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XDEQ.L vs. PSRW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDEQ.L vs. PSRW.L

Last updated Jun 5, 2026

XDEQ.L (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and PSRW.L (Invesco FTSE RAFI All World 3000 UCITS ETF) are both Global Equities funds - XDEQ.L tracks the MSCI ACWI NR USD while PSRW.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, XDEQ.L returned 13.78%/yr vs 12.95%/yr for PSRW.L. A 0.58 correlation means they provide meaningful diversification when combined. XDEQ.L charges 0.25%/yr vs 0.39%/yr for PSRW.L.

Performance

XDEQ.L vs. PSRW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) and Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDEQ.L achieves a 8.63% return, which is significantly lower than PSRW.L's 15.47% return. Over the past 10 years, XDEQ.L has outperformed PSRW.L with an annualized return of 13.78%, while PSRW.L has yielded a comparatively lower 12.95% annualized return.

XDEQ.L

1D
0.92%
1M
4.55%
YTD
8.63%
6M
9.20%
1Y
22.27%
3Y*
15.29%
5Y*
11.55%
10Y*
13.78%

PSRW.L

1D
-0.22%
1M
5.17%
YTD
15.47%
6M
16.69%
1Y
36.63%
3Y*
19.07%
5Y*
13.51%
10Y*
12.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEQ.L vs. PSRW.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C		8.63%7.52%18.91%19.22%-9.44%24.28%11.14%30.48%-5.16%12.25%
PSRW.L
Invesco FTSE RAFI All World 3000 UCITS ETF		15.47%19.97%12.95%10.09%2.42%22.39%2.67%17.83%-7.86%9.35%

Correlation

The correlation between XDEQ.L and PSRW.L 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

0.77

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

0.80

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

0.65

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2014

0.58

Over the past year, XDEQ.L and PSRW.L have become more correlated (0.82) than their long-term average of 0.58, meaning their price movements have been converging.

XDEQ.L vs. PSRW.L - Sectors Allocation Comparison

Sectors
XDEQ.L
PSRW.L

Technology

30.4%
19.1%

Financial Services

14.7%
18.8%

Industrials

10.1%
9.8%

Healthcare

9.2%
9.0%

Communication Services

9.1%
7.5%

Consumer Cyclical

8.9%
8.5%

Consumer Defensive

5.3%
5.7%

Energy

4.6%
9.5%

Basic Materials

3.2%
6.7%

Utilities

2.7%
3.6%

Real Estate

1.7%
1.8%

Technology

XDEQ.L
30.4%
PSRW.L
19.1%

Financial Services

XDEQ.L
14.7%
PSRW.L
18.8%

Industrials

XDEQ.L
10.1%
PSRW.L
9.8%

Healthcare

XDEQ.L
9.2%
PSRW.L
9.0%

Communication Services

XDEQ.L
9.1%
PSRW.L
7.5%

Consumer Cyclical

XDEQ.L
8.9%
PSRW.L
8.5%

Consumer Defensive

XDEQ.L
5.3%
PSRW.L
5.7%

Energy

XDEQ.L
4.6%
PSRW.L
9.5%

Basic Materials

XDEQ.L
3.2%
PSRW.L
6.7%

Utilities

XDEQ.L
2.7%
PSRW.L
3.6%

Real Estate

XDEQ.L
1.7%
PSRW.L
1.8%

Compare stocks, funds, or ETFs

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Xtrackers MSCI World Quality Factor UCITS ETF 1C

Invesco FTSE RAFI All World 3000 UCITS ETF

Often compared with XDEQ.L:
XDEQ.L vs. IWQU.LXDEQ.L vs. VWCE.DEXDEQ.L vs. SWDA.LXDEQ.L vs. SPYXDEQ.L vs. XDEV.LXDEQ.L vs. GGRG.LXDEQ.L vs. HSJP.L
Often compared with PSRW.L:
PSRW.L vs. ACWIPSRW.L vs. VWRL.LPSRW.L vs. LDCU.LPSRW.L vs. EXUS.LPSRW.L vs. VTPSRW.L vs. ^GSPCPSRW.L vs. IQDG

