SPES.L vs. PSRF.L
Compare and contrast key facts about Invesco S&P 500 Equal Weight UCITS ETF Dist (SPES.L) and Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L).
SPES.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. SPES.L is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight Index. 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 SPES.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
SPES.L vs. PSRF.L - Performance Comparison
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SPES.L vs. PSRF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SPES.L Invesco S&P 500 Equal Weight UCITS ETF Dist | 1.40% | 3.95% | 13.66% | 8.18% | -1.34% | 28.07% |
PSRF.L Invesco FTSE RAFI US 1000 UCITS ETF | 3.09% | 8.58% | 18.11% | 9.53% | 2.89% | 14.67% |
Returns By Period
In the year-to-date period, SPES.L achieves a 1.40% return, which is significantly lower than PSRF.L's 3.09% return.
SPES.L
- 1D
- 0.90%
- 1M
- -4.29%
- YTD
- 1.40%
- 6M
- 3.54%
- 1Y
- 9.78%
- 3Y*
- 9.13%
- 5Y*
- —
- 10Y*
- —
PSRF.L
- 1D
- 0.81%
- 1M
- -2.80%
- YTD
- 3.09%
- 6M
- 7.43%
- 1Y
- 14.90%
- 3Y*
- 13.73%
- 5Y*
- 11.69%
- 10Y*
- 12.90%
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SPES.L vs. PSRF.L - Expense Ratio Comparison
SPES.L has a 0.20% expense ratio, which is lower than PSRF.L's 0.39% expense ratio.
Return for Risk
SPES.L vs. PSRF.L — Risk / Return Rank
SPES.L
PSRF.L
SPES.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 Dist (SPES.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.
| SPES.L | PSRF.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.07 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.48 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.19 | -0.84 |
Martin ratioReturn relative to average drawdown | 4.55 | 8.43 | -3.88 |
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
| SPES.L | PSRF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.07 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.87 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.78 | -0.09 |
Correlation
The correlation between SPES.L and PSRF.L is 0.95, 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
SPES.L vs. PSRF.L - Dividend Comparison
SPES.L's dividend yield for the trailing twelve months is around 1.38%, more than PSRF.L's 1.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPES.L Invesco S&P 500 Equal Weight UCITS ETF Dist | 1.38% | 1.37% | 1.36% | 1.48% | 1.49% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSRF.L Invesco FTSE RAFI US 1000 UCITS ETF | 1.34% | 1.37% | 1.46% | 1.59% | 1.70% | 1.29% | 1.78% | 1.67% | 1.78% | 1.60% | 1.51% | 1.64% |
Drawdowns
SPES.L vs. PSRF.L - Drawdown Comparison
The maximum SPES.L drawdown since its inception was -19.65%, smaller than the maximum PSRF.L drawdown of -38.37%. Use the drawdown chart below to compare losses from any high point for SPES.L and PSRF.L.
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Drawdown Indicators
| SPES.L | PSRF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.65% | -38.37% | +18.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -11.05% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.14% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.79% | — |
Current DrawdownCurrent decline from peak | -4.29% | -2.80% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -4.21% | -4.19% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 1.75% | +0.32% |
Volatility
SPES.L vs. PSRF.L - Volatility Comparison
Invesco S&P 500 Equal Weight UCITS ETF Dist (SPES.L) and Invesco FTSE RAFI US 1000 UCITS ETF (PSRF.L) have volatilities of 3.36% and 3.41%, 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.
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Volatility by Period
| SPES.L | PSRF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 3.41% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.16% | 7.04% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.13% | 13.85% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 13.42% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 15.85% | -0.97% |