ASCH.DE vs. FWIA.DE
ASCH.DE (abrdn Future Supply Chains UCITS ETF) and FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) are both Global Equities funds. ASCH.DE is actively managed, while FWIA.DE is passively managed. Over the past year, ASCH.DE returned 47.98% vs 26.57% for FWIA.DE. A 0.74 correlation means they provide meaningful diversification when combined. ASCH.DE charges 0.60%/yr vs 0.15%/yr for FWIA.DE.
Performance
ASCH.DE vs. FWIA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ASCH.DE achieves a 28.67% return, which is significantly higher than FWIA.DE's 12.60% return.
ASCH.DE
- 1D
- -0.61%
- 1M
- 7.87%
- YTD
- 28.67%
- 6M
- 27.76%
- 1Y
- 47.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FWIA.DE
- 1D
- -0.22%
- 1M
- 4.98%
- YTD
- 12.60%
- 6M
- 13.33%
- 1Y
- 26.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ASCH.DE vs. FWIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ASCH.DE abrdn Future Supply Chains UCITS ETF | 28.67% | 17.25% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.60% | 12.12% |
Correlation
The correlation between ASCH.DE and FWIA.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since May 14, 2025 | 0.74 |
The correlation between ASCH.DE and FWIA.DE has been stable across timeframes, ranging from 0.74 to 0.74 - a consistent structural relationship.
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Return for Risk
ASCH.DE vs. FWIA.DE — Risk / Return Rank
ASCH.DE
FWIA.DE
ASCH.DE vs. FWIA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Future Supply Chains UCITS ETF (ASCH.DE) and Invesco FTSE All-World UCITS ETF Acc (FWIA.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.
| ASCH.DE | FWIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.44 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 4.08 | +0.24 |
| Martin ratioReturn relative to average drawdown | 15.34 | 16.52 | -1.18 |
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
| ASCH.DE | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.97 | 2.36 | +0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.98 | 1.40 | +1.57 |
Drawdowns
ASCH.DE vs. FWIA.DE - Drawdown Comparison
The maximum ASCH.DE drawdown since its inception was -11.06%, smaller than the maximum FWIA.DE drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for ASCH.DE and FWIA.DE.
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Drawdown Indicators
| ASCH.DE | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.06% | -20.96% | +9.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -6.49% | -4.57% |
Current DrawdownCurrent decline from peak | -0.61% | -0.62% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -1.77% | -2.44% | +0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.60% | +1.52% |
Volatility
ASCH.DE vs. FWIA.DE - Volatility Comparison
abrdn Future Supply Chains UCITS ETF (ASCH.DE) has a higher volatility of 5.82% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 2.96%. This indicates that ASCH.DE's price experiences larger fluctuations and is considered to be riskier than FWIA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASCH.DE | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 2.96% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 8.09% | +5.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 11.22% | +4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 13.18% | +2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 13.18% | +2.64% |
ASCH.DE vs. FWIA.DE - Expense Ratio Comparison
ASCH.DE has a 0.60% expense ratio, which is higher than FWIA.DE's 0.15% expense ratio.
Dividends
ASCH.DE vs. FWIA.DE - Dividend Comparison
Neither ASCH.DE nor FWIA.DE has paid dividends to shareholders.
Frequently Asked Questions
ASCH.DE and FWIA.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.60% for ASCH.DE.
They also come from different issuers: abrdn and Invesco. Their fees differ too: 0.60% for ASCH.DE and 0.15% for FWIA.DE.
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