Correlation
The correlation between PSRU.L and XDAX.L is 0.44, 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. XDAX.L
Compare and contrast key facts about Invesco FTSE RAFI UK 100 UCITS ETF (PSRU.L) and Xtrackers DAX UCITS ETF 1C (XDAX.L).
PSRU.L and XDAX.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. XDAX.L is a passively managed fund by Xtrackers that tracks the performance of the FSE DAX TR EUR. It was launched on Jan 10, 2007. Both PSRU.L and XDAX.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 XDAX.L.
Performance
PSRU.L vs. XDAX.L - Performance Comparison
Loading data...
Key characteristics
PSRU.L:
0.77
XDAX.L:
1.62
PSRU.L:
0.98
XDAX.L:
2.29
PSRU.L:
1.14
XDAX.L:
1.30
PSRU.L:
0.69
XDAX.L:
1.99
PSRU.L:
3.52
XDAX.L:
9.19
PSRU.L:
2.80%
XDAX.L:
3.02%
PSRU.L:
13.77%
XDAX.L:
17.04%
PSRU.L:
-47.69%
XDAX.L:
-37.09%
PSRU.L:
-0.06%
XDAX.L:
-0.67%
Returns By Period
In the year-to-date period, PSRU.L achieves a 8.74% return, which is significantly lower than XDAX.L's 21.67% return.
PSRU.L
8.74%
4.80%
7.63%
9.87%
9.14%
14.63%
6.58%
XDAX.L
21.67%
3.86%
23.50%
27.78%
17.63%
13.53%
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PSRU.L vs. XDAX.L - Expense Ratio Comparison
PSRU.L has a 0.39% expense ratio, which is higher than XDAX.L's 0.09% expense ratio.
Risk-Adjusted Performance
PSRU.L vs. XDAX.L — Risk-Adjusted Performance Rank
PSRU.L
XDAX.L
PSRU.L vs. XDAX.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 Xtrackers DAX UCITS ETF 1C (XDAX.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.
Loading data...
Dividends
PSRU.L vs. XDAX.L - Dividend Comparison
PSRU.L's dividend yield for the trailing twelve months is around 3.90%, while XDAX.L has not paid dividends to shareholders.
| 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% |
XDAX.L Xtrackers DAX UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PSRU.L vs. XDAX.L - Drawdown Comparison
The maximum PSRU.L drawdown since its inception was -47.69%, which is greater than XDAX.L's maximum drawdown of -37.09%. Use the drawdown chart below to compare losses from any high point for PSRU.L and XDAX.L.
Loading data...
Volatility
PSRU.L vs. XDAX.L - Volatility Comparison
The current volatility for Invesco FTSE RAFI UK 100 UCITS ETF (PSRU.L) is 2.58%, while Xtrackers DAX UCITS ETF 1C (XDAX.L) has a volatility of 4.18%. This indicates that PSRU.L experiences smaller price fluctuations and is considered to be less risky than XDAX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...