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PSWD.DE vs. TDIV.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSWD.DE vs. TDIV.AS - 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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). 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 TDIV.AS's 9.89% return. Both investments have delivered pretty close results over the past 10 years, with PSWD.DE having a 11.86% annualized return and TDIV.AS not far ahead at 12.02%.


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%

TDIV.AS

1D
0.25%
1M
0.39%
YTD
9.89%
6M
12.84%
1Y
25.59%
3Y*
19.97%
5Y*
17.52%
10Y*
12.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSWD.DE vs. TDIV.AS - 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%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
9.89%24.40%15.98%10.91%16.18%27.85%-10.17%20.97%-7.12%2.88%

Correlation

The correlation between PSWD.DE and TDIV.AS is 0.60, 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

0.60

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

0.70

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

0.77

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

0.80

Correlation (All Time)
Calculated using the full available price history since May 24, 2016

0.80

The correlation between PSWD.DE and TDIV.AS shifts across timeframes, from 0.60 (1 year) to 0.80 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

PSWD.DE vs. TDIV.AS — 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

TDIV.AS
TDIV.AS Risk / Return Rank: 8888
Overall Rank
TDIV.AS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TDIV.AS Sortino Ratio Rank: 8888
Sortino Ratio Rank
TDIV.AS Omega Ratio Rank: 8585
Omega Ratio Rank
TDIV.AS Calmar Ratio Rank: 9494
Calmar Ratio Rank
TDIV.AS Martin Ratio Rank: 8989
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. TDIV.AS - 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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). 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.DETDIV.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.58

1.51

+0.07

Calmar ratioReturn relative to maximum drawdown

5.56

7.19

-1.63

Martin ratioReturn relative to average drawdown

22.39

19.93

+2.46

PSWD.DE vs. TDIV.AS - Sharpe Ratio Comparison

The current PSWD.DE Sharpe Ratio is 3.10, which is comparable to the TDIV.AS Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of PSWD.DE and TDIV.AS, 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.DETDIV.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

2.79

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

1.43

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.83

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.84

-0.16

Drawdowns

PSWD.DE vs. TDIV.AS - Drawdown Comparison

The maximum PSWD.DE drawdown since its inception was -36.39%, roughly equal to the maximum TDIV.AS drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for PSWD.DE and TDIV.AS.


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Drawdown Indicators


PSWD.DETDIV.ASDifference

Max Drawdown

Largest peak-to-trough decline

-36.39%

-36.06%

-0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-3.51%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-18.19%

-15.26%

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-18.19%

-15.26%

-2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-36.39%

-36.06%

-0.33%

Current Drawdown

Current decline from peak

-0.31%

-1.99%

+1.68%

Average Drawdown

Average peak-to-trough decline

-4.65%

-3.93%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

1.26%

+0.20%

Volatility

PSWD.DE vs. TDIV.AS - Volatility Comparison

Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) has a higher volatility of 3.08% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS) at 2.38%. This indicates that PSWD.DE's price experiences larger fluctuations and is considered to be riskier than TDIV.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSWD.DETDIV.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

2.38%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

6.65%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

10.54%

9.06%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.16%

12.07%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

14.31%

+0.88%

PSWD.DE vs. TDIV.AS - Expense Ratio Comparison

PSWD.DE has a 0.39% expense ratio, which is higher than TDIV.AS's 0.38% expense ratio.


Dividends

PSWD.DE vs. TDIV.AS - Dividend Comparison

PSWD.DE's dividend yield for the trailing twelve months is around 1.75%, less than TDIV.AS's 3.19% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.19%3.58%4.19%4.98%4.55%3.98%4.12%4.40%4.93%3.95%1.11%0.00%

Frequently Asked Questions


PSWD.DE and TDIV.AS have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDIV.AS is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDIV.AS is cheaper with a 0.38% expense ratio, compared with 0.39% for PSWD.DE.

PSWD.DE is categorized as Global Equities, while TDIV.AS is Global Equity Income. PSWD.DE tracks FTSE RAFI All-World 3000, while TDIV.AS tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: Invesco and VanEck. Their fees differ too: 0.39% for PSWD.DE and 0.38% for TDIV.AS.

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