PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SPEQ.L vs. PSRF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SPEQ.L vs. PSRF.L

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco S&P 500 Equal Weight UCITS ETF Acc (SPEQ.L) and Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L).

SPEQ.L and PSRF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPEQ.L is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Net Total Return. It was launched on Apr 6, 2021. PSRF.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 Value TR USD. It was launched on Nov 12, 2007. Both SPEQ.L and PSRF.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SPEQ.L vs. PSRF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight UCITS ETF Acc (SPEQ.L) and Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SPEQ.L vs. PSRF.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SPEQ.L
Invesco S&P 500 Equal Weight UCITS ETF Acc		-1.37%11.52%12.23%13.79%-11.53%24.80%
PSRF.L
Invesco FTSE RAFI US 1000 UCITS ETF		0.46%16.77%16.14%15.31%-8.11%12.28%
Different Trading Currencies

SPEQ.L is traded in USD, while PSRF.L is traded in GBp. To make them comparable, the PSRF.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPEQ.L achieves a -1.37% return, which is significantly lower than PSRF.L's 0.57% return.

SPEQ.L

1D
0.12%
1M
-6.72%
YTD
-1.37%
6M
1.40%
1Y
11.91%
3Y*
11.20%
5Y*
—
10Y*
—

PSRF.L

1D
0.59%
1M
-5.01%
YTD
0.57%
6M
5.43%
1Y
17.83%
3Y*
16.14%
5Y*
10.53%
10Y*
12.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco S&P 500 Equal Weight UCITS ETF Acc

Invesco FTSE RAFI US 1000 UCITS ETF

Often compared with SPEQ.L:
SPEQ.L vs. ESIN.LSPEQ.L vs. EWSP.LSPEQ.L vs. XLESPEQ.L vs. PICKSPEQ.L vs. MLPS.LSPEQ.L vs. GLDSPEQ.L vs. IISU.L
Often compared with PSRF.L:
PSRF.L vs. PSRE.LPSRF.L vs. SPES.LPSRF.L vs. HTWN.LPSRF.L vs. XLKPSRF.L vs. HMWO.LPSRF.L vs. XLKQ.LPSRF.L vs. VUSA.L

SPEQ.L vs. PSRF.L - Expense Ratio Comparison

SPEQ.L has a 0.20% expense ratio, which is lower than PSRF.L's 0.39% expense ratio.

PSRF.L
Invesco FTSE RAFI US 1000 UCITS ETF
SPEQ.L
Invesco S&P 500 Equal Weight UCITS ETF Acc

Return for Risk

SPEQ.L vs. PSRF.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPEQ.L
SPEQ.L Risk / Return Rank: 4040
Overall Rank
SPEQ.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SPEQ.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPEQ.L Omega Ratio Rank: 4242
Omega Ratio Rank
SPEQ.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
SPEQ.L Martin Ratio Rank: 4343
Martin Ratio Rank
PSRF.L
PSRF.L Risk / Return Rank: 5656
Overall Rank
PSRF.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PSRF.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
PSRF.L Omega Ratio Rank: 6060
Omega Ratio Rank
PSRF.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
PSRF.L Martin Ratio Rank: 5050
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.

SPEQ.L vs. PSRF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight UCITS ETF Acc (SPEQ.L) and Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L). 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.

SPEQ.LPSRF.LDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.22

-0.44

Sortino ratio

Return per unit of downside risk

1.16

1.69

-0.53

Omega ratio

Gain probability vs. loss probability

1.17

1.25

-0.08

Calmar ratio

Return relative to maximum drawdown

0.85

1.36

-0.51

Martin ratio

Return relative to average drawdown

4.12

6.42

-2.30

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPEQ.L vs. PSRF.L - Sharpe Ratio Comparison

The current SPEQ.L Sharpe Ratio is 0.78, which is lower than the PSRF.L Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SPEQ.L and PSRF.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

SPEQ.LPSRF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.22

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.71

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.73

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.59

0.00

Correlation

The correlation between SPEQ.L and PSRF.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SPEQ.L vs. PSRF.L - Dividend Comparison

SPEQ.L has not paid dividends to shareholders, while PSRF.L's dividend yield for the trailing twelve months is around 1.35%.

TTM20252024202320222021202020192018201720162015
SPEQ.L
Invesco S&P 500 Equal Weight UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSRF.L
Invesco FTSE RAFI US 1000 UCITS ETF		1.35%1.37%1.46%1.59%1.70%1.29%1.78%1.67%1.78%1.60%1.51%1.64%

Drawdowns

SPEQ.L vs. PSRF.L - Drawdown Comparison

The maximum SPEQ.L drawdown since its inception was -20.84%, smaller than the maximum PSRF.L drawdown of -57.43%. Use the drawdown chart below to compare losses from any high point for SPEQ.L and PSRF.L.

Loading graphics...

Drawdown Indicators

SPEQ.LPSRF.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.84%

-38.37%

+17.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-11.05%

-1.98%

Max Drawdown (5Y)

Largest decline over 5 years

—

-18.14%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-29.79%

—

Current Drawdown

Current decline from peak

-6.73%

-3.58%

-3.15%

Average Drawdown

Average peak-to-trough decline

-5.20%

-4.19%

-1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.91%

-0.23%

Volatility

SPEQ.L vs. PSRF.L - Volatility Comparison

Invesco S&P 500 Equal Weight UCITS ETF Acc (SPEQ.L) and Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L) have volatilities of 3.69% and 3.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

SPEQ.LPSRF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

3.57%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

7.22%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

14.59%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.97%

14.76%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

16.53%

+1.44%