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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco FTSE All-World UCITS ETF Dist, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Invesco FTSE All-World UCITS ETF Dist (FTWD.L) has returned -4.23% so far this year and 20.06% over the past 12 months.
Invesco FTSE All-World UCITS ETF Dist
- 1D
- 0.52%
- 1M
- -7.68%
- YTD
- -4.23%
- 6M
- -0.03%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 29, 2023, FTWD.L's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, your investment would double in approximately 4.6 years.
Historically, 74% of months were positive and 26% were negative. The best month was Nov 2023 with a return of +8.7%, while the worst month was Mar 2026 at -7.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FTWD.L closed higher 55% of trading days. The best single day was Apr 10, 2025 with a return of +5.0%, while the worst single day was Apr 4, 2025 at -5.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.30% | 1.40% | -7.68% | -4.23% | |||||||||
| 2025 | 3.83% | -2.43% | -3.51% | 0.67% | 6.44% | 4.41% | 2.00% | 2.04% | 3.14% | 2.57% | 0.08% | 1.70% | 22.55% |
| 2024 | 0.94% | 3.48% | 3.44% | -2.71% | 2.57% | 3.67% | 1.12% | 1.87% | 2.59% | -1.82% | 3.63% | -1.91% | 17.90% |
| 2023 | 1.14% | 3.40% | -2.47% | -3.87% | -3.56% | 8.69% | 5.44% | 8.37% |
Benchmark Metrics
Invesco FTSE All-World UCITS ETF Dist has an annualized alpha of 9.78%, beta of 0.41, and R² of 0.21 versus S&P 500 Index. Calculated based on daily prices since June 30, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.04%) than losses (91.76%) — typical of diversified or defensive assets.
- Beta of 0.41 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
- 9.78%
- Beta
- 0.41
- R²
- 0.21
- Upside Capture
- 94.04%
- Downside Capture
- 91.76%
Expense Ratio
FTWD.L has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
FTWD.L ranks 69 for risk / return — better than 69% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF Dist (FTWD.L) and compare them to a chosen benchmark (S&P 500 Index).
| FTWD.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 0.90 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.39 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.40 | +0.18 |
Martin ratioReturn relative to average drawdown | 7.48 | 6.61 | +0.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FTWD.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Invesco FTSE All-World UCITS ETF Dist provided a 1.43% dividend yield over the last twelve months, with an annual payout of $0.11 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.11 | $0.11 | $0.10 | $0.04 |
Dividend yield | 1.43% | 1.34% | 1.53% | 0.69% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco FTSE All-World UCITS ETF Dist. 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 | $0.02 | $0.02 | |||||||||
| 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 | $0.11 |
| 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 Dist. 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 Dist was 16.68%, occurring on Apr 7, 2025. Recovery took 28 trading sessions.
The current Invesco FTSE All-World UCITS ETF Dist drawdown is 8.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.68% | Feb 18, 2025 | 35 | Apr 7, 2025 | 28 | May 20, 2025 | 63 |
| -9.96% | Aug 1, 2023 | 64 | Oct 30, 2023 | 32 | Dec 13, 2023 | 96 |
| -8.72% | Feb 26, 2026 | 22 | Mar 27, 2026 | — | — | — |
| -7.79% | Jul 15, 2024 | 16 | Aug 5, 2024 | 14 | Aug 23, 2024 | 30 |
| -5.21% | Dec 10, 2024 | 22 | Jan 13, 2025 | 9 | Jan 24, 2025 | 31 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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