3.1%

Utilities

3.2%
4.0%

Real Estate

1.8%
3.2%

Technology

PSRF.L
21.4%
UC07.L
14.7%

Financial Services

PSRF.L
15.5%
UC07.L
18.6%

Healthcare

PSRF.L
12.1%
UC07.L
11.9%

Communication Services

PSRF.L
10.9%
UC07.L
14.2%

Energy

PSRF.L
8.7%
UC07.L
6.6%

Consumer Cyclical

PSRF.L
8.4%
UC07.L
5.2%

Industrials

PSRF.L
8.1%
UC07.L
10.9%

Consumer Defensive

PSRF.L
6.5%
UC07.L
7.7%

Basic Materials

PSRF.L
3.4%
UC07.L
3.1%

Utilities

PSRF.L
3.2%
UC07.L
4.0%

Real Estate

PSRF.L
1.8%
UC07.L
3.2%

Compare stocks, funds, or ETFs

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Invesco FTSE RAFI US 1000 UCITS ETF

UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis

Often compared with PSRF.L:
PSRF.L vs. PSRE.LPSRF.L vs. SPES.LPSRF.L vs. HTWN.LPSRF.L vs. HMWO.LPSRF.L vs. XLKPSRF.L vs. WLDS.LPSRF.L vs. XLKQ.L
Often compared with UC07.L:
UC07.L vs. SPX4.LUC07.L vs. XNAQ.LUC07.L vs. XDEV.LUC07.L vs. VHYL.ASUC07.L vs. IITU.LUC07.L vs. HWWA.LUC07.L vs. IUVF.L

Return for Risk

PSRF.L vs. UC07.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
UC07.L
UC07.L Risk / Return Rank: 8080
Overall Rank
UC07.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
UC07.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
UC07.L Omega Ratio Rank: 7979
Omega Ratio Rank
UC07.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
UC07.L Martin Ratio Rank: 8181
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. UC07.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 UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.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.LUC07.LDifference
Sharpe ratioReturn per unit of total volatility
3.54
2.63

+0.91

Sortino ratioReturn per unit of downside risk
4.81
3.58

+1.23

Omega ratioGain probability vs. loss probability

1.66

1.47

+0.18

Calmar ratioReturn relative to maximum drawdown

7.20

4.26

+2.95

Martin ratioReturn relative to average drawdown

26.49

15.92

+10.58

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. UC07.L - Sharpe Ratio Comparison

The current PSRF.L Sharpe Ratio is 3.54, which is higher than the UC07.L Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of PSRF.L and UC07.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.LUC07.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.54

2.63

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.82

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.76

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.75

+0.07

Drawdowns

PSRF.L vs. UC07.L - Drawdown Comparison

The maximum PSRF.L drawdown since its inception was -38.37%, which is greater than UC07.L's maximum drawdown of -28.73%. Use the drawdown chart below to compare losses from any high point for PSRF.L and UC07.L.

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Drawdown Indicators

PSRF.LUC07.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.37%

-28.73%

-9.64%

Max Drawdown (1Y)

Largest decline over 1 year

-4.60%

-5.43%

+0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-18.14%

-16.76%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-16.76%

-1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-29.79%

-28.73%

-1.06%

Current Drawdown

Current decline from peak

0.00%

-0.47%

+0.47%

Average Drawdown

Average peak-to-trough decline

-4.15%

-3.95%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

1.45%

-0.20%

Volatility

PSRF.L vs. UC07.L - Volatility Comparison

Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L) and UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) have volatilities of 2.14% and 2.15%, 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.LUC07.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.14%

2.15%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

6.28%

6.15%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

9.41%

8.83%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.32%

12.52%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

14.84%

+0.95%

PSRF.L vs. UC07.L - Expense Ratio Comparison

PSRF.L has a 0.39% expense ratio, which is higher than UC07.L's 0.20% expense ratio.

Dividends

PSRF.L vs. UC07.L - Dividend Comparison

PSRF.L's dividend yield for the trailing twelve months is around 1.20%, less than UC07.L's 1.39% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
UC07.L
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis		1.39%2.05%1.79%2.04%1.81%1.59%2.41%2.08%2.49%2.01%2.18%2.25%

Frequently Asked Questions

With a correlation of 0.93, PSRF.L and UC07.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, UC07.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC07.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 UBS. Their fees differ too: 0.39% for PSRF.L and 0.20% for UC07.L.

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