FASA.L vs. IGDA.L
FASA.L (Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc) and IGDA.L (Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc) 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 IGDA.L tracks the Dow Jones Islamic Market Developed Markets Index. Both are passively managed. Over the past 3 years, FASA.L returned 12.75%/yr vs 16.95%/yr for IGDA.L. At a 0.47 correlation, their price movements are largely independent.
Performance
FASA.L vs. IGDA.L - Performance Comparison
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Different Trading Currencies
FASA.L is traded in GBp, while IGDA.L is traded in USD. To make them comparable, the IGDA.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, FASA.L achieves a 4.29% return, which is significantly lower than IGDA.L's 11.80% return.
FASA.L
- 1D
- 0.23%
- 1M
- 1.53%
- 6M
- 2.71%
- YTD
- 4.29%
- 1Y
- 15.40%
- 3Y*
- 12.75%
- 5Y*
- —
- 10Y*
- —
IGDA.L
- 1D
- -1.26%
- 1M
- -2.65%
- 6M
- 10.16%
- YTD
- 11.80%
- 1Y
- 24.60%
- 3Y*
- 16.95%
- 5Y*
- —
- 10Y*
- —
FASA.L vs. IGDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FASA.L Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc | 4.29% | 21.28% | 9.36% | 4.57% | -2.87% |
IGDA.L Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc | 11.80% | 10.30% | 20.00% | 23.22% | -11.19% |
Correlation
The correlation between FASA.L and IGDA.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2022 | 0.47 |
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Return for Risk
FASA.L vs. IGDA.L — Risk / Return Rank
FASA.L
IGDA.L
FASA.L vs. IGDA.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 Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.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 | IGDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.40 | -1.98 |
| Martin ratioReturn relative to average drawdown | 4.47 | 11.11 | -6.63 |
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Drawdowns
FASA.L vs. IGDA.L - Drawdown Comparison
The maximum FASA.L drawdown since its inception was -12.64%, smaller than the maximum IGDA.L drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for FASA.L and IGDA.L.
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Drawdown Indicators
| FASA.L | IGDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.64% | -22.43% | +9.79% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -7.19% | -3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -12.35% | -22.43% | +10.08% |
Current DrawdownCurrent decline from peak | -2.45% | -3.99% | +1.54% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -4.18% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.21% | +1.29% |
Volatility
FASA.L vs. IGDA.L - Volatility Comparison
The current volatility for Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc (FASA.L) is 3.42%, while Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) has a volatility of 4.39%. This indicates that FASA.L experiences smaller price fluctuations and is considered to be less risky than IGDA.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 | IGDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 4.39% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 11.43% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.79% | 14.50% | -2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.10% | 16.59% | -3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.10% | 16.59% | -3.49% |
Dividends
FASA.L vs. IGDA.L - Dividend Comparison
Neither FASA.L nor IGDA.L has paid dividends to shareholders.
Frequently Asked Questions
FASA.L and IGDA.L have a correlation of 0.38, 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 IGDA.L tracks Dow Jones Islamic Market Developed Markets Index.
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