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ABEA.DE vs. FWEA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABEA.DE vs. FWEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Alphabet Inc Class A (ABEA.DE) and Invesco FTSE All-World UCITS ETF (FWEA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABEA.DE achieves a 19.53% return, which is significantly higher than FWEA.DE's 10.64% return.


ABEA.DE

1D
2.83%
1M
-5.52%
YTD
19.53%
6M
15.76%
1Y
115.20%
3Y*
39.22%
5Y*
26.69%
10Y*
25.83%

FWEA.DE

1D
-0.24%
1M
2.84%
YTD
10.64%
6M
11.58%
1Y
25.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABEA.DE vs. FWEA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
ABEA.DE
Alphabet Inc Class A
19.53%46.65%44.40%14.74%
FWEA.DE
Invesco FTSE All-World UCITS ETF
10.64%17.53%19.21%8.62%

Correlation

The correlation between ABEA.DE and FWEA.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2023

0.40

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Return for Risk

ABEA.DE vs. FWEA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABEA.DE
ABEA.DE Risk / Return Rank: 9797
Overall Rank
ABEA.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ABEA.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
ABEA.DE Omega Ratio Rank: 9696
Omega Ratio Rank
ABEA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ABEA.DE Martin Ratio Rank: 9696
Martin Ratio Rank

FWEA.DE
FWEA.DE Risk / Return Rank: 7272
Overall Rank
FWEA.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FWEA.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
FWEA.DE Omega Ratio Rank: 7373
Omega Ratio Rank
FWEA.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
FWEA.DE Martin Ratio Rank: 7373
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.

ABEA.DE vs. FWEA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc Class A (ABEA.DE) and Invesco FTSE All-World UCITS ETF (FWEA.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ABEA.DEFWEA.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.65

1.43

+0.23

Calmar ratioReturn relative to maximum drawdown

6.78

3.18

+3.60

Martin ratioReturn relative to average drawdown

22.68

13.52

+9.16

ABEA.DE vs. FWEA.DE - Sharpe Ratio Comparison

The current ABEA.DE Sharpe Ratio is 4.26, which is higher than the FWEA.DE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of ABEA.DE and FWEA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ABEA.DEFWEA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.26

2.30

+1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

1.51

-0.67

Drawdowns

ABEA.DE vs. FWEA.DE - Drawdown Comparison

The maximum ABEA.DE drawdown since its inception was -60.31%, which is greater than FWEA.DE's maximum drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for ABEA.DE and FWEA.DE.


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Drawdown Indicators


ABEA.DEFWEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.31%

-17.48%

-42.83%

Max Drawdown (1Y)

Largest decline over 1 year

-17.39%

-8.28%

-9.11%

Max Drawdown (3Y)

Largest decline over 3 years

-33.71%

Max Drawdown (5Y)

Largest decline over 5 years

-38.63%

Max Drawdown (10Y)

Largest decline over 10 years

-38.63%

Current Drawdown

Current decline from peak

-8.18%

-0.81%

-7.37%

Average Drawdown

Average peak-to-trough decline

-12.11%

-1.86%

-10.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.21%

1.95%

+3.26%

Volatility

ABEA.DE vs. FWEA.DE - Volatility Comparison

Alphabet Inc Class A (ABEA.DE) has a higher volatility of 7.65% compared to Invesco FTSE All-World UCITS ETF (FWEA.DE) at 3.36%. This indicates that ABEA.DE's price experiences larger fluctuations and is considered to be riskier than FWEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABEA.DEFWEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

3.36%

+4.29%

Volatility (6M)

Calculated over the trailing 6-month period

18.17%

8.93%

+9.24%

Volatility (1Y)

Calculated over the trailing 1-year period

27.70%

11.45%

+16.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.64%

12.72%

+16.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.73%

12.72%

+15.01%

Dividends

ABEA.DE vs. FWEA.DE - Dividend Comparison

ABEA.DE's dividend yield for the trailing twelve months is around 0.23%, while FWEA.DE has not paid dividends to shareholders.


PositionTTM20252024
ABEA.DE
Alphabet Inc Class A
0.23%0.27%0.30%
FWEA.DE
Invesco FTSE All-World UCITS ETF
0.00%0.00%0.00%

Frequently Asked Questions


ABEA.DE and FWEA.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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