Return for Risk

XDEQ.L vs. PSRW.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDEQ.L
XDEQ.L Risk / Return Rank: 7070
Overall Rank
XDEQ.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XDEQ.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
XDEQ.L Omega Ratio Rank: 7373
Omega Ratio Rank
XDEQ.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
XDEQ.L Martin Ratio Rank: 7272
Martin Ratio Rank
PSRW.L
PSRW.L Risk / Return Rank: 9393
Overall Rank
PSRW.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PSRW.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
PSRW.L Omega Ratio Rank: 9595
Omega Ratio Rank
PSRW.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
PSRW.L Martin Ratio Rank: 9191
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.

XDEQ.L vs. PSRW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) and Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.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.

XDEQ.LPSRW.LDifference
Sharpe ratioReturn per unit of total volatility
2.26
3.83

-1.57

Sortino ratioReturn per unit of downside risk
3.17
5.08

-1.91

Omega ratioGain probability vs. loss probability

1.43

1.73

-0.31

Calmar ratioReturn relative to maximum drawdown

3.21

5.53

-2.31

Martin ratioReturn relative to average drawdown

13.32

21.39

-8.06

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

XDEQ.L vs. PSRW.L - Sharpe Ratio Comparison

The current XDEQ.L Sharpe Ratio is 2.26, which is lower than the PSRW.L Sharpe Ratio of 3.83. The chart below compares the historical Sharpe Ratios of XDEQ.L and PSRW.L, 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

XDEQ.LPSRW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

3.83

-1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

1.11

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

0.90

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.58

+0.63

Drawdowns

XDEQ.L vs. PSRW.L - Drawdown Comparison

The maximum XDEQ.L drawdown since its inception was -23.79%, smaller than the maximum PSRW.L drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for XDEQ.L and PSRW.L.

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Drawdown Indicators

XDEQ.LPSRW.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.79%

-49.85%

+26.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-6.60%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-17.96%

-14.23%

-3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-17.96%

-14.23%

-3.73%

Max Drawdown (10Y)

Largest decline over 10 years

-23.79%

-29.05%

+5.26%

Current Drawdown

Current decline from peak

0.00%

-0.22%

+0.22%

Average Drawdown

Average peak-to-trough decline

-3.78%

-4.34%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

1.71%

-0.04%

Volatility

XDEQ.L vs. PSRW.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) is 2.57%, while Invesco FTSE RAFI All World 3000 UCITS ETF (PSRW.L) has a volatility of 2.74%. This indicates that XDEQ.L experiences smaller price fluctuations and is considered to be less risky than PSRW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDEQ.LPSRW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

2.74%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

7.14%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

9.81%

9.53%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.37%

12.16%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

14.40%

+2.49%

XDEQ.L vs. PSRW.L - Expense Ratio Comparison

XDEQ.L has a 0.25% expense ratio, which is lower than PSRW.L's 0.39% expense ratio.

Dividends

XDEQ.L vs. PSRW.L - Dividend Comparison

XDEQ.L has not paid dividends to shareholders, while PSRW.L's dividend yield for the trailing twelve months is around 1.74%.

PositionTTM20252024202320222021202020192018201720162015
PSRW.L
Invesco FTSE RAFI All World 3000 UCITS ETF		1.74%2.00%2.29%2.46%2.58%1.96%1.99%2.45%2.52%2.03%1.93%2.00%
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XDEQ.L and PSRW.L 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, XDEQ.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEQ.L is cheaper with a 0.25% expense ratio, compared with 0.39% for PSRW.L.

XDEQ.L tracks MSCI ACWI NR USD, while PSRW.L tracks MSCI ACWI Value NR USD. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.25% for XDEQ.L and 0.39% for PSRW.L.

Portfolio Optimizer

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