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

Performance

PSWD.DE vs. IQQI.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 iShares Global Infrastructure UCITS ETF (IQQI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSWD.DE achieves a 17.33% return, which is significantly higher than IQQI.DE's 14.89% return. Over the past 10 years, PSWD.DE has outperformed IQQI.DE with an annualized return of 12.50%, while IQQI.DE has yielded a comparatively lower 7.26% annualized return.


PSWD.DE

1D
0.14%
1M
1.29%
YTD
17.33%
6M
17.92%
1Y
34.49%
3Y*
19.55%
5Y*
13.47%
10Y*
12.50%

IQQI.DE

1D
0.32%
1M
1.20%
YTD
14.89%
6M
15.89%
1Y
20.42%
3Y*
10.56%
5Y*
7.56%
10Y*
7.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSWD.DE vs. IQQI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
17.33%14.61%17.71%12.73%-3.65%31.90%-3.86%26.31%-9.63%5.60%
IQQI.DE
iShares Global Infrastructure UCITS ETF
14.89%0.56%14.53%-3.18%-0.38%26.94%-10.82%27.73%2.23%0.70%

Correlation

The correlation between PSWD.DE and IQQI.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.51

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

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2014

0.59

Over the past year, the correlation between PSWD.DE and IQQI.DE has dropped to 0.34 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

PSWD.DE vs. IQQI.DE — 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: 9494
Overall Rank
PSWD.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PSWD.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
PSWD.DE Omega Ratio Rank: 9494
Omega Ratio Rank
PSWD.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
PSWD.DE Martin Ratio Rank: 9494
Martin Ratio Rank

IQQI.DE
IQQI.DE Risk / Return Rank: 7070
Overall Rank
IQQI.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IQQI.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
IQQI.DE Omega Ratio Rank: 6262
Omega Ratio Rank
IQQI.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
IQQI.DE Martin Ratio Rank: 6767
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. IQQI.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 Global Infrastructure UCITS ETF (IQQI.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PSWD.DEIQQI.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.58

1.33

+0.26

Calmar ratioReturn relative to maximum drawdown

5.83

4.23

+1.61

Martin ratioReturn relative to average drawdown

23.39

10.58

+12.80

PSWD.DE vs. IQQI.DE - Sharpe Ratio Comparison

The current PSWD.DE Sharpe Ratio is 3.14, which is higher than the IQQI.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of PSWD.DE and IQQI.DE, 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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Drawdowns

PSWD.DE vs. IQQI.DE - Drawdown Comparison

The maximum PSWD.DE drawdown since its inception was -36.38%, smaller than the maximum IQQI.DE drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for PSWD.DE and IQQI.DE.


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Drawdown Indicators


PSWD.DEIQQI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.38%

-42.24%

+5.86%

Max Drawdown (1Y)

Largest decline over 1 year

-5.88%

-4.81%

-1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-18.19%

-14.75%

-3.44%

Max Drawdown (5Y)

Largest decline over 5 years

-18.19%

-24.82%

+6.63%

Max Drawdown (10Y)

Largest decline over 10 years

-36.38%

-34.16%

-2.22%

Current Drawdown

Current decline from peak

-0.74%

0.00%

-0.74%

Average Drawdown

Average peak-to-trough decline

-4.65%

-11.11%

+6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

1.92%

-0.45%

Volatility

PSWD.DE vs. IQQI.DE - Volatility Comparison

The current volatility for Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) is 3.35%, while iShares Global Infrastructure UCITS ETF (IQQI.DE) has a volatility of 4.41%. This indicates that PSWD.DE experiences smaller price fluctuations and is considered to be less risky than IQQI.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.DEIQQI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

4.41%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

8.95%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

10.95%

10.83%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.23%

12.77%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

14.25%

+0.92%

PSWD.DE vs. IQQI.DE - Expense Ratio Comparison

PSWD.DE has a 0.39% expense ratio, which is lower than IQQI.DE's 0.65% expense ratio.


Dividends

PSWD.DE vs. IQQI.DE - Dividend Comparison

PSWD.DE's dividend yield for the trailing twelve months is around 1.68%, less than IQQI.DE's 2.01% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQI.DE
iShares Global Infrastructure UCITS ETF
2.01%2.30%2.29%2.42%2.13%1.85%2.25%2.05%2.30%2.76%2.63%3.15%
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
1.68%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 IQQI.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PSWD.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PSWD.DE is cheaper with a 0.39% expense ratio, compared with 0.65% for IQQI.DE.

PSWD.DE tracks FTSE RAFI All-World 3000, while IQQI.DE tracks FTSE Global Core Infrastructure Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PSWD.DE and 0.65% for IQQI.DE.

Portfolio Optimizer

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