PSRW.L vs. HMWO.L
Compare and contrast key facts about Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) and HSBC MSCI World UCITS ETF (HMWO.L).
PSRW.L and HMWO.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. HMWO.L is a passively managed fund by HSBC that tracks the performance of the MSCI ACWI NR USD. It was launched on Dec 8, 2010. Both PSRW.L and HMWO.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: PSRW.L or HMWO.L.
Correlation
The correlation between PSRW.L and HMWO.L is 0.81, 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.
Performance
PSRW.L vs. HMWO.L - Performance Comparison
Key characteristics
PSRW.L:
1.78
HMWO.L:
2.02
PSRW.L:
2.45
HMWO.L:
2.86
PSRW.L:
1.34
HMWO.L:
1.38
PSRW.L:
2.69
HMWO.L:
3.36
PSRW.L:
9.35
HMWO.L:
14.86
PSRW.L:
1.86%
HMWO.L:
1.44%
PSRW.L:
9.77%
HMWO.L:
10.53%
PSRW.L:
-49.62%
HMWO.L:
-25.48%
PSRW.L:
0.00%
HMWO.L:
-0.62%
Returns By Period
In the year-to-date period, PSRW.L achieves a 6.34% return, which is significantly higher than HMWO.L's 4.10% return. Over the past 10 years, PSRW.L has underperformed HMWO.L with an annualized return of 10.03%, while HMWO.L has yielded a comparatively higher 12.52% annualized return.
PSRW.L
6.34%
0.94%
10.83%
17.56%
11.10%
10.03%
HMWO.L
4.10%
0.26%
12.22%
21.23%
12.72%
12.52%
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PSRW.L vs. HMWO.L - Expense Ratio Comparison
PSRW.L has a 0.39% expense ratio, which is higher than HMWO.L's 0.15% expense ratio.
Risk-Adjusted Performance
PSRW.L vs. HMWO.L — Risk-Adjusted Performance Rank
PSRW.L
HMWO.L
PSRW.L vs. HMWO.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) and HSBC MSCI World UCITS ETF (HMWO.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
PSRW.L vs. HMWO.L - Dividend Comparison
PSRW.L's dividend yield for the trailing twelve months is around 2.16%, more than HMWO.L's 1.35% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSRW.L Invesco FTSE RAFI All World 3000 UCITS ETF | 2.16% | 2.29% | 2.46% | 2.58% | 1.96% | 1.99% | 2.45% | 2.52% | 2.03% | 1.93% | 2.00% | 1.77% |
HMWO.L HSBC MSCI World UCITS ETF | 1.35% | 1.41% | 1.60% | 1.75% | 1.27% | 1.55% | 1.97% | 2.11% | 1.91% | 1.84% | 1.86% | 1.72% |
Drawdowns
PSRW.L vs. HMWO.L - Drawdown Comparison
The maximum PSRW.L drawdown since its inception was -49.62%, which is greater than HMWO.L's maximum drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for PSRW.L and HMWO.L. For additional features, visit the drawdowns tool.
Volatility
PSRW.L vs. HMWO.L - Volatility Comparison
The current volatility for Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) is 2.20%, while HSBC MSCI World UCITS ETF (HMWO.L) has a volatility of 3.02%. This indicates that PSRW.L experiences smaller price fluctuations and is considered to be less risky than HMWO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.