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PSRW.L vs. CUKX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PSRW.L vs. CUKX.L

Last updated Jun 3, 2026

PSRW.L (Invesco FTSE RAFI All World 3000 UCITS ETF) and CUKX.L (iShares FTSE 100 UCITS ETF) are both exchange-traded funds - PSRW.L is a Global Equities fund tracking the MSCI ACWI Value NR USD, while CUKX.L is a fund fund tracking the FTSE 100 Index. Both are passively managed. Over the past 10 years, PSRW.L returned 13.15%/yr vs 9.21%/yr for CUKX.L. A 0.70 correlation means they provide meaningful diversification when combined. PSRW.L charges 0.39%/yr vs 0.07%/yr for CUKX.L.

Performance

PSRW.L vs. CUKX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) and iShares FTSE 100 UCITS ETF (CUKX.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, PSRW.L achieves a 15.60% return, which is significantly higher than CUKX.L's 5.96% return. Over the past 10 years, PSRW.L has outperformed CUKX.L with an annualized return of 13.15%, while CUKX.L has yielded a comparatively lower 9.21% annualized return.

PSRW.L

1D
0.68%
1M
5.66%
YTD
15.60%
6M
16.49%
1Y
37.59%
3Y*
19.30%
5Y*
13.56%
10Y*
13.15%

CUKX.L

1D
0.31%
1M
0.24%
YTD
5.96%
6M
8.32%
1Y
21.89%
3Y*
14.58%
5Y*
11.80%
10Y*
9.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSRW.L vs. CUKX.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PSRW.L
Invesco FTSE RAFI All World 3000 UCITS ETF		15.60%19.97%12.95%10.09%2.42%22.39%2.67%17.83%-7.86%9.35%
CUKX.L
iShares FTSE 100 UCITS ETF		5.96%25.78%9.30%7.72%4.97%17.48%-11.28%17.23%-9.05%12.45%

Correlation

The correlation between PSRW.L and CUKX.L is 0.66, 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

0.66

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

0.69

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

0.72

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

0.76

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2010

0.70

The correlation between PSRW.L and CUKX.L shifts across timeframes, from 0.66 (1 year) to 0.76 (10 years), reflecting how their relationship changes across market environments.

PSRW.L vs. CUKX.L - Sectors Allocation Comparison

Sectors
PSRW.L
CUKX.L

Technology

19.1%
0.8%

Financial Services

18.8%
25.0%

Industrials

9.8%
13.7%

Energy

9.5%
11.3%

Healthcare

9.0%
13.6%

Consumer Cyclical

8.5%
5.0%

Communication Services

7.5%
2.6%

Basic Materials

6.7%
8.9%

Consumer Defensive

5.7%
13.2%

Utilities

3.6%
5.1%

Real Estate

1.8%
0.9%

Technology

PSRW.L
19.1%
CUKX.L
0.8%

Financial Services

PSRW.L
18.8%
CUKX.L
25.0%

Industrials

PSRW.L
9.8%
CUKX.L
13.7%

Energy

PSRW.L
9.5%
CUKX.L
11.3%

Healthcare

PSRW.L
9.0%
CUKX.L
13.6%

Consumer Cyclical

PSRW.L
8.5%
CUKX.L
5.0%

Communication Services

PSRW.L
7.5%
CUKX.L
2.6%

Basic Materials

PSRW.L
6.7%
CUKX.L
8.9%

Consumer Defensive

PSRW.L
5.7%
CUKX.L
13.2%

Utilities

PSRW.L
3.6%
CUKX.L
5.1%

Real Estate

PSRW.L
1.8%
CUKX.L
0.9%

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 All World 3000 UCITS ETF

iShares FTSE 100 UCITS ETF

Often compared with PSRW.L:
PSRW.L vs. ACWIPSRW.L vs. VWRL.LPSRW.L vs. LDCU.LPSRW.L vs. EXUS.LPSRW.L vs. XDEQ.LPSRW.L vs. VTPSRW.L vs. IQDG
Often compared with CUKX.L:
CUKX.L vs. VUKG.LCUKX.L vs. IUKD.LCUKX.L vs. FTAL.LCUKX.L vs. CSUK.LCUKX.L vs. VUKE.DECUKX.L vs. CPJ1.LCUKX.L vs. S100.L

