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

PSRW.L vs. IWFQ.L

Last updated Jun 9, 2026

PSRW.L (Invesco FTSE RAFI All World 3000 UCITS ETF) and IWFQ.L (iShares MSCI World Quality Factor UCITS) are both Global Equities funds - PSRW.L tracks the MSCI ACWI Value NR USD while IWFQ.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, PSRW.L returned 12.89%/yr vs 13.11%/yr for IWFQ.L. Their correlation of 0.86 suggests significant overlap in exposure. PSRW.L charges 0.39%/yr vs 0.30%/yr for IWFQ.L.

Performance

PSRW.L vs. IWFQ.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 MSCI World Quality Factor UCITS (IWFQ.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 14.09% return, which is significantly higher than IWFQ.L's 8.04% return. Both investments have delivered pretty close results over the past 10 years, with PSRW.L having a 12.89% annualized return and IWFQ.L not far ahead at 13.11%.

PSRW.L

1D
-0.50%
1M
2.55%
YTD
14.09%
6M
15.24%
1Y
34.11%
3Y*
18.66%
5Y*
13.16%
10Y*
12.89%

IWFQ.L

1D
-0.16%
1M
2.84%
YTD
8.04%
6M
8.42%
1Y
20.82%
3Y*
15.56%
5Y*
11.23%
10Y*
13.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
PSRW.L
Invesco FTSE RAFI All World 3000 UCITS ETF		14.09%19.97%12.95%10.09%2.42%22.39%2.67%17.83%-7.86%9.35%
IWFQ.L
iShares MSCI World Quality Factor UCITS		8.04%7.40%18.93%19.15%-9.55%25.17%10.93%25.86%-2.34%12.47%

Correlation

The correlation between PSRW.L and IWFQ.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

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

0.76

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

0.80

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

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2014

0.86

The correlation between PSRW.L and IWFQ.L has been stable across timeframes, ranging from 0.76 to 0.86 - a consistent structural relationship.

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

Sectors
PSRW.L
IWFQ.L

Technology

19.9%
32.2%

Financial Services

18.5%
14.1%

Industrials

9.8%
9.8%

Energy

9.0%
4.2%

Healthcare

8.8%
9.4%

Consumer Cyclical

8.7%
8.8%

Communication Services

7.5%
9.1%

Basic Materials

6.8%
3.3%

Consumer Defensive

5.6%
5.1%

Utilities

3.5%
2.5%

Real Estate

1.8%
1.7%

Technology

PSRW.L
19.9%
IWFQ.L
32.2%

Financial Services

PSRW.L
18.5%
IWFQ.L
14.1%

Industrials

PSRW.L
9.8%
IWFQ.L
9.8%

Energy

PSRW.L
9.0%
IWFQ.L
4.2%

Healthcare

PSRW.L
8.8%
IWFQ.L
9.4%

Consumer Cyclical

PSRW.L
8.7%
IWFQ.L
8.8%

Communication Services

PSRW.L
7.5%
IWFQ.L
9.1%

Basic Materials

PSRW.L
6.8%
IWFQ.L
3.3%

Consumer Defensive

PSRW.L
5.6%
IWFQ.L
5.1%

Utilities

PSRW.L
3.5%
IWFQ.L
2.5%

Real Estate

PSRW.L
1.8%
IWFQ.L
1.7%

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 MSCI World Quality Factor UCITS

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. ^GSPC
Often compared with IWFQ.L:
IWFQ.L vs. IUQF.LIWFQ.L vs. SWDA.LIWFQ.L vs. GGRA.LIWFQ.L vs. GERD.DEIWFQ.L vs. URTHIWFQ.L vs. GOGB.LIWFQ.L vs. MWMIX

Return for Risk

PSRW.L vs. IWFQ.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: 9191
Martin Ratio Rank
IWFQ.L
IWFQ.L Risk / Return Rank: 7373
Overall Rank
IWFQ.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IWFQ.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IWFQ.L Omega Ratio Rank: 7676
Omega Ratio Rank
IWFQ.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IWFQ.L Martin Ratio Rank: 7373
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. IWFQ.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 MSCI World Quality Factor UCITS (IWFQ.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.LIWFQ.LDifference
Sharpe ratioReturn per unit of total volatility
3.56
2.13

+1.43

Sortino ratioReturn per unit of downside risk
4.73
3.03

+1.71

Omega ratioGain probability vs. loss probability

1.67

1.40

+0.27

Calmar ratioReturn relative to maximum drawdown

5.15

2.96

+2.19

Martin ratioReturn relative to average drawdown

19.85

12.47

+7.38

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. IWFQ.L - Sharpe Ratio Comparison

The current PSRW.L Sharpe Ratio is 3.56, which is higher than the IWFQ.L Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of PSRW.L and IWFQ.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.LIWFQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.56

2.13

+1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

0.59

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.76

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.41

-0.33

Drawdowns

PSRW.L vs. IWFQ.L - Drawdown Comparison

The maximum PSRW.L drawdown since its inception was -78.62%, which is greater than IWFQ.L's maximum drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for PSRW.L and IWFQ.L.

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Drawdown Indicators

PSRW.LIWFQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.62%

-40.49%

-38.13%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-7.01%

+0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-14.23%

-20.20%

+5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-14.23%

-20.20%

+5.97%

Max Drawdown (10Y)

Largest decline over 10 years

-29.05%

-23.91%

-5.14%

Current Drawdown

Current decline from peak

-1.41%

-0.60%

-0.81%

Average Drawdown

Average peak-to-trough decline

-27.74%

-8.99%

-18.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.67%

+0.04%

Volatility

PSRW.L vs. IWFQ.L - Volatility Comparison

Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) has a higher volatility of 2.65% compared to iShares MSCI World Quality Factor UCITS (IWFQ.L) at 2.35%. This indicates that PSRW.L's price experiences larger fluctuations and is considered to be riskier than IWFQ.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.LIWFQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

2.35%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.22%

7.10%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

9.56%

9.77%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.17%

19.18%

-7.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.38%

17.33%

-2.95%

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

PSRW.L has a 0.39% expense ratio, which is higher than IWFQ.L's 0.30% expense ratio.

Dividends

PSRW.L vs. IWFQ.L - Dividend Comparison

PSRW.L's dividend yield for the trailing twelve months is around 1.77%, while IWFQ.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IWFQ.L
iShares MSCI World Quality Factor UCITS		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		1.77%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 IWFQ.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWFQ.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWFQ.L is cheaper with a 0.30% expense ratio, compared with 0.39% for PSRW.L.

PSRW.L tracks MSCI ACWI Value NR USD, while IWFQ.L tracks MSCI ACWI NR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PSRW.L and 0.30% for IWFQ.L.

Portfolio Optimizer

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