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Invesco FTSE All-World UCITS ETF USD Accumulation ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE000716YHJ7
Issuer
Invesco
Inception Date
Feb 20, 2024
Leveraged
1x (No leverage)
Index Tracked
FTSE All-World Index
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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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 USD Accumulation, 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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S&P 500 Index

Returns By Period

Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) has returned -4.38% so far this year and 19.76% over the past 12 months.


Invesco FTSE All-World UCITS ETF USD Accumulation

1D
0.39%
1M
-7.98%
YTD
-4.38%
6M
-0.27%
1Y
19.76%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 29, 2023, FWRA.L's average daily return is +0.06%, while the average monthly return is +1.27%. 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 +9.1%, while the worst month was Mar 2026 at -8.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FWRA.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 7, 2025 at -4.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.25%1.62%-7.98%-4.38%
20253.65%-2.37%-3.46%0.63%6.43%4.47%2.01%1.96%3.20%2.58%0.05%1.63%22.37%
20240.95%3.46%3.44%-2.71%2.61%3.64%1.16%1.87%2.54%-1.33%3.01%-1.65%18.07%
20231.10%4.12%-2.38%-3.85%-3.65%9.08%5.18%9.23%

Benchmark Metrics

Invesco FTSE All-World UCITS ETF USD Accumulation has an annualized alpha of 9.72%, beta of 0.39, and R² of 0.20 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 (92.32%) than losses (90.33%) — typical of diversified or defensive assets.
  • Beta of 0.39 may look defensive, but with R² of 0.20 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 0.20 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
9.72%
Beta
0.39
0.20
Upside Capture
92.32%
Downside Capture
90.33%

Expense Ratio

FWRA.L has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

FWRA.L ranks 76 for risk / return — better than 76% 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.


FWRA.L Risk / Return Rank: 7676
Overall Rank
FWRA.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FWRA.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
FWRA.L Omega Ratio Rank: 7070
Omega Ratio Rank
FWRA.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
FWRA.L Martin Ratio Rank: 8787
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 Accumulation (FWRA.L) and compare them to a chosen benchmark (S&P 500 Index).


FWRA.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.90

+0.40

Sortino ratio

Return per unit of downside risk

1.81

1.39

+0.42

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

2.50

1.40

+1.10

Martin ratio

Return relative to average drawdown

10.99

6.61

+4.38

Explore FWRA.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 USD Accumulation doesn't pay dividends

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 Accumulation. 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 Accumulation was 16.60%, occurring on Apr 7, 2025. Recovery took 29 trading sessions.

The current Invesco FTSE All-World UCITS ETF USD Accumulation drawdown is 8.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.6%Feb 17, 202536Apr 7, 202529May 20, 202565
-9.94%Aug 1, 202365Oct 30, 202332Dec 13, 202397
-8.74%Feb 26, 202622Mar 27, 2026
-7.85%Jul 16, 202415Aug 5, 202414Aug 23, 202429
-5.3%Dec 13, 202419Jan 13, 20259Jan 24, 202528

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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