ASML vs. FWRG.L
ASML (ASML Holding N.V.) is a stock, while FWRG.L (Invesco FTSE All-World UCITS ETF Acc) is Global Equities fund tracking the FTSE All-World Index. Over the past year, ASML returned 134.10% vs 27.47% for FWRG.L. At a 0.36 correlation, their price movements are largely independent.
Performance
ASML vs. FWRG.L - Performance Comparison
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Returns By Period
In the year-to-date period, ASML achieves a 64.06% return, which is significantly higher than FWRG.L's 10.38% return.
ASML
- 1D
- 6.54%
- 1M
- 9.86%
- YTD
- 64.06%
- 6M
- 56.76%
- 1Y
- 134.10%
- 3Y*
- 36.05%
- 5Y*
- 21.93%
- 10Y*
- 34.75%
FWRG.L
- 1D
- -0.23%
- 1M
- 2.45%
- YTD
- 10.38%
- 6M
- 10.61%
- 1Y
- 27.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ASML vs. FWRG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ASML ASML Holding N.V. | 64.06% | 56.51% | -7.70% | 8.98% |
FWRG.L Invesco FTSE All-World UCITS ETF Acc | 10.38% | 13.84% | 20.11% | 8,531.38% |
Correlation
The correlation between ASML and FWRG.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023 | 0.36 |
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Return for Risk
ASML vs. FWRG.L — Risk / Return Rank
ASML
FWRG.L
ASML vs. FWRG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Invesco FTSE All-World UCITS ETF Acc (FWRG.L). 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.
| ASML | FWRG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.50 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 7.56 | 3.83 | +3.72 |
| Martin ratioReturn relative to average drawdown | 20.33 | 15.43 | +4.89 |
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
| ASML | FWRG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.24 | 2.64 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.09 | +0.46 |
Drawdowns
ASML vs. FWRG.L - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than FWRG.L's maximum drawdown of -18.87%. Use the drawdown chart below to compare losses from any high point for ASML and FWRG.L.
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Drawdown Indicators
| ASML | FWRG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -18.87% | -71.13% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -7.14% | -10.71% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | — | — |
Current DrawdownCurrent decline from peak | -0.48% | -1.80% | +1.32% |
Average DrawdownAverage peak-to-trough decline | -28.14% | -2.26% | -25.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.62% | 1.78% | +4.84% |
Volatility
ASML vs. FWRG.L - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 15.94% compared to Invesco FTSE All-World UCITS ETF Acc (FWRG.L) at 3.01%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier than FWRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASML | FWRG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.94% | 3.01% | +12.93% |
Volatility (6M)Calculated over the trailing 6-month period | 33.30% | 7.77% | +25.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.73% | 10.39% | +31.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.23% | 4,499.48% | -4,457.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.62% | 4,499.48% | -4,460.86% |
Dividends
ASML vs. FWRG.L - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.50%, while FWRG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.50% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
FWRG.L Invesco FTSE All-World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ASML and FWRG.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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