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ESES.L vs. FWRA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESES.L vs. FWRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco MSCI Emerging Markets Universal Screened UCITS ETF (ESES.L) and Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESES.L is traded in GBp, while FWRA.L is traded in USD. To make them comparable, the FWRA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESES.L achieves a 22.99% return, which is significantly higher than FWRA.L's 10.60% return.


ESES.L

1D
-0.75%
1M
-5.75%
6M
17.36%
YTD
22.99%
1Y
39.41%
3Y*
18.98%
5Y*
7.51%
10Y*

FWRA.L

1D
-0.93%
1M
-1.51%
6M
8.83%
YTD
10.60%
1Y
22.24%
3Y*
17.79%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESES.L vs. FWRA.L - Yearly Performance Comparison


2026 (YTD)202520242023
ESES.L
Invesco MSCI Emerging Markets Universal Screened UCITS ETF
22.99%24.05%7.54%4.70%
FWRA.L
Invesco FTSE All-World UCITS ETF USD Accumulation
10.60%13.69%20.10%9.85%

Correlation

The correlation between ESES.L and FWRA.L is 0.69, 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

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2023

0.63

The correlation between ESES.L and FWRA.L has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

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Return for Risk

ESES.L vs. FWRA.L — Risk / Return Rank

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

ESES.L
ESES.L Risk / Return Rank: 8080
Overall Rank
ESES.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ESES.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ESES.L Omega Ratio Rank: 8181
Omega Ratio Rank
ESES.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
ESES.L Martin Ratio Rank: 7777
Martin Ratio Rank

FWRA.L
FWRA.L Risk / Return Rank: 7272
Overall Rank
FWRA.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FWRA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
FWRA.L Omega Ratio Rank: 7272
Omega Ratio Rank
FWRA.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
FWRA.L Martin Ratio Rank: 7373
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.

ESES.L vs. FWRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Emerging Markets Universal Screened UCITS ETF (ESES.L) and Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.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.


ESES.LFWRA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.38

1.34

+0.04

Calmar ratioReturn relative to maximum drawdown

3.64

3.20

+0.43

Martin ratioReturn relative to average drawdown

11.46

11.68

-0.22

ESES.L vs. FWRA.L - Sharpe Ratio Comparison

The current ESES.L Sharpe Ratio is 2.06, which is comparable to the FWRA.L Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of ESES.L and FWRA.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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Drawdowns

ESES.L vs. FWRA.L - Drawdown Comparison

The maximum ESES.L drawdown since its inception was -23.59%, which is greater than FWRA.L's maximum drawdown of -17.88%. Use the drawdown chart below to compare losses from any high point for ESES.L and FWRA.L.


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Drawdown Indicators


ESES.LFWRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.59%

-17.88%

-5.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-6.94%

-3.85%

Max Drawdown (3Y)

Largest decline over 3 years

-23.59%

-17.88%

-5.71%

Max Drawdown (5Y)

Largest decline over 5 years

-23.59%

Current Drawdown

Current decline from peak

-7.86%

-2.57%

-5.29%

Average Drawdown

Average peak-to-trough decline

-10.52%

-2.04%

-8.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

1.90%

+1.53%

Volatility

ESES.L vs. FWRA.L - Volatility Comparison

Invesco MSCI Emerging Markets Universal Screened UCITS ETF (ESES.L) has a higher volatility of 7.50% compared to Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) at 3.33%. This indicates that ESES.L's price experiences larger fluctuations and is considered to be riskier than FWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESES.LFWRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

3.33%

+4.17%

Volatility (6M)

Calculated over the trailing 6-month period

17.04%

10.05%

+6.99%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

12.38%

+6.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.66%

13.05%

+8.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3,197.93%

13.05%

+3,184.88%

Dividends

ESES.L vs. FWRA.L - Dividend Comparison

Neither ESES.L nor FWRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESES.L and FWRA.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESES.L is categorized as Emerging Markets Equities, while FWRA.L is Global Equities. ESES.L tracks Invesco MSCI Emerging Markets Universal Screened UCITS ETF, while FWRA.L tracks FTSE All-World Index.

Portfolio Optimizer

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