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AVGC.L vs. FWRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVGC.L vs. FWRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Global Equity UCITS ETF USD Accumulating (AVGC.L) and Invesco FTSE All-World UCITS ETF Acc (FWRG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVGC.L achieves a 13.16% return, which is significantly higher than FWRG.L's 11.97% return.


AVGC.L

1D
-0.32%
1M
3.65%
YTD
13.16%
6M
15.19%
1Y
31.19%
3Y*
5Y*
10Y*

FWRG.L

1D
-0.38%
1M
5.96%
YTD
11.97%
6M
12.52%
1Y
30.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVGC.L vs. FWRG.L - Yearly Performance Comparison


Correlation

The correlation between AVGC.L and FWRG.L is 0.75, 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

0.75

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

0.75

The correlation between AVGC.L and FWRG.L has been stable across timeframes, ranging from 0.75 to 0.75 - a consistent structural relationship.

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Return for Risk

AVGC.L vs. FWRG.L — Risk / Return Rank

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

AVGC.L
AVGC.L Risk / Return Rank: 8080
Overall Rank
AVGC.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AVGC.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
AVGC.L Omega Ratio Rank: 7878
Omega Ratio Rank
AVGC.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
AVGC.L Martin Ratio Rank: 8080
Martin Ratio Rank

FWRG.L
FWRG.L Risk / Return Rank: 8585
Overall Rank
FWRG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FWRG.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
FWRG.L Omega Ratio Rank: 8888
Omega Ratio Rank
FWRG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
FWRG.L Martin Ratio Rank: 8383
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.

AVGC.L vs. FWRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Global Equity UCITS ETF USD Accumulating (AVGC.L) 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.


AVGC.LFWRG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.47

1.56

-0.09

Calmar ratioReturn relative to maximum drawdown

3.90

4.23

-0.33

Martin ratioReturn relative to average drawdown

15.98

17.11

-1.13

AVGC.L vs. FWRG.L - Sharpe Ratio Comparison

The current AVGC.L Sharpe Ratio is 2.60, which is comparable to the FWRG.L Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of AVGC.L and FWRG.L, 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


AVGC.LFWRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

2.93

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

3.09

1.51

+1.58

Drawdowns

AVGC.L vs. FWRG.L - Drawdown Comparison

The maximum AVGC.L drawdown since its inception was -7.96%, smaller than the maximum FWRG.L drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for AVGC.L and FWRG.L.


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Drawdown Indicators


AVGC.LFWRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.96%

-18.88%

+10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.96%

-7.14%

-0.82%

Current Drawdown

Current decline from peak

-0.32%

-0.38%

+0.06%

Average Drawdown

Average peak-to-trough decline

-1.00%

-2.28%

+1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

1.77%

+0.18%

Volatility

AVGC.L vs. FWRG.L - Volatility Comparison

Avantis Global Equity UCITS ETF USD Accumulating (AVGC.L) has a higher volatility of 3.71% compared to Invesco FTSE All-World UCITS ETF Acc (FWRG.L) at 2.96%. This indicates that AVGC.L'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


AVGC.LFWRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

2.96%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

7.69%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

11.96%

10.33%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.09%

12.41%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.09%

12.41%

-0.32%

AVGC.L vs. FWRG.L - Expense Ratio Comparison

AVGC.L has a 0.35% expense ratio, which is higher than FWRG.L's 0.15% expense ratio.


Dividends

AVGC.L vs. FWRG.L - Dividend Comparison

Neither AVGC.L nor FWRG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AVGC.L and FWRG.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FWRG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FWRG.L is cheaper with a 0.15% expense ratio, compared with 0.35% for AVGC.L.

AVGC.L tracks MSCI World IMI Index, while FWRG.L tracks FTSE All-World Index. They also come from different issuers: Avantis and Invesco. Their fees differ too: 0.35% for AVGC.L and 0.15% for FWRG.L.

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