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PSRM.L vs. 6PSK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSRM.L vs. 6PSK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco FTSE RAFI Emerging Markets UCITS ETF (PSRM.L) and Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PSRM.L is traded in GBp, while 6PSK.DE is traded in EUR. To make them comparable, the 6PSK.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with PSRM.L having a 22.18% return and 6PSK.DE slightly higher at 23.15%. Both investments have delivered pretty close results over the past 10 years, with PSRM.L having a 12.48% annualized return and 6PSK.DE not far ahead at 12.52%.


PSRM.L

1D
-2.05%
1M
8.16%
YTD
22.18%
6M
22.60%
1Y
45.37%
3Y*
21.82%
5Y*
11.88%
10Y*
12.48%

6PSK.DE

1D
-1.69%
1M
9.05%
YTD
23.15%
6M
23.08%
1Y
45.57%
3Y*
21.94%
5Y*
11.96%
10Y*
12.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSRM.L vs. 6PSK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSRM.L
Invesco FTSE RAFI Emerging Markets UCITS ETF
22.18%22.43%15.16%6.50%-4.31%10.13%-3.49%12.27%-2.72%13.06%
6PSK.DE
Invesco FTSE RAFI Emerging Markets UCITS ETF
23.15%22.72%15.12%6.00%-3.58%9.50%-5.04%14.10%-3.13%14.18%

Correlation

The correlation between PSRM.L and 6PSK.DE is 0.89, 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

0.89

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

0.92

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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since May 28, 2009

0.82

The correlation between PSRM.L and 6PSK.DE shifts across timeframes, from 0.82 (all time) to 0.92 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PSRM.L vs. 6PSK.DE — Risk / Return Rank

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

PSRM.L
PSRM.L Risk / Return Rank: 8686
Overall Rank
PSRM.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PSRM.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
PSRM.L Omega Ratio Rank: 8787
Omega Ratio Rank
PSRM.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
PSRM.L Martin Ratio Rank: 8383
Martin Ratio Rank

6PSK.DE
6PSK.DE Risk / Return Rank: 8080
Overall Rank
6PSK.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
6PSK.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
6PSK.DE Omega Ratio Rank: 7777
Omega Ratio Rank
6PSK.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
6PSK.DE Martin Ratio Rank: 8383
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.

PSRM.L vs. 6PSK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Emerging Markets UCITS ETF (PSRM.L) and Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE). 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.


PSRM.L6PSK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.53

1.52

+0.01

Calmar ratioReturn relative to maximum drawdown

4.47

4.66

-0.18

Martin ratioReturn relative to average drawdown

16.64

17.01

-0.37

PSRM.L vs. 6PSK.DE - Sharpe Ratio Comparison

The current PSRM.L Sharpe Ratio is 2.96, which is comparable to the 6PSK.DE Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of PSRM.L and 6PSK.DE, 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


PSRM.L6PSK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.96

2.91

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.74

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.69

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.41

+0.06

Drawdowns

PSRM.L vs. 6PSK.DE - Drawdown Comparison

The maximum PSRM.L drawdown since its inception was -44.18%, roughly equal to the maximum 6PSK.DE drawdown of -44.03%. Use the drawdown chart below to compare losses from any high point for PSRM.L and 6PSK.DE.


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Drawdown Indicators


PSRM.L6PSK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.18%

-44.03%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-9.74%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-14.44%

-16.22%

+1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-17.54%

-17.42%

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-29.37%

-28.93%

-0.44%

Current Drawdown

Current decline from peak

-3.11%

-2.95%

-0.16%

Average Drawdown

Average peak-to-trough decline

-10.34%

-10.46%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.67%

+0.05%

Volatility

PSRM.L vs. 6PSK.DE - Volatility Comparison

Invesco FTSE RAFI Emerging Markets UCITS ETF (PSRM.L) and Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) have volatilities of 7.33% and 7.31%, 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


PSRM.L6PSK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

7.31%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

13.11%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

15.62%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

15.94%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

18.11%

+0.14%

PSRM.L vs. 6PSK.DE - Expense Ratio Comparison

Both PSRM.L and 6PSK.DE have an expense ratio of 0.49%.


Dividends

PSRM.L vs. 6PSK.DE - Dividend Comparison

PSRM.L's dividend yield for the trailing twelve months is around 2.53%, which matches 6PSK.DE's 2.53% yield.


PositionTTM20252024202320222021202020192018201720162015
6PSK.DE
Invesco FTSE RAFI Emerging Markets UCITS ETF
2.53%3.08%3.41%4.28%5.89%3.33%2.70%2.64%2.97%2.46%1.89%3.16%
PSRM.L
Invesco FTSE RAFI Emerging Markets UCITS ETF
2.53%3.01%3.44%4.21%5.74%3.36%2.70%2.76%2.92%2.43%1.88%3.15%

Frequently Asked Questions


PSRM.L and 6PSK.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

PSRM.L and 6PSK.DE have the same expense ratio: 0.49% per year.

PSRM.L tracks MSCI EM NR USD, while 6PSK.DE tracks FTSE RAFI Emerging Markets.

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