PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
PSRW.L vs. EXUS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

PSRW.L vs. EXUS.L

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L).

PSRW.L and EXUS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSRW.L is a passively managed fund by Invesco that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Dec 3, 2007. EXUS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World ex USA index. It was launched on Mar 6, 2024. Both PSRW.L and EXUS.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.

Performance

PSRW.L vs. EXUS.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 Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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

2026 (YTD)20252024
PSRW.L
Invesco FTSE RAFI All World 3000 UCITS ETF		2.81%19.97%8.70%
EXUS.L
Xtrackers MSCI World ex USA UCITS ETF 1C USD		0.90%22.57%2.99%
Different Trading Currencies

PSRW.L is traded in GBp, while EXUS.L is traded in USD. To make them comparable, the EXUS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PSRW.L achieves a 2.81% return, which is significantly higher than EXUS.L's 0.90% return.

PSRW.L

1D
0.34%
1M
-5.45%
YTD
2.81%
6M
9.46%
1Y
21.54%
3Y*
14.96%
5Y*
11.91%
10Y*
11.92%

EXUS.L

1D
0.21%
1M
-7.89%
YTD
0.90%
6M
6.57%
1Y
20.35%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Xtrackers MSCI World ex USA UCITS ETF 1C USD

Often compared with PSRW.L:
PSRW.L vs. ACWIPSRW.L vs. VWRL.LPSRW.L vs. LDCU.LPSRW.L vs. XDEQ.LPSRW.L vs. VTPSRW.L vs. ^GSPCPSRW.L vs. IQDG
Often compared with EXUS.L:
EXUS.L vs. VXUSEXUS.L vs. XUSE.ASEXUS.L vs. EIMI.LEXUS.L vs. VUAA.LEXUS.L vs. EUNL.DEEXUS.L vs. VWRP.LEXUS.L vs. WLDS.L

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

PSRW.L has a 0.39% expense ratio, which is higher than EXUS.L's 0.15% expense ratio.

PSRW.L
Invesco FTSE RAFI All World 3000 UCITS ETF
EXUS.L
Xtrackers MSCI World ex USA UCITS ETF 1C USD

Return for Risk

PSRW.L vs. EXUS.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: 8282
Overall Rank
PSRW.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PSRW.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
PSRW.L Omega Ratio Rank: 8787
Omega Ratio Rank
PSRW.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
PSRW.L Martin Ratio Rank: 7878
Martin Ratio Rank
EXUS.L
EXUS.L Risk / Return Rank: 7979
Overall Rank
EXUS.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EXUS.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
EXUS.L Omega Ratio Rank: 7878
Omega Ratio Rank
EXUS.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
EXUS.L Martin Ratio Rank: 7777
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. EXUS.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 Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.LEXUS.LDifference

Sharpe ratio

Return per unit of total volatility

1.68

1.43

+0.26

Sortino ratio

Return per unit of downside risk

2.17

1.93

+0.23

Omega ratio

Gain probability vs. loss probability

1.35

1.28

+0.06

Calmar ratio

Return relative to maximum drawdown

1.91

2.06

-0.15

Martin ratio

Return relative to average drawdown

8.17

8.18

-0.01

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. EXUS.L - Sharpe Ratio Comparison

The current PSRW.L Sharpe Ratio is 1.68, which is comparable to the EXUS.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of PSRW.L and EXUS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

PSRW.LEXUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.43

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.94

-0.40

Correlation

The correlation between PSRW.L and EXUS.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

PSRW.L vs. EXUS.L - Dividend Comparison

PSRW.L's dividend yield for the trailing twelve months is around 1.96%, while EXUS.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
PSRW.L
Invesco FTSE RAFI All World 3000 UCITS ETF		1.96%2.00%2.29%2.46%2.58%1.96%1.99%2.45%2.52%2.03%1.93%2.00%
EXUS.L
Xtrackers MSCI World ex USA UCITS ETF 1C USD		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

PSRW.L vs. EXUS.L - Drawdown Comparison

The maximum PSRW.L drawdown since its inception was -49.85%, which is greater than EXUS.L's maximum drawdown of -12.97%. Use the drawdown chart below to compare losses from any high point for PSRW.L and EXUS.L.

Loading graphics...

Drawdown Indicators

PSRW.LEXUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.85%

-12.85%

-37.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-10.74%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-14.23%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-29.05%

—

—

Current Drawdown

Current decline from peak

-5.45%

-9.67%

+4.22%

Average Drawdown

Average peak-to-trough decline

-4.38%

-2.33%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.82%

-0.32%

Volatility

PSRW.L vs. EXUS.L - Volatility Comparison

The current volatility for Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) is 4.47%, while Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.L) has a volatility of 7.05%. This indicates that PSRW.L experiences smaller price fluctuations and is considered to be less risky than EXUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

PSRW.LEXUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

7.05%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

9.89%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

14.24%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.22%

13.16%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.44%

13.16%

+1.28%