Correlation
The correlation between PSRU.L and ISF.L is 0.42, 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.
PSRU.L vs. ISF.L
Compare and contrast key facts about Invesco FTSE RAFI UK 100 UCITS ETF (PSRU.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L).
PSRU.L and ISF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSRU.L is a passively managed fund by Invesco that tracks the performance of the FTSE AllSh TR GBP. It was launched on Dec 3, 2007. ISF.L is a passively managed fund by iShares that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 27, 2000. Both PSRU.L and ISF.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: PSRU.L or ISF.L.
Performance
PSRU.L vs. ISF.L - Performance Comparison
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Key characteristics
PSRU.L:
0.77
ISF.L:
0.85
PSRU.L:
0.98
ISF.L:
1.12
PSRU.L:
1.14
ISF.L:
1.17
PSRU.L:
0.69
ISF.L:
0.81
PSRU.L:
3.52
ISF.L:
4.17
PSRU.L:
2.80%
ISF.L:
2.48%
PSRU.L:
13.77%
ISF.L:
12.76%
PSRU.L:
-47.69%
ISF.L:
-48.64%
PSRU.L:
-0.06%
ISF.L:
0.00%
Returns By Period
In the year-to-date period, PSRU.L achieves a 8.74% return, which is significantly lower than ISF.L's 9.79% return. Both investments have delivered pretty close results over the past 10 years, with PSRU.L having a 6.58% annualized return and ISF.L not far behind at 6.34%.
PSRU.L
8.74%
4.80%
7.63%
9.87%
9.14%
14.63%
6.58%
ISF.L
9.79%
3.75%
8.35%
10.33%
8.85%
11.62%
6.34%
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PSRU.L vs. ISF.L - Expense Ratio Comparison
PSRU.L has a 0.39% expense ratio, which is higher than ISF.L's 0.07% expense ratio.
Risk-Adjusted Performance
PSRU.L vs. ISF.L — Risk-Adjusted Performance Rank
PSRU.L
ISF.L
PSRU.L vs. ISF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI UK 100 UCITS ETF (PSRU.L) and iShares Core FTSE 100 UCITS ETF (Dist) (ISF.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.
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Dividends
PSRU.L vs. ISF.L - Dividend Comparison
PSRU.L's dividend yield for the trailing twelve months is around 3.90%, more than ISF.L's 3.40% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSRU.L Invesco FTSE RAFI UK 100 UCITS ETF | 3.90% | 4.18% | 4.16% | 4.02% | 3.94% | 2.97% | 4.79% | 4.66% | 3.88% | 3.48% | 4.31% | 5.53% |
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 3.40% | 3.71% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% | 3.41% |
Drawdowns
PSRU.L vs. ISF.L - Drawdown Comparison
The maximum PSRU.L drawdown since its inception was -47.69%, roughly equal to the maximum ISF.L drawdown of -48.64%. Use the drawdown chart below to compare losses from any high point for PSRU.L and ISF.L.
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Volatility
PSRU.L vs. ISF.L - Volatility Comparison
Invesco FTSE RAFI UK 100 UCITS ETF (PSRU.L) has a higher volatility of 2.58% compared to iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) at 2.20%. This indicates that PSRU.L's price experiences larger fluctuations and is considered to be riskier than ISF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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