PSWD.DE vs. 5MVW.DE
PSWD.DE (Invesco FTSE RAFI All World 3000 UCITS ETF) and 5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both exchange-traded funds - PSWD.DE is a Global Equities fund tracking the FTSE RAFI All-World 3000, while 5MVW.DE is a Energy Equities fund tracking the MSCI World Energy. Both are passively managed. Over the past 5 years, PSWD.DE returned 13.34%/yr vs 20.31%/yr for 5MVW.DE. A 0.55 correlation means they provide meaningful diversification when combined. PSWD.DE charges 0.39%/yr vs 0.18%/yr for 5MVW.DE.
Performance
PSWD.DE vs. 5MVW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PSWD.DE achieves a 16.46% return, which is significantly lower than 5MVW.DE's 32.79% return.
PSWD.DE
- 1D
- -0.19%
- 1M
- 4.72%
- YTD
- 16.46%
- 6M
- 17.75%
- 1Y
- 32.88%
- 3Y*
- 18.93%
- 5Y*
- 13.34%
- 10Y*
- 11.86%
5MVW.DE
- 1D
- -0.61%
- 1M
- -0.86%
- YTD
- 32.79%
- 6M
- 29.07%
- 1Y
- 44.87%
- 3Y*
- 15.65%
- 5Y*
- 20.31%
- 10Y*
- —
PSWD.DE vs. 5MVW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PSWD.DE Invesco FTSE RAFI All World 3000 UCITS ETF | 16.46% | 14.64% | 17.68% | 12.73% | -3.63% | 31.90% | -3.90% | 5.64% |
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 32.79% | 2.17% | 7.57% | 0.01% | 54.20% | 52.29% | -36.78% | 4.54% |
Correlation
The correlation between PSWD.DE and 5MVW.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.55 |
Over the past year, the correlation between PSWD.DE and 5MVW.DE has dropped to 0.16 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
PSWD.DE vs. 5MVW.DE — Risk / Return Rank
PSWD.DE
5MVW.DE
PSWD.DE vs. 5MVW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE). 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.
| PSWD.DE | 5MVW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.37 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 5.56 | 2.97 | +2.59 |
| Martin ratioReturn relative to average drawdown | 22.39 | 9.81 | +12.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSWD.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.10 | 2.10 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.84 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.45 | +0.23 |
Drawdowns
PSWD.DE vs. 5MVW.DE - Drawdown Comparison
The maximum PSWD.DE drawdown since its inception was -36.39%, smaller than the maximum 5MVW.DE drawdown of -56.87%. Use the drawdown chart below to compare losses from any high point for PSWD.DE and 5MVW.DE.
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Drawdown Indicators
| PSWD.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.39% | -56.87% | +20.48% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -15.05% | +9.16% |
Max Drawdown (3Y)Largest decline over 3 years | -18.19% | -23.76% | +5.57% |
Max Drawdown (5Y)Largest decline over 5 years | -18.19% | -23.76% | +5.57% |
Max Drawdown (10Y)Largest decline over 10 years | -36.39% | — | — |
Current DrawdownCurrent decline from peak | -0.31% | -7.49% | +7.18% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -13.53% | +8.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 4.56% | -3.10% |
Volatility
PSWD.DE vs. 5MVW.DE - Volatility Comparison
The current volatility for Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) is 3.08%, while iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) has a volatility of 6.76%. This indicates that PSWD.DE experiences smaller price fluctuations and is considered to be less risky than 5MVW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSWD.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 6.76% | -3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 18.33% | -10.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.54% | 21.33% | -10.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.16% | 23.99% | -10.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.19% | 29.20% | -14.01% |
PSWD.DE vs. 5MVW.DE - Expense Ratio Comparison
PSWD.DE has a 0.39% expense ratio, which is higher than 5MVW.DE's 0.18% expense ratio.
Dividends
PSWD.DE vs. 5MVW.DE - Dividend Comparison
PSWD.DE's dividend yield for the trailing twelve months is around 1.75%, less than 5MVW.DE's 2.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.48% | 3.29% | 3.54% | 3.64% | 3.41% | 3.49% | 5.08% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% |
PSWD.DE Invesco FTSE RAFI All World 3000 UCITS ETF | 1.75% | 2.03% | 2.27% | 2.48% | 2.66% | 1.92% | 1.98% | 2.37% | 2.56% | 2.06% | 1.97% | 2.02% |
Frequently Asked Questions
PSWD.DE and 5MVW.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVW.DE is cheaper with a 0.18% expense ratio, compared with 0.39% for PSWD.DE.
PSWD.DE is categorized as Global Equities, while 5MVW.DE is Energy Equities. PSWD.DE tracks FTSE RAFI All-World 3000, while 5MVW.DE tracks MSCI World Energy. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PSWD.DE and 0.18% for 5MVW.DE.
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