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CUKX.L vs. FWIA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CUKX.L vs. FWIA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares FTSE 100 UCITS ETF (CUKX.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CUKX.L is traded in GBp, while FWIA.DE is traded in EUR. To make them comparable, the FWIA.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CUKX.L achieves a 7.04% return, which is significantly lower than FWIA.DE's 11.66% return.


CUKX.L

1D
1.55%
1M
1.52%
YTD
7.04%
6M
10.02%
1Y
21.65%
3Y*
15.22%
5Y*
11.77%
10Y*
9.82%

FWIA.DE

1D
-0.15%
1M
1.09%
YTD
11.66%
6M
12.65%
1Y
29.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CUKX.L vs. FWIA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
CUKX.L
iShares FTSE 100 UCITS ETF
7.04%25.78%9.30%5.07%
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
11.66%14.69%19.26%8.66%

Correlation

The correlation between CUKX.L and FWIA.DE is 0.52, 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

0.52

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2023

0.55

The correlation between CUKX.L and FWIA.DE has been stable across timeframes, ranging from 0.52 to 0.55 - a consistent structural relationship.

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Return for Risk

CUKX.L vs. FWIA.DE — Risk / Return Rank

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

CUKX.L
CUKX.L Risk / Return Rank: 6464
Overall Rank
CUKX.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 7171
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 5353
Martin Ratio Rank

FWIA.DE
FWIA.DE Risk / Return Rank: 7777
Overall Rank
FWIA.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FWIA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
FWIA.DE Omega Ratio Rank: 7676
Omega Ratio Rank
FWIA.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
FWIA.DE 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.

CUKX.L vs. FWIA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE 100 UCITS ETF (CUKX.L) 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.

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.


CUKX.LFWIA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.36

1.52

-0.16

Calmar ratioReturn relative to maximum drawdown

2.42

4.21

-1.79

Martin ratioReturn relative to average drawdown

7.99

16.70

-8.71

CUKX.L vs. FWIA.DE - Sharpe Ratio Comparison

The current CUKX.L Sharpe Ratio is 1.95, which is comparable to the FWIA.DE Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of CUKX.L and FWIA.DE, 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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Drawdowns

CUKX.L vs. FWIA.DE - Drawdown Comparison

The maximum CUKX.L drawdown since its inception was -34.50%, which is greater than FWIA.DE's maximum drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for CUKX.L and FWIA.DE.


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Drawdown Indicators


CUKX.LFWIA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

-19.06%

-15.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-7.08%

-1.81%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

Max Drawdown (5Y)

Largest decline over 5 years

-12.88%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

Current Drawdown

Current decline from peak

-3.09%

-0.46%

-2.63%

Average Drawdown

Average peak-to-trough decline

-4.32%

-2.00%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

1.79%

+0.91%

Volatility

CUKX.L vs. FWIA.DE - Volatility Comparison

iShares FTSE 100 UCITS ETF (CUKX.L) has a higher volatility of 3.63% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 3.09%. This indicates that CUKX.L'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


CUKX.LFWIA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

3.09%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

7.90%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.06%

10.70%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.73%

12.44%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

12.44%

+2.64%

CUKX.L vs. FWIA.DE - Expense Ratio Comparison

CUKX.L has a 0.07% expense ratio, which is lower than FWIA.DE's 0.15% 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%.


Dividends

CUKX.L vs. FWIA.DE - Dividend Comparison

Neither CUKX.L nor FWIA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CUKX.L and FWIA.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CUKX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CUKX.L is cheaper with a 0.07% expense ratio, compared with 0.15% for FWIA.DE.

CUKX.L tracks FTSE 100 Index, while FWIA.DE tracks FTSE All-World. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for CUKX.L and 0.15% for FWIA.DE.

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