F50A.DE vs. FWEA.DE
F50A.DE (Amundi Prime Global UCITS ETF Accumulating) and FWEA.DE (Invesco FTSE All-World UCITS ETF) are both Global Equities funds - F50A.DE tracks the Solactive GBS Developed Markets Large & Mid Cap Index while FWEA.DE tracks the FTSE All-World Index. Both are passively managed. Over the past year, F50A.DE returned 23.82% vs 25.98% for FWEA.DE. Their correlation of 0.83 suggests significant overlap in exposure. F50A.DE charges 0.05%/yr vs 0.20%/yr for FWEA.DE.
Performance
F50A.DE vs. FWEA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with F50A.DE having a 10.81% return and FWEA.DE slightly lower at 10.64%.
F50A.DE
- 1D
- -0.04%
- 1M
- 3.68%
- YTD
- 10.81%
- 6M
- 10.16%
- 1Y
- 23.82%
- 3Y*
- 17.70%
- 5Y*
- 12.94%
- 10Y*
- —
FWEA.DE
- 1D
- -0.24%
- 1M
- 2.84%
- YTD
- 10.64%
- 6M
- 11.58%
- 1Y
- 25.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
F50A.DE vs. FWEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
F50A.DE Amundi Prime Global UCITS ETF Accumulating | 10.81% | 8.58% | 25.85% | 8.80% |
FWEA.DE Invesco FTSE All-World UCITS ETF | 10.64% | 17.53% | 19.21% | 8.62% |
Correlation
The correlation between F50A.DE and FWEA.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2023 | 0.83 |
The correlation between F50A.DE and FWEA.DE has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.
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Return for Risk
F50A.DE vs. FWEA.DE — Risk / Return Rank
F50A.DE
FWEA.DE
F50A.DE vs. FWEA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF Accumulating (F50A.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.
| F50A.DE | FWEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.43 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 3.18 | +0.49 |
| Martin ratioReturn relative to average drawdown | 14.61 | 13.52 | +1.09 |
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
| F50A.DE | FWEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.30 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 1.51 | -0.80 |
Drawdowns
F50A.DE vs. FWEA.DE - Drawdown Comparison
The maximum F50A.DE drawdown since its inception was -32.88%, 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 F50A.DE and FWEA.DE.
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Drawdown Indicators
| F50A.DE | FWEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.88% | -17.48% | -15.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.62% | -8.28% | +1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -21.49% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.49% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.81% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -1.86% | -2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 1.95% | -0.29% |
Volatility
F50A.DE vs. FWEA.DE - Volatility Comparison
The current volatility for Amundi Prime Global UCITS ETF Accumulating (F50A.DE) is 2.63%, while Invesco FTSE All-World UCITS ETF (FWEA.DE) has a volatility of 3.36%. This indicates that F50A.DE experiences smaller price fluctuations and is considered to be less risky than FWEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| F50A.DE | FWEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 3.36% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | 8.93% | -0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 11.45% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 12.72% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.70% | 12.72% | +4.98% |
F50A.DE vs. FWEA.DE - Expense Ratio Comparison
F50A.DE has a 0.05% expense ratio, which is lower than FWEA.DE's 0.20% 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
F50A.DE vs. FWEA.DE - Dividend Comparison
Neither F50A.DE nor FWEA.DE has paid dividends to shareholders.
Frequently Asked Questions
F50A.DE and FWEA.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for FWEA.DE.
F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index, while FWEA.DE tracks FTSE All-World Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.05% for F50A.DE and 0.20% for FWEA.DE.
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