Return for Risk

PSRW.L vs. CUKX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PSRW.L
PSRW.L Risk / Return Rank: 9393
Overall Rank
PSRW.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PSRW.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
PSRW.L Omega Ratio Rank: 9595
Omega Ratio Rank
PSRW.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
PSRW.L Martin Ratio Rank: 9090
Martin Ratio Rank
CUKX.L
CUKX.L Risk / Return Rank: 5555
Overall Rank
CUKX.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 6161
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 4949
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.

PSRW.L vs. CUKX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) and iShares FTSE 100 UCITS ETF (CUKX.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.

PSRW.LCUKX.LDifference

Sharpe ratio

Return per unit of total volatility

3.92

2.01

+1.92

Sortino ratio

Return per unit of downside risk

5.20

2.80

+2.40

Omega ratio

Gain probability vs. loss probability

1.75

1.38

+0.37

Calmar ratio

Return relative to maximum drawdown

5.56

2.46

+3.10

Martin ratio

Return relative to average drawdown

21.48

8.46

+13.02

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

PSRW.L vs. CUKX.L - Sharpe Ratio Comparison

The current PSRW.L Sharpe Ratio is 3.92, which is higher than the CUKX.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of PSRW.L and CUKX.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

PSRW.LCUKX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.92

2.01

+1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.93

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.61

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.54

+0.05

Drawdowns

PSRW.L vs. CUKX.L - Drawdown Comparison

The maximum PSRW.L drawdown since its inception was -49.85%, which is greater than CUKX.L's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for PSRW.L and CUKX.L.

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Drawdown Indicators

PSRW.LCUKX.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.85%

-34.50%

-15.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-8.89%

+2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-14.23%

-12.88%

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-14.23%

-12.88%

-1.35%

Max Drawdown (10Y)

Largest decline over 10 years

-29.05%

-34.50%

+5.45%

Current Drawdown

Current decline from peak

0.00%

-4.06%

+4.06%

Average Drawdown

Average peak-to-trough decline

-4.34%

-4.40%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

2.59%

-0.88%

Volatility

PSRW.L vs. CUKX.L - Volatility Comparison

The current volatility for Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) is 2.70%, while iShares FTSE 100 UCITS ETF (CUKX.L) has a volatility of 4.30%. This indicates that PSRW.L experiences smaller price fluctuations and is considered to be less risky than CUKX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PSRW.LCUKX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

4.30%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.15%

9.47%

-2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

9.55%

10.86%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.16%

12.71%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.40%

15.09%

-0.69%

PSRW.L vs. CUKX.L - Expense Ratio Comparison

PSRW.L has a 0.39% expense ratio, which is higher than CUKX.L's 0.07% expense ratio.

Dividends

PSRW.L vs. CUKX.L - Dividend Comparison

PSRW.L's dividend yield for the trailing twelve months is around 1.74%, while CUKX.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
CUKX.L
iShares FTSE 100 UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSRW.L
Invesco FTSE RAFI All World 3000 UCITS ETF		1.74%2.00%2.29%2.46%2.58%1.96%1.99%2.45%2.52%2.03%1.93%2.00%

Frequently Asked Questions

PSRW.L and CUKX.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CUKX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CUKX.L is cheaper with a 0.07% expense ratio, compared with 0.39% for PSRW.L.

PSRW.L tracks MSCI ACWI Value NR USD, while CUKX.L tracks FTSE 100 Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PSRW.L and 0.07% for CUKX.L.

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