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PSWD.DE vs. IDEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSWD.DE vs. IDEV - 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 iShares Core MSCI International Developed Markets ETF (IDEV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PSWD.DE is traded in EUR, while IDEV is traded in USD. To make them comparable, the IDEV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PSWD.DE achieves a 16.67% return, which is significantly higher than IDEV's 10.23% return.


PSWD.DE

1D
-0.13%
1M
5.99%
YTD
16.67%
6M
18.47%
1Y
33.05%
3Y*
19.16%
5Y*
13.38%
10Y*
11.99%

IDEV

1D
-0.69%
1M
3.97%
YTD
10.23%
6M
12.18%
1Y
20.75%
3Y*
14.29%
5Y*
9.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSWD.DE vs. IDEV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
16.67%14.64%17.68%12.73%-3.63%31.90%-3.90%26.32%-9.60%3.11%
IDEV
iShares Core MSCI International Developed Markets ETF
10.23%16.83%11.44%13.84%-9.72%21.45%-0.61%25.91%-10.06%5.36%

Correlation

The correlation between PSWD.DE and IDEV is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2017

0.62

The correlation between PSWD.DE and IDEV has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.

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Return for Risk

PSWD.DE vs. IDEV — Risk / Return Rank

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

PSWD.DE
PSWD.DE Risk / Return Rank: 9090
Overall Rank
PSWD.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PSWD.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
PSWD.DE Omega Ratio Rank: 9090
Omega Ratio Rank
PSWD.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
PSWD.DE Martin Ratio Rank: 9292
Martin Ratio Rank

IDEV
IDEV Risk / Return Rank: 4545
Overall Rank
IDEV Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 4545
Sortino Ratio Rank
IDEV Omega Ratio Rank: 4444
Omega Ratio Rank
IDEV Calmar Ratio Rank: 4141
Calmar Ratio Rank
IDEV Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSWD.DE vs. IDEV - 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 Core MSCI International Developed Markets ETF (IDEV). 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.DEIDEVDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.58

1.31

+0.27

Calmar ratioReturn relative to maximum drawdown

5.59

2.21

+3.38

Martin ratioReturn relative to average drawdown

22.51

9.40

+13.11

PSWD.DE vs. IDEV - Sharpe Ratio Comparison

The current PSWD.DE Sharpe Ratio is 3.12, which is higher than the IDEV Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of PSWD.DE and IDEV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PSWD.DEIDEVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.12

1.65

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.69

+0.31

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

0.53

+0.15

Drawdowns

PSWD.DE vs. IDEV - Drawdown Comparison

The maximum PSWD.DE drawdown since its inception was -36.39%, which is greater than IDEV's maximum drawdown of -34.27%. Use the drawdown chart below to compare losses from any high point for PSWD.DE and IDEV.


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Drawdown Indicators


PSWD.DEIDEVDifference

Max Drawdown

Largest peak-to-trough decline

-36.39%

-34.27%

-2.12%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-9.45%

+3.56%

Max Drawdown (3Y)

Largest decline over 3 years

-18.19%

-15.68%

-2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-18.19%

-16.79%

-1.40%

Max Drawdown (10Y)

Largest decline over 10 years

-36.39%

Current Drawdown

Current decline from peak

-0.13%

-0.69%

+0.56%

Average Drawdown

Average peak-to-trough decline

-4.65%

-4.27%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

2.21%

-0.75%

Volatility

PSWD.DE vs. IDEV - Volatility Comparison

The current volatility for Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) is 3.21%, while iShares Core MSCI International Developed Markets ETF (IDEV) has a volatility of 3.75%. This indicates that PSWD.DE experiences smaller price fluctuations and is considered to be less risky than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSWD.DEIDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

3.75%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

10.39%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

10.58%

12.63%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.16%

13.76%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

16.09%

-0.90%

PSWD.DE vs. IDEV - Expense Ratio Comparison

PSWD.DE has a 0.39% expense ratio, which is higher than IDEV's 0.05% expense ratio.


Dividends

PSWD.DE vs. IDEV - Dividend Comparison

PSWD.DE's dividend yield for the trailing twelve months is around 1.75%, less than IDEV's 3.13% yield.


PositionTTM20252024202320222021202020192018201720162015
IDEV
iShares Core MSCI International Developed Markets ETF
3.13%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%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 IDEV have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDEV is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDEV is cheaper with a 0.05% expense ratio, compared with 0.39% for PSWD.DE.

PSWD.DE is categorized as Global Equities, while IDEV is Foreign Large Cap Equities. PSWD.DE tracks FTSE RAFI All-World 3000, while IDEV tracks MSCI World ex USA Investable Market Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PSWD.DE and 0.05% for IDEV.

Portfolio Optimizer

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