PSRW.L vs. VWRL.L
Compare and contrast key facts about Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L).
PSRW.L and VWRL.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. VWRL.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012. Both PSRW.L and VWRL.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 VWRL.L.
Correlation
The correlation between PSRW.L and VWRL.L is 0.87, 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. VWRL.L - Performance Comparison
Key characteristics
PSRW.L:
1.59
VWRL.L:
1.71
PSRW.L:
2.21
VWRL.L:
2.41
PSRW.L:
1.30
VWRL.L:
1.32
PSRW.L:
2.41
VWRL.L:
2.77
PSRW.L:
8.37
VWRL.L:
12.18
PSRW.L:
1.86%
VWRL.L:
1.39%
PSRW.L:
9.78%
VWRL.L:
9.97%
PSRW.L:
-49.62%
VWRL.L:
-24.98%
PSRW.L:
-0.58%
VWRL.L:
-1.13%
Returns By Period
In the year-to-date period, PSRW.L achieves a 5.72% return, which is significantly higher than VWRL.L's 3.40% return. Over the past 10 years, PSRW.L has underperformed VWRL.L with an annualized return of 9.91%, while VWRL.L has yielded a comparatively higher 12.01% annualized return.
PSRW.L
5.72%
0.30%
10.22%
15.76%
10.95%
9.91%
VWRL.L
3.40%
-1.13%
10.41%
17.13%
11.56%
12.01%
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PSRW.L vs. VWRL.L - Expense Ratio Comparison
PSRW.L has a 0.39% expense ratio, which is higher than VWRL.L's 0.22% expense ratio.
Risk-Adjusted Performance
PSRW.L vs. VWRL.L — Risk-Adjusted Performance Rank
PSRW.L
VWRL.L
PSRW.L vs. VWRL.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 Vanguard FTSE All-World UCITS ETF Distributing (VWRL.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. VWRL.L - Dividend Comparison
PSRW.L's dividend yield for the trailing twelve months is around 2.17%, more than VWRL.L's 0.80% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSRW.L Invesco FTSE RAFI All World 3000 UCITS ETF | 2.17% | 2.29% | 2.46% | 2.58% | 1.96% | 1.99% | 2.45% | 2.52% | 2.03% | 1.93% | 2.00% | 1.77% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 0.80% | 0.83% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.90% | 1.85% | 1.98% | 2.14% |
Drawdowns
PSRW.L vs. VWRL.L - Drawdown Comparison
The maximum PSRW.L drawdown since its inception was -49.62%, which is greater than VWRL.L's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for PSRW.L and VWRL.L. For additional features, visit the drawdowns tool.
Volatility
PSRW.L vs. VWRL.L - Volatility Comparison
The current volatility for Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) is 2.16%, while Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) has a volatility of 2.88%. This indicates that PSRW.L experiences smaller price fluctuations and is considered to be less risky than VWRL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.