PSRW.L vs. ^AW01
Compare and contrast key facts about Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) and FTSE All World (^AW01).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSRW.L or ^AW01.
Correlation
The correlation between PSRW.L and ^AW01 is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PSRW.L vs. ^AW01 - Performance Comparison
Key characteristics
PSRW.L:
1.78
^AW01:
1.56
PSRW.L:
2.45
^AW01:
2.10
PSRW.L:
1.34
^AW01:
1.29
PSRW.L:
2.69
^AW01:
1.96
PSRW.L:
9.35
^AW01:
8.05
PSRW.L:
1.86%
^AW01:
1.99%
PSRW.L:
9.77%
^AW01:
10.26%
PSRW.L:
-49.62%
^AW01:
-59.48%
PSRW.L:
0.00%
^AW01:
-0.23%
Returns By Period
In the year-to-date period, PSRW.L achieves a 6.34% return, which is significantly higher than ^AW01's 5.18% return. Over the past 10 years, PSRW.L has outperformed ^AW01 with an annualized return of 10.03%, while ^AW01 has yielded a comparatively lower 7.18% annualized return.
PSRW.L
6.34%
0.94%
10.83%
17.56%
11.10%
10.03%
^AW01
5.18%
3.17%
6.82%
17.98%
8.72%
7.18%
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Risk-Adjusted Performance
PSRW.L vs. ^AW01 — Risk-Adjusted Performance Rank
PSRW.L
^AW01
PSRW.L vs. ^AW01 - 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 FTSE All World (^AW01). 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.
Drawdowns
PSRW.L vs. ^AW01 - Drawdown Comparison
The maximum PSRW.L drawdown since its inception was -49.62%, smaller than the maximum ^AW01 drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for PSRW.L and ^AW01. For additional features, visit the drawdowns tool.
Volatility
PSRW.L vs. ^AW01 - Volatility Comparison
The current volatility for Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) is 2.14%, while FTSE All World (^AW01) has a volatility of 2.58%. This indicates that PSRW.L experiences smaller price fluctuations and is considered to be less risky than ^AW01 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.