ESGG.L vs. FWRG.L
Compare and contrast key facts about Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) and Invesco FTSE All-World UCITS ETF Acc (FWRG.L).
ESGG.L and FWRG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGG.L is a passively managed fund by Invesco that tracks the performance of the MSCI ACWI NR USD. It was launched on Jun 13, 2019. FWRG.L is a passively managed fund by Invesco that tracks the performance of the FTSE All-World Index. It was launched on Feb 20, 2024. Both ESGG.L and FWRG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESGG.L vs. FWRG.L - Performance Comparison
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ESGG.L vs. FWRG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ESGG.L Invesco MSCI World ESG Universal Screened UCITS ETF Acc | -1.50% | 12.19% | 20.44% | 8.91% |
FWRG.L Invesco FTSE All-World UCITS ETF Acc | 1.24% | 5.73% | 22.20% | 7.05% |
Different Trading Currencies
ESGG.L is traded in GBp, while FWRG.L is traded in USD. To make them comparable, the FWRG.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESGG.L achieves a -1.50% return, which is significantly lower than FWRG.L's 1.24% return.
ESGG.L
- 1D
- 2.04%
- 1M
- -3.53%
- YTD
- -1.50%
- 6M
- 2.33%
- 1Y
- 16.03%
- 3Y*
- 14.56%
- 5Y*
- 10.88%
- 10Y*
- —
FWRG.L
- 1D
- 0.00%
- 1M
- -1.08%
- YTD
- 1.24%
- 6M
- 4.11%
- 1Y
- 16.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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ESGG.L vs. FWRG.L - Expense Ratio Comparison
ESGG.L has a 0.19% expense ratio, which is higher than FWRG.L's 0.15% expense ratio. However, 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
ESGG.L vs. FWRG.L — Risk / Return Rank
ESGG.L
FWRG.L
ESGG.L vs. FWRG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.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.
| ESGG.L | FWRG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.01 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.43 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 3.32 | -1.04 |
Martin ratioReturn relative to average drawdown | 8.41 | 8.29 | +0.12 |
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
| ESGG.L | FWRG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.01 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.86 | +0.09 |
Correlation
The correlation between ESGG.L and FWRG.L is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ESGG.L vs. FWRG.L - Dividend Comparison
Neither ESGG.L nor FWRG.L has paid dividends to shareholders.
Drawdowns
ESGG.L vs. FWRG.L - Drawdown Comparison
The maximum ESGG.L drawdown since its inception was -23.30%, roughly equal to the maximum FWRG.L drawdown of -22.64%. Use the drawdown chart below to compare losses from any high point for ESGG.L and FWRG.L.
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Drawdown Indicators
| ESGG.L | FWRG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.30% | -18.88% | -4.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.28% | -7.14% | -3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -18.64% | — | — |
Current DrawdownCurrent decline from peak | -3.97% | -4.25% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -2.37% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.78% | +0.14% |
Volatility
ESGG.L vs. FWRG.L - Volatility Comparison
The current volatility for Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) is 4.58%, while Invesco FTSE All-World UCITS ETF Acc (FWRG.L) has a volatility of 5.23%. This indicates that ESGG.L experiences smaller price fluctuations and is considered to be less risky 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
| ESGG.L | FWRG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 5.23% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.46% | 10.11% | -1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 15.92% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 14.91% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.04% | 14.91% | +5.13% |