PSRW.L vs. ^GSPC
Compare and contrast key facts about Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) and S&P 500 (^GSPC).
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 ^GSPC.
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.
Performance
PSRW.L vs. ^GSPC - Performance Comparison
Key characteristics
PSRW.L:
1.78
^GSPC:
1.74
PSRW.L:
2.45
^GSPC:
2.35
PSRW.L:
1.34
^GSPC:
1.32
PSRW.L:
2.69
^GSPC:
2.61
PSRW.L:
9.35
^GSPC:
10.66
PSRW.L:
1.86%
^GSPC:
2.08%
PSRW.L:
9.77%
^GSPC:
12.77%
PSRW.L:
-49.62%
^GSPC:
-56.78%
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
6.34%
0.94%
10.83%
17.56%
11.10%
10.03%
^GSPC
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
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Risk-Adjusted Performance
PSRW.L vs. ^GSPC — Risk-Adjusted Performance Rank
PSRW.L
^GSPC
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.
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.
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.