FASA.L vs. FTWG.L
FASA.L (Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc) and FTWG.L (Invesco FTSE All-World UCITS ETF USD Dist) are both Global Equities funds from Invesco - FASA.L tracks the Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc while FTWG.L tracks the FTSE All-World Index. Both are passively managed. Over the past 3 years, FASA.L returned 12.75%/yr vs 17.94%/yr for FTWG.L. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
FASA.L vs. FTWG.L - Performance Comparison
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Returns By Period
In the year-to-date period, FASA.L achieves a 4.29% return, which is significantly lower than FTWG.L's 10.82% return.
FASA.L
- 1D
- 0.23%
- 1M
- 1.53%
- 6M
- 2.71%
- YTD
- 4.29%
- 1Y
- 15.40%
- 3Y*
- 12.75%
- 5Y*
- —
- 10Y*
- —
FTWG.L
- 1D
- -0.68%
- 1M
- -1.15%
- 6M
- 9.12%
- YTD
- 10.82%
- 1Y
- 22.80%
- 3Y*
- 17.94%
- 5Y*
- —
- 10Y*
- —
FASA.L vs. FTWG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FASA.L Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc | 4.29% | 21.28% | 9.36% | 3.57% |
FTWG.L Invesco FTSE All-World UCITS ETF USD Dist | 10.82% | 14.12% | 19.92% | -13.67% |
Correlation
The correlation between FASA.L and FTWG.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023 | 0.52 |
The correlation between FASA.L and FTWG.L has been stable across timeframes, ranging from 0.50 to 0.52 - a consistent structural relationship.
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Return for Risk
FASA.L vs. FTWG.L — Risk / Return Rank
FASA.L
FTWG.L
FASA.L vs. FTWG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc (FASA.L) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.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.
| FASA.L | FTWG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.19 | -1.77 |
| Martin ratioReturn relative to average drawdown | 4.47 | 12.44 | -7.97 |
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Drawdowns
FASA.L vs. FTWG.L - Drawdown Comparison
The maximum FASA.L drawdown since its inception was -12.64%, smaller than the maximum FTWG.L drawdown of -22.14%. Use the drawdown chart below to compare losses from any high point for FASA.L and FTWG.L.
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Drawdown Indicators
| FASA.L | FTWG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.64% | -22.14% | +9.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -7.11% | -3.84% |
Max Drawdown (3Y)Largest decline over 3 years | -12.35% | -17.78% | +5.43% |
Current DrawdownCurrent decline from peak | -2.45% | -1.99% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -6.53% | +3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 1.83% | +1.67% |
Volatility
FASA.L vs. FTWG.L - Volatility Comparison
Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc (FASA.L) has a higher volatility of 3.42% compared to Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) at 3.21%. This indicates that FASA.L's price experiences larger fluctuations and is considered to be riskier than FTWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FASA.L | FTWG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 3.21% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 8.46% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.79% | 10.88% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.10% | 16.63% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.10% | 16.63% | -3.53% |
Dividends
FASA.L vs. FTWG.L - Dividend Comparison
FASA.L has not paid dividends to shareholders, while FTWG.L's dividend yield for the trailing twelve months is around 1.26%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FASA.L Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% |
FTWG.L Invesco FTSE All-World UCITS ETF USD Dist | 1.26% | 1.34% | 1.50% | 0.70% |
Frequently Asked Questions
FASA.L and FTWG.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FASA.L tracks Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc, while FTWG.L tracks FTSE All-World Index.
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