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

Performance

PSWD.DE vs. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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 higher than ISPA.DE's 13.48% return. Over the past 10 years, PSWD.DE has outperformed ISPA.DE with an annualized return of 11.86%, while ISPA.DE has yielded a comparatively lower 8.98% 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%

ISPA.DE

1D
0.49%
1M
2.52%
YTD
13.48%
6M
15.47%
1Y
29.54%
3Y*
18.65%
5Y*
11.00%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSWD.DE vs. ISPA.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%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
13.48%19.72%12.97%4.80%0.43%22.39%-9.12%24.24%-7.51%2.97%

Correlation

The correlation between PSWD.DE and ISPA.DE is 0.82, 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

0.82

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

0.83

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

0.85

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

0.83

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2014

0.81

The correlation between PSWD.DE and ISPA.DE has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

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Return for Risk

PSWD.DE vs. ISPA.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

ISPA.DE
ISPA.DE Risk / Return Rank: 9393
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9494
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. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.DEISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.58

1.62

-0.04

Calmar ratioReturn relative to maximum drawdown

5.56

8.10

-2.54

Martin ratioReturn relative to average drawdown

22.39

28.73

-6.34

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

The current PSWD.DE Sharpe Ratio is 3.10, which is comparable to the ISPA.DE Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of PSWD.DE and ISPA.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.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

3.35

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.91

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.60

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.68

0.00

Drawdowns

PSWD.DE vs. ISPA.DE - Drawdown Comparison

The maximum PSWD.DE drawdown since its inception was -36.39%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for PSWD.DE and ISPA.DE.


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Drawdown Indicators


PSWD.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.39%

-38.91%

+2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-3.63%

-2.26%

Max Drawdown (3Y)

Largest decline over 3 years

-18.19%

-15.10%

-3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-18.19%

-15.10%

-3.09%

Max Drawdown (10Y)

Largest decline over 10 years

-36.39%

-38.91%

+2.52%

Current Drawdown

Current decline from peak

-0.31%

-1.09%

+0.78%

Average Drawdown

Average peak-to-trough decline

-4.65%

-4.46%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

1.03%

+0.43%

Volatility

PSWD.DE vs. ISPA.DE - Volatility Comparison

Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) has a higher volatility of 3.08% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that PSWD.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.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.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

2.62%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

6.51%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

10.54%

8.77%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.16%

12.00%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

14.79%

+0.40%

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

PSWD.DE has a 0.39% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Dividends

PSWD.DE vs. ISPA.DE - Dividend Comparison

PSWD.DE's dividend yield for the trailing twelve months is around 1.75%, less than ISPA.DE's 3.75% yield.


PositionTTM20252024202320222021202020192018201720162015
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.75%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%
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 ISPA.DE have a correlation of 0.82, 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 0.46% for ISPA.DE.

PSWD.DE tracks FTSE RAFI All-World 3000, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PSWD.DE and 0.46% for ISPA.DE.

Portfolio Optimizer

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