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PSWD.DE vs. IS3S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSWD.DE vs. IS3S.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 Edge MSCI World Value Factor UCITS ETF (IS3S.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 16.46% return, which is significantly lower than IS3S.DE's 35.27% return. Over the past 10 years, PSWD.DE has underperformed IS3S.DE with an annualized return of 11.86%, while IS3S.DE has yielded a comparatively higher 12.60% annualized 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%

IS3S.DE

1D
-0.83%
1M
12.66%
YTD
35.27%
6M
38.56%
1Y
63.43%
3Y*
26.82%
5Y*
17.35%
10Y*
12.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSWD.DE vs. IS3S.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
16.46%14.64%17.68%12.73%-3.63%31.90%-3.90%26.32%-9.60%5.60%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
35.27%25.13%11.36%15.62%-4.81%30.38%-12.53%22.01%-10.34%7.66%

Correlation

The correlation between PSWD.DE and IS3S.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.89

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

0.91

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

0.89

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2014

0.86

The correlation between PSWD.DE and IS3S.DE has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

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Return for Risk

PSWD.DE vs. IS3S.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: 9191
Overall Rank
PSWD.DE Sharpe Ratio Rank: 9191
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

IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9696
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. IS3S.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 Edge MSCI World Value Factor UCITS ETF (IS3S.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.DEIS3S.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

1.58

1.83

-0.25

Calmar ratioReturn relative to maximum drawdown

5.56

10.36

-4.80

Martin ratioReturn relative to average drawdown

22.39

39.01

-16.62

PSWD.DE vs. IS3S.DE - Sharpe Ratio Comparison

The current PSWD.DE Sharpe Ratio is 3.10, which is lower than the IS3S.DE Sharpe Ratio of 4.53. The chart below compares the historical Sharpe Ratios of PSWD.DE and IS3S.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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Sharpe Ratios by Period


PSWD.DEIS3S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

4.53

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

1.24

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.79

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.68

-0.01

Drawdowns

PSWD.DE vs. IS3S.DE - Drawdown Comparison

The maximum PSWD.DE drawdown since its inception was -36.39%, roughly equal to the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for PSWD.DE and IS3S.DE.


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Drawdown Indicators


PSWD.DEIS3S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.39%

-35.18%

-1.21%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-6.09%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-18.19%

-17.80%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-18.19%

-17.80%

-0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-36.39%

-35.18%

-1.21%

Current Drawdown

Current decline from peak

-0.31%

-0.83%

+0.52%

Average Drawdown

Average peak-to-trough decline

-4.65%

-5.82%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

1.62%

-0.16%

Volatility

PSWD.DE vs. IS3S.DE - Volatility Comparison

The current volatility for Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) is 3.08%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that PSWD.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.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.DEIS3S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

5.62%

-2.54%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

11.32%

-3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

10.54%

13.93%

-3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.16%

13.85%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

15.76%

-0.57%

PSWD.DE vs. IS3S.DE - Expense Ratio Comparison

PSWD.DE has a 0.39% expense ratio, which is higher than IS3S.DE's 0.30% expense ratio.


Dividends

PSWD.DE vs. IS3S.DE - Dividend Comparison

PSWD.DE's dividend yield for the trailing twelve months is around 1.75%, while IS3S.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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 IS3S.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3S.DE is cheaper with a 0.30% expense ratio, compared with 0.39% for PSWD.DE.

PSWD.DE tracks FTSE RAFI All-World 3000, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PSWD.DE and 0.30% for IS3S.DE.

Portfolio Optimizer

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