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PSWD.DE vs. 6PSA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSWD.DE and 6PSA.DE is 0.83, 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.


-0.50.00.51.00.8

Performance

PSWD.DE vs. 6PSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) and Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.24%
7.33%
PSWD.DE
6PSA.DE

Key characteristics

Sharpe Ratio

PSWD.DE:

2.04

6PSA.DE:

2.06

Sortino Ratio

PSWD.DE:

2.72

6PSA.DE:

3.07

Omega Ratio

PSWD.DE:

1.40

6PSA.DE:

1.42

Calmar Ratio

PSWD.DE:

2.63

6PSA.DE:

3.54

Martin Ratio

PSWD.DE:

11.74

6PSA.DE:

11.65

Ulcer Index

PSWD.DE:

1.84%

6PSA.DE:

2.00%

Daily Std Dev

PSWD.DE:

10.64%

6PSA.DE:

11.39%

Max Drawdown

PSWD.DE:

-36.39%

6PSA.DE:

-37.46%

Current Drawdown

PSWD.DE:

-0.16%

6PSA.DE:

-0.44%

Returns By Period

In the year-to-date period, PSWD.DE achieves a 6.21% return, which is significantly higher than 6PSA.DE's 5.05% return. Over the past 10 years, PSWD.DE has underperformed 6PSA.DE with an annualized return of 9.10%, while 6PSA.DE has yielded a comparatively higher 11.34% annualized return.


PSWD.DE

YTD

6.21%

1M

2.29%

6M

13.25%

1Y

20.56%

5Y*

11.11%

10Y*

9.10%

6PSA.DE

YTD

5.05%

1M

1.05%

6M

15.50%

1Y

22.96%

5Y*

13.23%

10Y*

11.34%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PSWD.DE vs. 6PSA.DE - Expense Ratio Comparison

Both PSWD.DE and 6PSA.DE have an expense ratio of 0.39%.


PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
Expense ratio chart for PSWD.DE: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for 6PSA.DE: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

PSWD.DE vs. 6PSA.DE — Risk-Adjusted Performance Rank

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

PSWD.DE
The Risk-Adjusted Performance Rank of PSWD.DE is 8181
Overall Rank
The Sharpe Ratio Rank of PSWD.DE is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of PSWD.DE is 7979
Sortino Ratio Rank
The Omega Ratio Rank of PSWD.DE is 8585
Omega Ratio Rank
The Calmar Ratio Rank of PSWD.DE is 7575
Calmar Ratio Rank
The Martin Ratio Rank of PSWD.DE is 8181
Martin Ratio Rank

6PSA.DE
The Risk-Adjusted Performance Rank of 6PSA.DE is 8585
Overall Rank
The Sharpe Ratio Rank of 6PSA.DE is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of 6PSA.DE is 8686
Sortino Ratio Rank
The Omega Ratio Rank of 6PSA.DE is 8686
Omega Ratio Rank
The Calmar Ratio Rank of 6PSA.DE is 8787
Calmar Ratio Rank
The Martin Ratio Rank of 6PSA.DE is 8181
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.

PSWD.DE vs. 6PSA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) and Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.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.


Sharpe ratio
The chart of Sharpe ratio for PSWD.DE, currently valued at 1.58, compared to the broader market0.002.004.001.581.80
The chart of Sortino ratio for PSWD.DE, currently valued at 2.14, compared to the broader market-2.000.002.004.006.008.0010.0012.002.142.56
The chart of Omega ratio for PSWD.DE, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.32
The chart of Calmar ratio for PSWD.DE, currently valued at 2.39, compared to the broader market0.005.0010.0015.002.392.85
The chart of Martin ratio for PSWD.DE, currently valued at 8.42, compared to the broader market0.0020.0040.0060.0080.00100.008.428.33
PSWD.DE
6PSA.DE

The current PSWD.DE Sharpe Ratio is 2.04, which is comparable to the 6PSA.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of PSWD.DE and 6PSA.DE, 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
1.58
1.80
PSWD.DE
6PSA.DE

Dividends

PSWD.DE vs. 6PSA.DE - Dividend Comparison

PSWD.DE's dividend yield for the trailing twelve months is around 2.14%, more than 6PSA.DE's 1.38% yield.


TTM20242023202220212020201920182017201620152014
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
2.14%2.27%2.48%2.66%1.92%1.98%2.37%2.56%2.06%1.97%2.02%0.83%
6PSA.DE
Invesco FTSE RAFI US 1000 UCITS ETF
1.38%1.45%1.60%1.75%1.27%1.77%1.63%1.79%1.62%1.54%1.66%1.63%

Drawdowns

PSWD.DE vs. 6PSA.DE - Drawdown Comparison

The maximum PSWD.DE drawdown since its inception was -36.39%, roughly equal to the maximum 6PSA.DE drawdown of -37.46%. Use the drawdown chart below to compare losses from any high point for PSWD.DE and 6PSA.DE. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.22%
-1.98%
PSWD.DE
6PSA.DE

Volatility

PSWD.DE vs. 6PSA.DE - Volatility Comparison

Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) has a higher volatility of 2.66% compared to Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) at 2.46%. This indicates that PSWD.DE's price experiences larger fluctuations and is considered to be riskier than 6PSA.DE 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
2.66%
2.46%
PSWD.DE
6PSA.DE
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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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