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PSRM.L vs. EMIM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSRM.L vs. EMIM.L - 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 iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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, PSRM.L achieves a 22.18% return, which is significantly lower than EMIM.L's 24.23% return. Over the past 10 years, PSRM.L has outperformed EMIM.L with an annualized return of 12.48%, while EMIM.L has yielded a comparatively lower 11.09% annualized return.


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%

EMIM.L

1D
-1.35%
1M
5.54%
YTD
24.23%
6M
26.48%
1Y
50.85%
3Y*
20.15%
5Y*
8.76%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSRM.L vs. EMIM.L - 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%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
24.23%23.35%9.18%4.93%-10.17%0.74%14.91%12.69%-9.32%24.72%

Correlation

The correlation between PSRM.L and EMIM.L is 0.88, 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

0.88

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

0.88

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

0.86

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

0.90

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2014

0.90

The correlation between PSRM.L and EMIM.L has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

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Return for Risk

PSRM.L vs. EMIM.L — 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

EMIM.L
EMIM.L Risk / Return Rank: 8787
Overall Rank
EMIM.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 9090
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
EMIM.L 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. EMIM.L - 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 iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.


PSRM.LEMIM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.53

1.57

-0.04

Calmar ratioReturn relative to maximum drawdown

4.47

4.63

-0.16

Martin ratioReturn relative to average drawdown

16.64

16.57

+0.07

PSRM.L vs. EMIM.L - Sharpe Ratio Comparison

The current PSRM.L Sharpe Ratio is 2.96, which is comparable to the EMIM.L Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of PSRM.L and EMIM.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


PSRM.LEMIM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.96

3.04

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.55

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.62

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.49

-0.02

Drawdowns

PSRM.L vs. EMIM.L - Drawdown Comparison

The maximum PSRM.L drawdown since its inception was -44.18%, which is greater than EMIM.L's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for PSRM.L and EMIM.L.


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Drawdown Indicators


PSRM.LEMIM.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.18%

-31.70%

-12.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-10.92%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-14.44%

-15.56%

+1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-17.54%

-21.98%

+4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-29.37%

-26.46%

-2.91%

Current Drawdown

Current decline from peak

-3.11%

-2.39%

-0.72%

Average Drawdown

Average peak-to-trough decline

-10.34%

-8.71%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

3.06%

-0.34%

Volatility

PSRM.L vs. EMIM.L - Volatility Comparison

Invesco FTSE RAFI Emerging Markets UCITS ETF (PSRM.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) have volatilities of 7.33% and 7.03%, 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.LEMIM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

7.03%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

14.14%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

16.67%

-1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

15.82%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

17.81%

+0.44%

PSRM.L vs. EMIM.L - Expense Ratio Comparison

PSRM.L has a 0.49% expense ratio, which is higher than EMIM.L's 0.18% expense ratio.


Dividends

PSRM.L vs. EMIM.L - Dividend Comparison

PSRM.L's dividend yield for the trailing twelve months is around 2.53%, while EMIM.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 EMIM.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMIM.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMIM.L is cheaper with a 0.18% expense ratio, compared with 0.49% for PSRM.L.

Both ETFs track MSCI EM NR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.49% for PSRM.L and 0.18% for EMIM.L.

Portfolio Optimizer

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