ESGP.DE vs. FWIA.DE
ESGP.DE (HANetf AuAg ESG Gold Mining UCITS ETF) and FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) are both exchange-traded funds - ESGP.DE is a Asia Pacific Equities fund tracking the MSCI Pacific Ex Japan NR USD, while FWIA.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. Over the past year, ESGP.DE returned 11.61% vs 26.57% for FWIA.DE. A 0.70 correlation means they provide meaningful diversification when combined. ESGP.DE charges 0.60%/yr vs 0.15%/yr for FWIA.DE.
Performance
ESGP.DE vs. FWIA.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 FWIA.DE's 12.60% return.
ESGP.DE
- 1D
- -0.72%
- 1M
- -0.42%
- YTD
- 6.87%
- 6M
- 8.16%
- 1Y
- 11.61%
- 3Y*
- 9.26%
- 5Y*
- —
- 10Y*
- —
FWIA.DE
- 1D
- -0.22%
- 1M
- 4.98%
- YTD
- 12.60%
- 6M
- 13.33%
- 1Y
- 26.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGP.DE vs. FWIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ESGP.DE HANetf AuAg ESG Gold Mining UCITS ETF | 6.87% | 5.79% | 12.94% | 3.74% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.60% | 9.02% | 24.70% | 7.73% |
Correlation
The correlation between ESGP.DE and FWIA.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 30, 2023 | 0.70 |
The correlation between ESGP.DE and FWIA.DE has been stable across timeframes, ranging from 0.70 to 0.70 - a consistent structural relationship.
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Return for Risk
ESGP.DE vs. FWIA.DE — Risk / Return Rank
ESGP.DE
FWIA.DE
ESGP.DE vs. FWIA.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 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.
| ESGP.DE | FWIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.44 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 4.08 | -2.25 |
| Martin ratioReturn relative to average drawdown | 5.36 | 16.52 | -11.16 |
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 | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 2.36 | -1.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.40 | -1.02 |
Drawdowns
ESGP.DE vs. FWIA.DE - Drawdown Comparison
The maximum ESGP.DE drawdown since its inception was -20.50%, roughly equal to the maximum FWIA.DE drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for ESGP.DE and FWIA.DE.
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Drawdown Indicators
| ESGP.DE | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.50% | -20.96% | +0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -6.49% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -20.50% | — | — |
Current DrawdownCurrent decline from peak | -2.57% | -0.62% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -2.44% | -2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.60% | +0.56% |
Volatility
ESGP.DE vs. FWIA.DE - Volatility Comparison
HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) has a higher volatility of 3.24% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 2.96%. This indicates that ESGP.DE'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
| ESGP.DE | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 2.96% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | 8.09% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.29% | 11.22% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 13.18% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.54% | 13.18% | +1.36% |
ESGP.DE vs. FWIA.DE - Expense Ratio Comparison
ESGP.DE has a 0.60% expense ratio, which is higher than FWIA.DE's 0.15% expense ratio.
Dividends
ESGP.DE vs. FWIA.DE - Dividend Comparison
Neither ESGP.DE nor FWIA.DE has paid dividends to shareholders.
Frequently Asked Questions
ESGP.DE and FWIA.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, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.60% for ESGP.DE.
ESGP.DE is categorized as Asia Pacific Equities, while FWIA.DE is Global Equities. ESGP.DE tracks MSCI Pacific Ex Japan NR USD, while FWIA.DE tracks FTSE All-World. Their fees differ too: 0.60% for ESGP.DE and 0.15% for FWIA.DE.
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