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Invesco MSCI World UCITS ETF (MXWO.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B60SX394
IssuerInvesco
Inception DateApr 2, 2009
CategoryGlobal Equities
Index TrackedMSCI ACWI NR USD
Asset ClassEquity

Expense Ratio

The Invesco MSCI World UCITS ETF features an expense ratio of 0.19%, falling within the medium range.


0.50%1.00%1.50%2.00%0.19%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco MSCI World UCITS ETF

Popular comparisons: MXWO.L vs. VDC, MXWO.L vs. ^NDX, MXWO.L vs. SSAC.L, MXWO.L vs. MXWS.L, MXWO.L vs. VTI, MXWO.L vs. IWDA.L, MXWO.L vs. URTH

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco MSCI World UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%350.00%NovemberDecember2024FebruaryMarchApril
262.68%
335.97%
MXWO.L (Invesco MSCI World UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco MSCI World UCITS ETF had a return of 4.16% year-to-date (YTD) and 19.07% in the last 12 months. Over the past 10 years, Invesco MSCI World UCITS ETF had an annualized return of 9.05%, while the S&P 500 had an annualized return of 10.50%, indicating that Invesco MSCI World UCITS ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.16%5.90%
1 month-1.65%-1.28%
6 months15.01%15.51%
1 year19.07%21.68%
5 years (annualized)10.87%11.74%
10 years (annualized)9.05%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.30%3.33%3.62%
2023-3.94%-3.61%9.21%5.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of MXWO.L is 78, placing it in the top 22% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of MXWO.L is 7878
Invesco MSCI World UCITS ETF(MXWO.L)
The Sharpe Ratio Rank of MXWO.L is 7878Sharpe Ratio Rank
The Sortino Ratio Rank of MXWO.L is 7878Sortino Ratio Rank
The Omega Ratio Rank of MXWO.L is 7979Omega Ratio Rank
The Calmar Ratio Rank of MXWO.L is 8080Calmar Ratio Rank
The Martin Ratio Rank of MXWO.L is 7373Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco MSCI World UCITS ETF (MXWO.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MXWO.L
Sharpe ratio
The chart of Sharpe ratio for MXWO.L, currently valued at 1.67, compared to the broader market-1.000.001.002.003.004.005.001.67
Sortino ratio
The chart of Sortino ratio for MXWO.L, currently valued at 2.44, compared to the broader market-2.000.002.004.006.008.002.44
Omega ratio
The chart of Omega ratio for MXWO.L, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for MXWO.L, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.001.50
Martin ratio
The chart of Martin ratio for MXWO.L, currently valued at 6.10, compared to the broader market0.0020.0040.0060.0080.006.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Invesco MSCI World UCITS ETF Sharpe ratio is 1.67. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.67
1.89
MXWO.L (Invesco MSCI World UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco MSCI World UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.06%
-3.86%
MXWO.L (Invesco MSCI World UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco MSCI World 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 MSCI World UCITS ETF was 33.89%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.

The current Invesco MSCI World UCITS ETF drawdown is 4.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.89%Feb 20, 202023Mar 23, 2020102Aug 24, 2020125
-25.8%Jan 6, 2022193Oct 12, 2022300Dec 19, 2023493
-18.77%May 22, 2015185Feb 11, 2016212Dec 12, 2016397
-17.33%Jan 29, 2018231Dec 24, 201887May 1, 2019318
-10.07%Mar 20, 201214Jun 12, 201214Sep 10, 201228

Volatility

Volatility Chart

The current Invesco MSCI World UCITS ETF volatility is 3.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.25%
3.39%
MXWO.L (Invesco MSCI World UCITS ETF)
Benchmark (^GSPC)