FASA.L vs. SX5S.L
FASA.L (Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc)) and SX5S.L (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds from Invesco - FASA.L tracks the FTSE All-Share ex Investment Trusts ESG Climate Select Index while SX5S.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 3 years, FASA.L returned 12.75%/yr vs 15.49%/yr for SX5S.L. A 0.72 correlation means they provide meaningful diversification when combined. FASA.L charges 0.12%/yr vs 0.05%/yr for SX5S.L.
Performance
FASA.L vs. SX5S.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FASA.L achieves a 4.29% return, which is significantly lower than SX5S.L's 7.67% return.
FASA.L
- 1D
- 0.23%
- 1M
- 1.10%
- 6M
- 2.28%
- YTD
- 4.29%
- 1Y
- 15.33%
- 3Y*
- 12.75%
- 5Y*
- —
- 10Y*
- —
SX5S.L
- 1D
- 0.12%
- 1M
- -1.48%
- 6M
- 3.57%
- YTD
- 7.67%
- 1Y
- 18.24%
- 3Y*
- 15.49%
- 5Y*
- 12.09%
- 10Y*
- 11.04%
FASA.L vs. SX5S.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FASA.L Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc) | 4.29% | 21.28% | 9.36% | 4.57% | -2.43% | 3.75% |
SX5S.L Invesco EURO STOXX 50 UCITS ETF | 7.67% | 27.68% | 6.13% | 19.91% | -3.54% | 0.95% |
Correlation
The correlation between FASA.L and SX5S.L is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2021 | 0.72 |
The correlation between FASA.L and SX5S.L has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FASA.L vs. SX5S.L — Risk / Return Rank
FASA.L
SX5S.L
FASA.L vs. SX5S.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc) (FASA.L) and Invesco EURO STOXX 50 UCITS ETF (SX5S.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 | SX5S.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.59 | -0.16 |
| Martin ratioReturn relative to average drawdown | 4.47 | 5.26 | -0.79 |
Loading charts...
Drawdowns
FASA.L vs. SX5S.L - Drawdown Comparison
The maximum FASA.L drawdown since its inception was -12.64%, smaller than the maximum SX5S.L drawdown of -32.54%. Use the drawdown chart below to compare losses from any high point for FASA.L and SX5S.L.
Loading charts...
Drawdown Indicators
| FASA.L | SX5S.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.64% | -32.54% | +19.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -11.43% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -12.35% | -13.85% | +1.50% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.54% | — |
Current DrawdownCurrent decline from peak | -2.45% | -3.19% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -5.45% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 3.46% | +0.04% |
Volatility
FASA.L vs. SX5S.L - Volatility Comparison
The current volatility for Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc) (FASA.L) is 3.42%, while Invesco EURO STOXX 50 UCITS ETF (SX5S.L) has a volatility of 4.44%. This indicates that FASA.L experiences smaller price fluctuations and is considered to be less risky than SX5S.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FASA.L | SX5S.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 4.44% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 12.88% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.79% | 15.35% | -3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.10% | 17.22% | -4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.10% | 17.81% | -4.71% |
FASA.L vs. SX5S.L - Expense Ratio Comparison
FASA.L has a 0.12% expense ratio, which is higher than SX5S.L's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FASA.L vs. SX5S.L - Dividend Comparison
Neither FASA.L nor SX5S.L has paid dividends to shareholders.
Frequently Asked Questions
FASA.L and SX5S.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SX5S.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SX5S.L is cheaper with a 0.05% expense ratio, compared with 0.12% for FASA.L.
FASA.L tracks FTSE All-Share ex Investment Trusts ESG Climate Select Index, while SX5S.L tracks MSCI EMU NR EUR. Their fees differ too: 0.12% for FASA.L and 0.05% for SX5S.L.
Find the right allocation for FASA.L and SX5S.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer