ESGP.DE vs. FWEA.DE
ESGP.DE (HANetf AuAg ESG Gold Mining UCITS ETF) and FWEA.DE (Invesco FTSE All-World UCITS ETF) are both exchange-traded funds - ESGP.DE is a Asia Pacific Equities fund tracking the MSCI Pacific Ex Japan NR USD, while FWEA.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past year, ESGP.DE returned 11.61% vs 26.40% for FWEA.DE. A 0.71 correlation means they provide meaningful diversification when combined. ESGP.DE charges 0.60%/yr vs 0.20%/yr for FWEA.DE.
Performance
ESGP.DE vs. FWEA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESGP.DE achieves a 6.87% return, which is significantly lower than FWEA.DE's 10.64% return.
ESGP.DE
- 1D
- -0.72%
- 1M
- -0.42%
- YTD
- 6.87%
- 6M
- 8.16%
- 1Y
- 11.61%
- 3Y*
- 9.26%
- 5Y*
- —
- 10Y*
- —
FWEA.DE
- 1D
- -0.24%
- 1M
- 4.41%
- YTD
- 10.64%
- 6M
- 11.85%
- 1Y
- 26.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGP.DE vs. FWEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ESGP.DE HANetf AuAg ESG Gold Mining UCITS ETF | 6.87% | 5.79% | 12.94% | 4.89% |
FWEA.DE Invesco FTSE All-World UCITS ETF | 10.64% | 17.53% | 19.21% | 8.62% |
Correlation
The correlation between ESGP.DE and FWEA.DE is 0.70, 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 | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2023 | 0.71 |
The correlation between ESGP.DE and FWEA.DE has been stable across timeframes, ranging from 0.70 to 0.71 - a consistent structural relationship.
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Return for Risk
ESGP.DE vs. FWEA.DE — Risk / Return Rank
ESGP.DE
FWEA.DE
ESGP.DE vs. FWEA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.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.
| ESGP.DE | FWEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.43 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.18 | -1.34 |
| Martin ratioReturn relative to average drawdown | 5.36 | 13.52 | -8.16 |
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
| ESGP.DE | FWEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 2.30 | -1.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.51 | -1.13 |
Drawdowns
ESGP.DE vs. FWEA.DE - Drawdown Comparison
The maximum ESGP.DE drawdown since its inception was -20.50%, which is greater than FWEA.DE's maximum drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for ESGP.DE and FWEA.DE.
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Drawdown Indicators
| ESGP.DE | FWEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.50% | -17.48% | -3.02% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -8.28% | +1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -20.50% | — | — |
Current DrawdownCurrent decline from peak | -2.57% | -0.81% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -1.86% | -3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.95% | +0.21% |
Volatility
ESGP.DE vs. FWEA.DE - Volatility Comparison
HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) and Invesco FTSE All-World UCITS ETF (FWEA.DE) have volatilities of 3.24% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGP.DE | FWEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 3.36% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | 8.93% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.29% | 11.45% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 12.72% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.54% | 12.72% | +1.82% |
ESGP.DE vs. FWEA.DE - Expense Ratio Comparison
ESGP.DE has a 0.60% expense ratio, which is higher than FWEA.DE's 0.20% expense ratio.
Dividends
ESGP.DE vs. FWEA.DE - Dividend Comparison
Neither ESGP.DE nor FWEA.DE has paid dividends to shareholders.
Frequently Asked Questions
ESGP.DE and FWEA.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FWEA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWEA.DE is cheaper with a 0.20% expense ratio, compared with 0.60% for ESGP.DE.
ESGP.DE is categorized as Asia Pacific Equities, while FWEA.DE is Global Equities. ESGP.DE tracks MSCI Pacific Ex Japan NR USD, while FWEA.DE tracks FTSE All-World Index. Their fees differ too: 0.60% for ESGP.DE and 0.20% for FWEA.DE.
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