ABEA.DE vs. FWEA.DE
ABEA.DE (Alphabet Inc Class A) is a stock, while FWEA.DE (Invesco FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index. Over the past year, ABEA.DE returned 115.20% vs 25.98% for FWEA.DE. At a 0.40 correlation, their price movements are largely independent.
Performance
ABEA.DE vs. FWEA.DE - Performance Comparison
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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*
- —
ABEA.DE vs. FWEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
ABEA.DE
FWEA.DE
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.DE | FWEA.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABEA.DE | FWEA.DE | Difference | |
|---|---|---|---|
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.DE | FWEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.18% | -0.81% | -7.37% |
Average DrawdownAverage peak-to-trough decline | -12.11% | -1.86% | -10.25% |
Ulcer IndexDepth 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.DE | FWEA.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
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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