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PSRW.L vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PSRW.L and ^GSPC is 0.43, 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.


-0.50.00.51.00.4

Performance

PSRW.L vs. ^GSPC - 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 S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.53%
9.31%
PSRW.L
^GSPC

Key characteristics

Sharpe Ratio

PSRW.L:

1.78

^GSPC:

1.74

Sortino Ratio

PSRW.L:

2.45

^GSPC:

2.35

Omega Ratio

PSRW.L:

1.34

^GSPC:

1.32

Calmar Ratio

PSRW.L:

2.69

^GSPC:

2.61

Martin Ratio

PSRW.L:

9.35

^GSPC:

10.66

Ulcer Index

PSRW.L:

1.86%

^GSPC:

2.08%

Daily Std Dev

PSRW.L:

9.77%

^GSPC:

12.77%

Max Drawdown

PSRW.L:

-49.62%

^GSPC:

-56.78%

Current Drawdown

PSRW.L:

0.00%

^GSPC:

0.00%

Returns By Period

In the year-to-date period, PSRW.L achieves a 6.34% return, which is significantly higher than ^GSPC's 4.46% return. Over the past 10 years, PSRW.L has underperformed ^GSPC with an annualized return of 10.03%, while ^GSPC has yielded a comparatively higher 11.31% annualized return.


PSRW.L

YTD

6.34%

1M

0.94%

6M

10.83%

1Y

17.56%

5Y*

11.10%

10Y*

10.03%

^GSPC

YTD

4.46%

1M

2.46%

6M

9.31%

1Y

23.49%

5Y*

13.03%

10Y*

11.31%

*Annualized

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Risk-Adjusted Performance

PSRW.L vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSRW.L
The Risk-Adjusted Performance Rank of PSRW.L is 7474
Overall Rank
The Sharpe Ratio Rank of PSRW.L is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of PSRW.L is 7272
Sortino Ratio Rank
The Omega Ratio Rank of PSRW.L is 7575
Omega Ratio Rank
The Calmar Ratio Rank of PSRW.L is 7676
Calmar Ratio Rank
The Martin Ratio Rank of PSRW.L is 7272
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSRW.L vs. ^GSPC - 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 S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for PSRW.L, currently valued at 1.42, compared to the broader market0.002.004.001.421.67
The chart of Sortino ratio for PSRW.L, currently valued at 1.94, compared to the broader market-2.000.002.004.006.008.0010.0012.001.942.25
The chart of Omega ratio for PSRW.L, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.31
The chart of Calmar ratio for PSRW.L, currently valued at 2.22, compared to the broader market0.005.0010.0015.002.222.47
The chart of Martin ratio for PSRW.L, currently valued at 7.34, compared to the broader market0.0020.0040.0060.0080.00100.007.3410.05
PSRW.L
^GSPC

The current PSRW.L Sharpe Ratio is 1.78, which is comparable to the ^GSPC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of PSRW.L and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.42
1.67
PSRW.L
^GSPC

Drawdowns

PSRW.L vs. ^GSPC - Drawdown Comparison

The maximum PSRW.L drawdown since its inception was -49.62%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PSRW.L and ^GSPC. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.22%
0
PSRW.L
^GSPC

Volatility

PSRW.L vs. ^GSPC - Volatility Comparison

The current volatility for Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) is 2.20%, while S&P 500 (^GSPC) has a volatility of 2.97%. This indicates that PSRW.L experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.20%
2.97%
PSRW.L
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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