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

PSRM.L vs. ISDE.L

Last updated Jun 5, 2026

PSRM.L (Invesco FTSE RAFI Emerging Markets UCITS ETF) and ISDE.L (iShares MSCI EM Islamic UCITS ETF USD (Dist)) are both Emerging Markets Equities funds - PSRM.L tracks the MSCI EM NR USD while ISDE.L tracks the MSCI Emerging Markets Islamic Index. Both are passively managed. Over the past 10 years, PSRM.L returned 12.48%/yr vs 13.94%/yr for ISDE.L. A 0.71 correlation means they provide meaningful diversification when combined. PSRM.L charges 0.49%/yr vs 0.85%/yr for ISDE.L.

Performance

PSRM.L vs. ISDE.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 MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L). 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 ISDE.L is traded in USD. To make them comparable, the ISDE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PSRM.L achieves a 22.18% return, which is significantly lower than ISDE.L's 60.76% return. Over the past 10 years, PSRM.L has underperformed ISDE.L with an annualized return of 12.48%, while ISDE.L has yielded a comparatively higher 13.94% 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%

ISDE.L

1D
-2.79%
1M
14.45%
YTD
60.76%
6M
63.75%
1Y
109.18%
3Y*
28.97%
5Y*
14.04%
10Y*
13.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSRM.L vs. ISDE.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%
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)		60.76%30.46%-1.86%8.28%-13.53%3.61%18.62%14.85%-12.37%29.47%

Correlation

The correlation between PSRM.L and ISDE.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

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

0.66

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

0.69

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

0.77

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

0.71

The correlation between PSRM.L and ISDE.L shifts across timeframes, from 0.66 (3 years) to 0.77 (10 years), reflecting how their relationship changes across market environments.

PSRM.L vs. ISDE.L - Sectors Allocation Comparison

Sectors
PSRM.L
ISDE.L

Technology

28.1%
48.0%

Financial Services

20.4%
3.7%

Basic Materials

10.4%
12.2%

Consumer Cyclical

9.7%
5.3%

Energy

9.4%
10.1%

Industrials

8.0%
8.6%

Communication Services

5.3%
0.9%

Consumer Defensive

3.2%
3.3%

Utilities

2.8%
2.3%

Real Estate

1.8%
0.9%

Healthcare

1.1%
4.8%

Technology

PSRM.L
28.1%
ISDE.L
48.0%

Financial Services

PSRM.L
20.4%
ISDE.L
3.7%

Basic Materials

PSRM.L
10.4%
ISDE.L
12.2%

Consumer Cyclical

PSRM.L
9.7%
ISDE.L
5.3%

Energy

PSRM.L
9.4%
ISDE.L
10.1%

Industrials

PSRM.L
8.0%
ISDE.L
8.6%

Communication Services

PSRM.L
5.3%
ISDE.L
0.9%

Consumer Defensive

PSRM.L
3.2%
ISDE.L
3.3%

Utilities

PSRM.L
2.8%
ISDE.L
2.3%

Real Estate

PSRM.L
1.8%
ISDE.L
0.9%

Healthcare

PSRM.L
1.1%
ISDE.L
4.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco FTSE RAFI Emerging Markets UCITS ETF

iShares MSCI EM Islamic UCITS ETF USD (Dist)

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PSRM.L vs. PSRE.LPSRM.L vs. 6PSK.DEPSRM.L vs. VFEM.LPSRM.L vs. EMIM.LPSRM.L vs. EMDV.LPSRM.L vs. DEM.LPSRM.L vs. E127.L
Often compared with ISDE.L:
ISDE.L vs. JRDM.LISDE.L vs. VFEG.LISDE.L vs. VDEM.LISDE.L vs. LEML.LISDE.L vs. EDG2.LISDE.L vs. EMVL.LISDE.L vs. PRAM.L

Return for Risk

PSRM.L vs. ISDE.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
ISDE.L
ISDE.L Risk / Return Rank: 9595
Overall Rank
ISDE.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ISDE.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
ISDE.L Omega Ratio Rank: 9595
Omega Ratio Rank
ISDE.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ISDE.L Martin Ratio Rank: 9595
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. ISDE.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 MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.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.LISDE.LDifference
Sharpe ratioReturn per unit of total volatility
2.96
4.61

-1.66

Sortino ratioReturn per unit of downside risk
3.95
5.26

-1.31

Omega ratioGain probability vs. loss probability

1.53

1.79

-0.26

Calmar ratioReturn relative to maximum drawdown

4.47

8.63

-4.16

Martin ratioReturn relative to average drawdown

16.64

31.10

-14.46

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current PSRM.L Sharpe Ratio is 2.96, which is lower than the ISDE.L Sharpe Ratio of 4.61. The chart below compares the historical Sharpe Ratios of PSRM.L and ISDE.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.LISDE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.96

4.61

-1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.79

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.72

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.36

+0.11

Drawdowns

PSRM.L vs. ISDE.L - Drawdown Comparison

The maximum PSRM.L drawdown since its inception was -44.18%, smaller than the maximum ISDE.L drawdown of -46.71%. Use the drawdown chart below to compare losses from any high point for PSRM.L and ISDE.L.

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Drawdown Indicators

PSRM.LISDE.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.18%

-46.71%

+2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-12.58%

+2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-14.44%

-21.66%

+7.22%

Max Drawdown (5Y)

Largest decline over 5 years

-17.54%

-21.66%

+4.12%

Max Drawdown (10Y)

Largest decline over 10 years

-29.37%

-26.22%

-3.15%

Current Drawdown

Current decline from peak

-3.11%

-3.34%

+0.23%

Average Drawdown

Average peak-to-trough decline

-10.34%

-14.03%

+3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

3.50%

-0.78%

Volatility

PSRM.L vs. ISDE.L - Volatility Comparison

The current volatility for Invesco FTSE RAFI Emerging Markets UCITS ETF (PSRM.L) is 7.33%, while iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) has a volatility of 11.38%. This indicates that PSRM.L experiences smaller price fluctuations and is considered to be less risky than ISDE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PSRM.LISDE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

11.38%

-4.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

20.94%

-8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

23.54%

-8.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

17.76%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

19.28%

-1.03%

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

PSRM.L has a 0.49% expense ratio, which is lower than ISDE.L's 0.85% expense ratio.

Dividends

PSRM.L vs. ISDE.L - Dividend Comparison

PSRM.L's dividend yield for the trailing twelve months is around 2.53%, more than ISDE.L's 1.08% yield.

PositionTTM20252024202320222021202020192018201720162015
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)		1.08%1.86%2.51%2.77%2.10%1.79%0.98%1.55%1.64%1.02%1.07%2.32%
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 ISDE.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PSRM.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PSRM.L is cheaper with a 0.49% expense ratio, compared with 0.85% for ISDE.L.

PSRM.L tracks MSCI EM NR USD, while ISDE.L tracks MSCI Emerging Markets Islamic Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.49% for PSRM.L and 0.85% for ISDE.L.

Portfolio Optimizer

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