- Issuer
- Invesco
- Inception Date
- Oct 29, 2021
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
FASE.L Performance Chart
Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF (FASE.L) is up 5.0% since the beginning of the year. FASE.L is currently trading at £56 per share. Investors who bought £1,000 worth of FASE.L shares 5 years ago would now be looking at an investment worth £1,513.
Loading charts...
Returns By Period
Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF (FASE.L) has returned 5.03% so far this year and 15.43% over the past 12 months.
Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF
- 1D
- 0.22%
- 1M
- 2.11%
- 6M
- 3.40%
- YTD
- 5.03%
- 1Y
- 15.43%
- 3Y*
- 12.81%
- 5Y*
- 8.64%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.66%
- 1M
- -0.64%
- 6M
- 8.66%
- YTD
- 10.17%
- 1Y
- 19.99%
- 3Y*
- 17.60%
- 5Y*
- 12.23%
- 10Y*
- 13.06%
FASE.L Monthly Returns History
Based on dividend-adjusted daily data since Mar 10, 2021, FASE.L's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2022 with a return of +6.7%, while the worst month was Mar 2026 at -8.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.
On a daily basis, FASE.L closed higher 54% of trading days. The best single day was Apr 10, 2025 with a return of +4.0%, while the worst single day was Apr 7, 2025 at -4.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.60% | 5.17% | -8.22% | 2.93% | 0.57% | 2.24% | 1.20% | 5.03% | |||||
| 2025 | 5.69% | 0.89% | -2.01% | 0.84% | 3.44% | -0.96% | 3.56% | 0.35% | 0.74% | 4.54% | 0.78% | 0.93% | 20.17% |
| 2024 | -1.14% | 0.52% | 4.73% | 1.86% | 2.94% | -1.72% | 2.56% | 0.81% | -0.81% | -2.47% | 2.78% | -0.85% | 9.31% |
| 2023 | 4.50% | 1.41% | -2.29% | 3.67% | -5.46% | 0.69% | 1.92% | -2.62% | 1.82% | -5.08% | 2.37% | 4.58% | 4.95% |
| 2022 | -0.73% | -2.44% | 0.56% | 1.49% | -0.57% | -4.66% | 4.74% | -2.74% | -5.46% | 3.01% | 6.69% | -1.91% | -2.71% |
| 2021 | 0.80% | 4.39% | 1.31% | 0.84% | -0.01% | 1.87% | -0.68% | 2.21% | -0.39% | 4.18% | 15.34% |
Benchmark Metrics
Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF has an annualized alpha of 6.44%, beta of 0.21, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since March 10, 2021.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (41.23%) than losses (30.61%) - typical of diversified or defensive assets.
- Beta of 0.21 may look defensive, but with R2 of 0.06 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.06 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 6.44%
- Beta
- 0.21
- R²
- 0.06
- Upside Capture
- 41.23%
- Downside Capture
- 30.61%
Expense Ratio
FASE.L has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
FASE.L ranks 39 for risk / return — below 39% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF (FASE.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FASE.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.31 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 2.50 | -1.09 |
| Martin ratioReturn relative to average drawdown | 4.40 | 9.11 | -4.71 |
Dividends
Dividend History
Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF provided a 2.71% dividend yield over the last twelve months, with an annual payout of £1.52 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | £1.52 | £1.42 | £1.74 | £1.57 | £1.52 | £1.09 |
Dividend yield | 2.71% | 2.61% | 3.72% | 3.54% | 3.47% | 2.35% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | £0.00 | £0.00 | £0.32 | £0.00 | £0.00 | £0.69 | £0.00 | £1.00 | |||||
| 2025 | £0.00 | £0.00 | £0.28 | £0.00 | £0.00 | £0.62 | £0.00 | £0.00 | £0.52 | £0.00 | £0.00 | £0.00 | £1.42 |
| 2024 | £0.00 | £0.00 | £0.29 | £0.00 | £0.00 | £0.62 | £0.00 | £0.00 | £0.57 | £0.00 | £0.00 | £0.27 | £1.74 |
| 2023 | £0.00 | £0.00 | £0.25 | £0.00 | £0.00 | £0.51 | £0.00 | £0.00 | £0.53 | £0.00 | £0.00 | £0.28 | £1.57 |
| 2022 | £0.00 | £0.00 | £0.24 | £0.00 | £0.00 | £0.55 | £0.00 | £0.00 | £0.50 | £0.00 | £0.00 | £0.23 | £1.52 |
| 2021 | £0.84 | £0.00 | £0.00 | £0.25 | £1.09 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF was 12.61%, occurring on Mar 8, 2022. Recovery took 212 trading sessions.
The current Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF drawdown is 1.70%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-12.61%Mar 2022 | 2mo 1d | 10mo 10d | 1y 6dJan 2022 - Jan 2023 | Bear market2022 |
-12.20%Apr 2025 | 1mo 6d | 1mo 6d | 2mo 12dMar 2025 - May 2025 | 2025 selloff2025 |
-10.89%Mar 2026 | 21d | — | 4mo 16dMar 2026 - now | — |
-9.58%Oct 2023 | 6mo 5d | 4mo 27d | 11mo 2dApr 2023 - Mar 2024 | — |
-8.00%Mar 2023 | 26d | 1mo 10d | 2mo 6dFeb 2023 - Apr 2023 | — |
Drawdown Indicators
| FASE.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.61% | -37.07% | +24.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -8.03% | -2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -12.20% | -22.15% | +9.95% |
Max Drawdown (5Y)Largest decline over 5 years | -12.61% | -22.15% | +9.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.01% | — |
Current DrawdownCurrent decline from peak | -1.70% | -1.42% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -2.94% | -5.29% | +2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.20% | +1.30% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with FASE.L
Add Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with FASE.L