FASA.L vs. WRDA.L
FASA.L (Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc) and WRDA.L (UBS Core MSCI World UCITS ETF USD Acc) are both Global Equities funds - FASA.L tracks the Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc while WRDA.L tracks the MSCI World Index. Both are passively managed. Over the past year, FASA.L returned 15.40% vs 22.06% for WRDA.L. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
FASA.L vs. WRDA.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 WRDA.L's 10.72% return.
FASA.L
- 1D
- 0.23%
- 1M
- 1.53%
- 6M
- 2.71%
- YTD
- 4.29%
- 1Y
- 15.40%
- 3Y*
- 12.75%
- 5Y*
- —
- 10Y*
- —
WRDA.L
- 1D
- 0.00%
- 1M
- 0.47%
- 6M
- 9.40%
- YTD
- 10.72%
- 1Y
- 22.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FASA.L vs. WRDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FASA.L Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc | 4.29% | 21.28% | 10.32% |
WRDA.L UBS Core MSCI World UCITS ETF USD Acc | 10.72% | 12.77% | 20.02% |
Correlation
The correlation between FASA.L and WRDA.L is 0.50, 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 | 0.50 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2024 | 0.50 |
The correlation between FASA.L and WRDA.L has been stable across timeframes, ranging from 0.50 to 0.50 - a consistent structural relationship.
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Return for Risk
FASA.L vs. WRDA.L — Risk / Return Rank
FASA.L
WRDA.L
FASA.L vs. WRDA.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 UBS Core MSCI World UCITS ETF USD Acc (WRDA.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 | WRDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.81 | +0.62 |
| Martin ratioReturn relative to average drawdown | 4.47 | 1.18 | +3.30 |
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Drawdowns
FASA.L vs. WRDA.L - Drawdown Comparison
The maximum FASA.L drawdown since its inception was -12.64%, smaller than the maximum WRDA.L drawdown of -27.39%. Use the drawdown chart below to compare losses from any high point for FASA.L and WRDA.L.
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Drawdown Indicators
| FASA.L | WRDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.64% | -27.39% | +14.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -27.39% | +16.44% |
Max Drawdown (3Y)Largest decline over 3 years | -12.35% | — | — |
Current DrawdownCurrent decline from peak | -2.45% | -15.98% | +13.53% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -8.18% | +5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 18.75% | -15.25% |
Volatility
FASA.L vs. WRDA.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 UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 2.72%. This indicates that FASA.L's price experiences larger fluctuations and is considered to be riskier than WRDA.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 | WRDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 2.72% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 7.90% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.79% | 43.22% | -31.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.10% | 29.46% | -16.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.10% | 29.46% | -16.36% |
Dividends
FASA.L vs. WRDA.L - Dividend Comparison
Neither FASA.L nor WRDA.L has paid dividends to shareholders.
Frequently Asked Questions
FASA.L and WRDA.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 WRDA.L tracks MSCI World Index. They also come from different issuers: Invesco and UBS.
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