CRWD vs. FWRG.L
CRWD (CrowdStrike Holdings, Inc.) 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, CRWD returned 41.74% vs 27.51% for FWRG.L. At a 0.30 correlation, their price movements are largely independent.
Performance
CRWD vs. FWRG.L - Performance Comparison
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Returns By Period
In the year-to-date period, CRWD achieves a 45.66% return, which is significantly higher than FWRG.L's 10.64% return.
CRWD
- 1D
- -1.26%
- 1M
- 21.37%
- YTD
- 45.66%
- 6M
- 35.27%
- 1Y
- 41.74%
- 3Y*
- 64.60%
- 5Y*
- 24.18%
- 10Y*
- —
FWRG.L
- 1D
- 1.78%
- 1M
- 1.72%
- YTD
- 10.64%
- 6M
- 11.30%
- 1Y
- 27.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRWD vs. FWRG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CRWD CrowdStrike Holdings, Inc. | 45.66% | 37.00% | 34.01% | 77.74% |
FWRG.L Invesco FTSE All-World UCITS ETF Acc | 10.64% | 13.84% | 20.11% | 8,531.38% |
Correlation
The correlation between CRWD and FWRG.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023 | 0.30 |
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Return for Risk
CRWD vs. FWRG.L — Risk / Return Rank
CRWD
FWRG.L
CRWD vs. FWRG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CrowdStrike Holdings, Inc. (CRWD) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CRWD | FWRG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.49 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 3.84 | -2.71 |
| Martin ratioReturn relative to average drawdown | 2.57 | 15.15 | -12.58 |
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Drawdowns
CRWD vs. FWRG.L - Drawdown Comparison
The maximum CRWD drawdown since its inception was -67.69%, 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 CRWD and FWRG.L.
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Drawdown Indicators
| CRWD | FWRG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.69% | -18.87% | -48.82% |
Max Drawdown (1Y)Largest decline over 1 year | -37.18% | -7.14% | -30.04% |
Max Drawdown (3Y)Largest decline over 3 years | -44.44% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -67.69% | — | — |
Current DrawdownCurrent decline from peak | -12.70% | -1.57% | -11.13% |
Average DrawdownAverage peak-to-trough decline | -23.61% | -2.26% | -21.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.29% | 1.81% | +14.48% |
Volatility
CRWD vs. FWRG.L - Volatility Comparison
CrowdStrike Holdings, Inc. (CRWD) has a higher volatility of 18.47% compared to Invesco FTSE All-World UCITS ETF Acc (FWRG.L) at 3.65%. This indicates that CRWD'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
| CRWD | FWRG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.47% | 3.65% | +14.82% |
Volatility (6M)Calculated over the trailing 6-month period | 37.66% | 8.11% | +29.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.48% | 10.63% | +34.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.78% | 4,484.46% | -4,433.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.07% | 4,484.46% | -4,428.39% |
Dividends
CRWD vs. FWRG.L - Dividend Comparison
Neither CRWD nor FWRG.L has paid dividends to shareholders.
Frequently Asked Questions
CRWD and FWRG.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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