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Issuer
Invesco
Inception Date
Feb 20, 2024
Leveraged
1x (No leverage)
Index Tracked
FTSE All-World Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FTWD.DE Performance Chart

Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) is up 14.1% since the beginning of the year. FTWD.DE is currently trading at €8 per share.


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S&P 500 Index

Returns By Period

Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) has returned 14.08% so far this year and 26.51% over the past 12 months.


Invesco FTSE All-World UCITS ETF USD Distribution

1D
0.52%
1M
0.92%
6M
14.25%
YTD
14.08%
1Y
26.51%
3Y*
17.83%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTWD.DE Monthly Returns History

Based on dividend-adjusted daily data since Jun 26, 2023, FTWD.DE's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +8.7%, while the worst month was Mar 2025 at -7.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FTWD.DE closed higher 51% of trading days. The best single day was Apr 10, 2025 with a return of +3.8%, while the worst single day was Jun 29, 2023 at -7.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.31%1.72%-5.41%8.66%6.04%1.18%0.39%14.08%
20254.52%-2.54%-7.10%-3.97%6.02%0.94%4.85%-0.31%2.94%4.22%-0.29%0.29%9.08%
20242.68%3.72%3.71%-1.74%1.24%4.82%0.34%-0.67%1.89%0.99%6.56%-1.06%24.54%
2023-6.05%2.41%-0.79%-1.45%-3.43%5.22%4.17%-0.42%

Benchmark Metrics

Invesco FTSE All-World UCITS ETF USD Distribution has an annualized alpha of 8.45%, beta of 0.40, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since June 26, 2023.

  • This ETF participated in 94.82% of S&P 500 Index downside but only 85.62% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.40 may look defensive, but with R2 of 0.21 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 0.21 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
8.45%
Beta
0.40
0.21
Upside Capture
85.62%
Downside Capture
94.82%

Expense Ratio

FTWD.DE has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

FTWD.DE ranks 86 for risk / return — in the top 86% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FTWD.DE Risk / Return Rank: 8686
Overall Rank
FTWD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FTWD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
FTWD.DE Omega Ratio Rank: 8383
Omega Ratio Rank
FTWD.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
FTWD.DE Martin Ratio Rank: 8989
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) 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.


FTWD.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.41

1.35

+0.05

Calmar ratioReturn relative to maximum drawdown

4.07

3.18

+0.88

Martin ratioReturn relative to average drawdown

16.12

11.76

+4.36

Dividends

Dividend History

Invesco FTSE All-World UCITS ETF USD Distribution provided a 1.23% dividend yield over the last twelve months, with an annual payout of €0.10 per share.


0.80%1.00%1.20%1.40%€0.00€0.02€0.04€0.06€0.08€0.10202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend€0.10€0.09€0.10€0.04

Dividend yield

1.23%1.36%1.49%0.70%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco FTSE All-World UCITS ETF USD Distribution. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.00€0.00€0.02€0.00€0.00€0.04€0.00€0.06
2025€0.00€0.00€0.02€0.00€0.00€0.04€0.00€0.00€0.02€0.00€0.00€0.02€0.09
2024€0.00€0.00€0.02€0.00€0.00€0.04€0.00€0.00€0.02€0.00€0.00€0.02€0.10
2023€0.02€0.00€0.00€0.02€0.04

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco FTSE All-World UCITS ETF USD Distribution. 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 FTSE All-World UCITS ETF USD Distribution was 21.01%, occurring on Apr 9, 2025. Recovery took 122 trading sessions.

The current Invesco FTSE All-World UCITS ETF USD Distribution drawdown is 0.13%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-21.01%Apr 2025
1mo 18d5mo 25d
7mo 13dFeb 2025 - Oct 2025
2023 correction2023
-10.75%Oct 2023
4mo2mo 28d
6mo 28dJun 2023 - Jan 2024
2024 pullback2024
-8.42%Aug 2024
21d1mo 23d
2mo 14dJul 2024 - Sep 2024
2026 pullback2026
-6.49%Mar 2026
29d20d
1mo 19dFeb 2026 - Apr 2026
2024 pullback2024
-3.47%Apr 2024
17d21d
1mo 8dApr 2024 - May 2024

Drawdown Indicators


FTWD.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.01%

-51.62%

+30.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-7.57%

+1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-21.01%

-23.99%

+2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-0.13%

-0.43%

+0.30%

Average Drawdown

Average peak-to-trough decline

-3.16%

-9.08%

+5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

2.04%

-0.40%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FTWD.DE

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