BTIC.DE vs. FWEA.DE
Compare and contrast key facts about Invesco Physical Bitcoin ETP (BTIC.DE) and Invesco FTSE All-World UCITS ETF (FWEA.DE).
BTIC.DE and FWEA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BTIC.DE is managed by Invesco. It was launched on Nov 23, 2021. FWEA.DE is a passively managed fund by Invesco that tracks the performance of the FTSE All-World Index. It was launched on Feb 20, 2024.
Performance
BTIC.DE vs. FWEA.DE - Performance Comparison
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BTIC.DE vs. FWEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BTIC.DE Invesco Physical Bitcoin ETP | -20.75% | -16.58% | 129.65% | 38.46% |
FWEA.DE Invesco FTSE All-World UCITS ETF | -4.04% | 32.68% | 12.39% | 9.94% |
Different Trading Currencies
BTIC.DE is traded in USD, while FWEA.DE is traded in EUR. To make them comparable, the FWEA.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BTIC.DE achieves a -20.75% return, which is significantly lower than FWEA.DE's -4.04% return.
BTIC.DE
- 1D
- 2.00%
- 1M
- -0.13%
- YTD
- -20.75%
- 6M
- -40.88%
- 1Y
- -24.81%
- 3Y*
- 30.72%
- 5Y*
- —
- 10Y*
- —
FWEA.DE
- 1D
- -0.95%
- 1M
- -3.06%
- YTD
- -4.04%
- 6M
- -0.45%
- 1Y
- 24.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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BTIC.DE vs. FWEA.DE - Expense Ratio Comparison
BTIC.DE has a 0.10% expense ratio, which is lower than FWEA.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
BTIC.DE vs. FWEA.DE — Risk / Return Rank
BTIC.DE
FWEA.DE
BTIC.DE vs. FWEA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Physical Bitcoin ETP (BTIC.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.
| BTIC.DE | FWEA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.61 | 1.42 | -2.04 |
Sortino ratioReturn per unit of downside risk | -0.70 | 2.07 | -2.76 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.28 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.41 | -2.94 |
Martin ratioReturn relative to average drawdown | -1.14 | 9.97 | -11.11 |
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
| BTIC.DE | FWEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | 1.42 | -2.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 1.16 | -1.08 |
Correlation
The correlation between BTIC.DE and FWEA.DE is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BTIC.DE vs. FWEA.DE - Dividend Comparison
Neither BTIC.DE nor FWEA.DE has paid dividends to shareholders.
Drawdowns
BTIC.DE vs. FWEA.DE - Drawdown Comparison
The maximum BTIC.DE drawdown since its inception was -70.64%, which is greater than FWEA.DE's maximum drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for BTIC.DE and FWEA.DE.
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Drawdown Indicators
| BTIC.DE | FWEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.64% | -17.48% | -53.16% |
Max Drawdown (1Y)Largest decline over 1 year | -49.42% | -8.61% | -40.81% |
Current DrawdownCurrent decline from peak | -44.59% | -5.71% | -38.88% |
Average DrawdownAverage peak-to-trough decline | -31.05% | -1.92% | -29.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.00% | 1.91% | +21.09% |
Volatility
BTIC.DE vs. FWEA.DE - Volatility Comparison
Invesco Physical Bitcoin ETP (BTIC.DE) has a higher volatility of 13.19% compared to Invesco FTSE All-World UCITS ETF (FWEA.DE) at 5.91%. This indicates that BTIC.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
| BTIC.DE | FWEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.19% | 5.91% | +7.28% |
Volatility (6M)Calculated over the trailing 6-month period | 32.67% | 10.20% | +22.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.24% | 17.47% | +22.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.51% | 15.13% | +35.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.51% | 15.13% | +35.38% |