S6DW.DE vs. PSWD.DE
S6DW.DE (iShares MSCI World ESG Screened UCITS ETF USD (Dist)) and PSWD.DE (Invesco FTSE RAFI All World 3000 UCITS ETF) are both Global Equities funds - S6DW.DE tracks the MSCI World ESG Screened while PSWD.DE tracks the FTSE RAFI All-World 3000. Both are passively managed. Over the past 5 years, S6DW.DE returned 13.09%/yr vs 13.34%/yr for PSWD.DE. Their correlation of 0.85 suggests significant overlap in exposure. S6DW.DE charges 0.20%/yr vs 0.39%/yr for PSWD.DE.
Performance
S6DW.DE vs. PSWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S6DW.DE achieves a 10.73% return, which is significantly lower than PSWD.DE's 16.46% return.
S6DW.DE
- 1D
- -0.04%
- 1M
- 3.95%
- YTD
- 10.73%
- 6M
- 10.58%
- 1Y
- 23.93%
- 3Y*
- 18.05%
- 5Y*
- 13.09%
- 10Y*
- —
PSWD.DE
- 1D
- -0.19%
- 1M
- 3.52%
- YTD
- 16.46%
- 6M
- 17.38%
- 1Y
- 33.03%
- 3Y*
- 18.93%
- 5Y*
- 13.34%
- 10Y*
- 11.86%
S6DW.DE vs. PSWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 10.73% | 7.69% | 27.33% | 22.28% | -15.33% | 32.91% | 6.70% | 31.31% | -6.30% |
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% | -7.55% |
Correlation
The correlation between S6DW.DE and PSWD.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 (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.85 |
The correlation between S6DW.DE and PSWD.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
S6DW.DE vs. PSWD.DE — Risk / Return Rank
S6DW.DE
PSWD.DE
S6DW.DE vs. PSWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) and Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.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.
| S6DW.DE | PSWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.58 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 5.56 | -2.46 |
| Martin ratioReturn relative to average drawdown | 12.18 | 22.39 | -10.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| S6DW.DE | PSWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 3.10 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 1.00 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.68 | +0.18 |
Drawdowns
S6DW.DE vs. PSWD.DE - Drawdown Comparison
The maximum S6DW.DE drawdown since its inception was -33.13%, smaller than the maximum PSWD.DE drawdown of -36.39%. Use the drawdown chart below to compare losses from any high point for S6DW.DE and PSWD.DE.
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Drawdown Indicators
| S6DW.DE | PSWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -36.39% | +3.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -5.89% | -1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -22.30% | -18.19% | -4.11% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -18.19% | -4.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.39% | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.31% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -4.65% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.46% | +0.51% |
Volatility
S6DW.DE vs. PSWD.DE - Volatility Comparison
The current volatility for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) is 2.85%, while Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) has a volatility of 3.08%. This indicates that S6DW.DE experiences smaller price fluctuations and is considered to be less risky than PSWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S6DW.DE | PSWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 3.08% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.86% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 10.54% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 13.16% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 15.19% | +1.18% |
S6DW.DE vs. PSWD.DE - Expense Ratio Comparison
S6DW.DE has a 0.20% expense ratio, which is lower than PSWD.DE's 0.39% expense ratio.
Dividends
S6DW.DE vs. PSWD.DE - Dividend Comparison
S6DW.DE's dividend yield for the trailing twelve months is around 0.87%, less than PSWD.DE's 1.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 0.87% | 0.96% | 1.18% | 1.31% | 1.59% | 1.01% | 1.15% | 1.56% | 0.18% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
S6DW.DE and PSWD.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, S6DW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6DW.DE is cheaper with a 0.20% expense ratio, compared with 0.39% for PSWD.DE.
S6DW.DE tracks MSCI World ESG Screened, while PSWD.DE tracks FTSE RAFI All-World 3000. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for S6DW.DE and 0.39% for PSWD.DE.
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