PSRM.L vs. PSRE.L
Compare and contrast key facts about Invesco FTSE RAFI Emerging Markets UCITS ETF (PSRM.L) and Invesco FTSE RAFI Europe UCITS ETF (PSRE.L).
PSRM.L and PSRE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSRM.L is a passively managed fund by Invesco that tracks the performance of the MSCI EM NR USD. It was launched on Nov 12, 2007. PSRE.L is a passively managed fund by Invesco that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Nov 12, 2007. Both PSRM.L and PSRE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSRM.L or PSRE.L.
Correlation
The correlation between PSRM.L and PSRE.L is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PSRM.L vs. PSRE.L - Performance Comparison
Key characteristics
PSRM.L:
1.27
PSRE.L:
1.52
PSRM.L:
1.87
PSRE.L:
2.10
PSRM.L:
1.23
PSRE.L:
1.27
PSRM.L:
2.16
PSRE.L:
2.27
PSRM.L:
4.51
PSRE.L:
5.34
PSRM.L:
4.38%
PSRE.L:
3.02%
PSRM.L:
15.55%
PSRE.L:
10.54%
PSRM.L:
-44.21%
PSRE.L:
-36.10%
PSRM.L:
0.00%
PSRE.L:
-1.32%
Returns By Period
In the year-to-date period, PSRM.L achieves a 6.55% return, which is significantly lower than PSRE.L's 9.38% return. Both investments have delivered pretty close results over the past 10 years, with PSRM.L having a 7.66% annualized return and PSRE.L not far behind at 7.51%.
PSRM.L
6.55%
4.66%
14.78%
20.43%
6.73%
7.66%
PSRE.L
9.38%
3.19%
7.93%
16.82%
8.96%
7.51%
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PSRM.L vs. PSRE.L - Expense Ratio Comparison
PSRM.L has a 0.49% expense ratio, which is higher than PSRE.L's 0.39% expense ratio.
Risk-Adjusted Performance
PSRM.L vs. PSRE.L — Risk-Adjusted Performance Rank
PSRM.L
PSRE.L
PSRM.L vs. PSRE.L - Risk-Adjusted Performance 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 Europe UCITS ETF (PSRE.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.
Dividends
PSRM.L vs. PSRE.L - Dividend Comparison
PSRM.L's dividend yield for the trailing twelve months is around 3.23%, less than PSRE.L's 3.30% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSRM.L Invesco FTSE RAFI Emerging Markets UCITS ETF | 3.23% | 3.44% | 4.21% | 5.74% | 3.36% | 2.70% | 2.76% | 2.92% | 2.43% | 1.88% | 3.15% | 2.93% |
PSRE.L Invesco FTSE RAFI Europe UCITS ETF | 3.30% | 3.61% | 3.55% | 3.29% | 2.81% | 2.09% | 3.69% | 3.60% | 2.77% | 2.77% | 2.68% | 3.03% |
Drawdowns
PSRM.L vs. PSRE.L - Drawdown Comparison
The maximum PSRM.L drawdown since its inception was -44.21%, which is greater than PSRE.L's maximum drawdown of -36.10%. Use the drawdown chart below to compare losses from any high point for PSRM.L and PSRE.L. For additional features, visit the drawdowns tool.
Volatility
PSRM.L vs. PSRE.L - Volatility Comparison
Invesco FTSE RAFI Emerging Markets UCITS ETF (PSRM.L) and Invesco FTSE RAFI Europe UCITS ETF (PSRE.L) have volatilities of 3.52% and 3.46%, 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.