FASA.L vs. XDEV.L
FASA.L (Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc) and XDEV.L (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - FASA.L tracks the Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc while XDEV.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 3 years, FASA.L returned 12.75%/yr vs 25.49%/yr for XDEV.L. A 0.66 correlation means they provide meaningful diversification when combined.
Performance
FASA.L vs. XDEV.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 XDEV.L's 29.58% return.
FASA.L
- 1D
- 0.23%
- 1M
- 1.53%
- 6M
- 2.71%
- YTD
- 4.29%
- 1Y
- 15.40%
- 3Y*
- 12.75%
- 5Y*
- —
- 10Y*
- —
XDEV.L
- 1D
- -2.22%
- 1M
- -4.46%
- 6M
- 25.56%
- YTD
- 29.58%
- 1Y
- 56.03%
- 3Y*
- 25.49%
- 5Y*
- 17.13%
- 10Y*
- 11.93%
FASA.L vs. XDEV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FASA.L Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc | 4.29% | 21.28% | 9.36% | 4.57% | -2.43% | 3.75% |
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C | 29.58% | 30.51% | 6.79% | 13.25% | 1.01% | 5.41% |
Correlation
The correlation between FASA.L and XDEV.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2021 | 0.66 |
The correlation between FASA.L and XDEV.L shifts across timeframes, from 0.49 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FASA.L vs. XDEV.L — Risk / Return Rank
FASA.L
XDEV.L
FASA.L vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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 | XDEV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -3.07 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.68 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 8.06 | -6.63 |
| Martin ratioReturn relative to average drawdown | 4.47 | 26.50 | -22.03 |
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Drawdowns
FASA.L vs. XDEV.L - Drawdown Comparison
The maximum FASA.L drawdown since its inception was -12.64%, smaller than the maximum XDEV.L drawdown of -45.89%. Use the drawdown chart below to compare losses from any high point for FASA.L and XDEV.L.
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Drawdown Indicators
| FASA.L | XDEV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.64% | -45.89% | +33.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -6.92% | -4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -12.35% | -19.90% | +7.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.20% | — |
Current DrawdownCurrent decline from peak | -2.45% | -5.91% | +3.46% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -15.27% | +12.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 2.11% | +1.39% |
Volatility
FASA.L vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 6.07%. This indicates that FASA.L experiences smaller price fluctuations and is considered to be less risky than XDEV.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 | XDEV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 6.07% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 13.08% | -3.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.79% | 15.01% | -3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.10% | 19.12% | -6.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.10% | 21.02% | -7.92% |
Dividends
FASA.L vs. XDEV.L - Dividend Comparison
Neither FASA.L nor XDEV.L has paid dividends to shareholders.
Frequently Asked Questions
FASA.L and XDEV.L have a correlation of 0.49, 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 XDEV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: Invesco and DWS.
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