PSRM.L vs. 6PSK.DE
PSRM.L (Invesco FTSE RAFI Emerging Markets UCITS ETF) and 6PSK.DE (Invesco FTSE RAFI Emerging Markets UCITS ETF) are both Emerging Markets Equities funds from Invesco - PSRM.L tracks the MSCI EM NR USD while 6PSK.DE tracks the FTSE RAFI Emerging Markets. Both are passively managed. Over the past 10 years, PSRM.L returned 12.48%/yr vs 12.52%/yr for 6PSK.DE. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.49% expense ratio.
Performance
PSRM.L vs. 6PSK.DE - Performance Comparison
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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%
PSRM.L vs. 6PSK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
PSRM.L
6PSK.DE
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.L | 6PSK.DE | Difference | |
|---|---|---|---|
| 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 |
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
| PSRM.L | 6PSK.DE | Difference | |
|---|---|---|---|
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.L | 6PSK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.11% | -2.95% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -10.34% | -10.46% | +0.12% |
Ulcer IndexDepth 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.L | 6PSK.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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