PortfoliosLab logoPortfoliosLab logo
FSWD.L vs. VRPS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSWD.L vs. VRPS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) and Invesco Variable Rate Preferred Shares UCITS ETF USD (Dist) (VRPS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

FSWD.L is traded in GBp, while VRPS.L is traded in USD. To make them comparable, the VRPS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FSWD.L achieves a 12.10% return, which is significantly higher than VRPS.L's 2.32% return.


FSWD.L

1D
-0.82%
1M
-0.61%
6M
10.73%
YTD
12.10%
1Y
24.41%
3Y*
18.45%
5Y*
11.68%
10Y*
11.49%

VRPS.L

1D
0.09%
1M
-1.08%
6M
0.95%
YTD
2.32%
1Y
5.05%
3Y*
7.33%
5Y*
3.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSWD.L vs. VRPS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
12.10%17.16%18.87%9.04%-5.40%22.11%6.89%17.63%-13.23%
VRPS.L
Invesco Variable Rate Preferred Shares UCITS ETF USD (Dist)
2.32%-1.25%12.75%3.81%1.00%4.61%1.13%13.26%-4.61%

Correlation

The correlation between FSWD.L and VRPS.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2018

0.37

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

FSWD.L vs. VRPS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSWD.L
FSWD.L Risk / Return Rank: 8989
Overall Rank
FSWD.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSWD.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FSWD.L Omega Ratio Rank: 8686
Omega Ratio Rank
FSWD.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
FSWD.L Martin Ratio Rank: 9191
Martin Ratio Rank

VRPS.L
VRPS.L Risk / Return Rank: 6363
Overall Rank
VRPS.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VRPS.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
VRPS.L Omega Ratio Rank: 6969
Omega Ratio Rank
VRPS.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
VRPS.L Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSWD.L vs. VRPS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) and Invesco Variable Rate Preferred Shares UCITS ETF USD (Dist) (VRPS.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.


FSWD.LVRPS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+2.10

Omega ratioGain probability vs. loss probability

1.40

1.13

+0.26

Calmar ratioReturn relative to maximum drawdown

4.12

1.06

+3.06

Martin ratioReturn relative to average drawdown

15.80

2.89

+12.90

FSWD.L vs. VRPS.L - Sharpe Ratio Comparison

The current FSWD.L Sharpe Ratio is 2.24, which is higher than the VRPS.L Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FSWD.L and VRPS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FSWD.L vs. VRPS.L - Drawdown Comparison

The maximum FSWD.L drawdown since its inception was -37.43%, which is greater than VRPS.L's maximum drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for FSWD.L and VRPS.L.


Loading charts...

Drawdown Indicators


FSWD.LVRPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.43%

-27.14%

-10.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.90%

-4.75%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-19.93%

-9.37%

-10.56%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

-15.84%

-4.09%

Max Drawdown (10Y)

Largest decline over 10 years

-26.27%

Current Drawdown

Current decline from peak

-1.42%

-2.17%

+0.75%

Average Drawdown

Average peak-to-trough decline

-7.38%

-4.63%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

1.74%

-0.20%

Volatility

FSWD.L vs. VRPS.L - Volatility Comparison

iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) has a higher volatility of 2.86% compared to Invesco Variable Rate Preferred Shares UCITS ETF USD (Dist) (VRPS.L) at 1.77%. This indicates that FSWD.L's price experiences larger fluctuations and is considered to be riskier than VRPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FSWD.LVRPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

1.77%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

5.23%

+3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

6.86%

+4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.86%

8.74%

+10.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

12.29%

+5.11%

FSWD.L vs. VRPS.L - Expense Ratio Comparison

FSWD.L has a 0.30% expense ratio, which is lower than VRPS.L's 0.50% expense ratio.


Dividends

FSWD.L vs. VRPS.L - Dividend Comparison

FSWD.L has not paid dividends to shareholders, while VRPS.L's dividend yield for the trailing twelve months is around 5.14%.


PositionTTM20252024202320222021202020192018
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRPS.L
Invesco Variable Rate Preferred Shares UCITS ETF USD (Dist)
5.14%4.99%4.98%4.97%4.60%3.72%3.97%4.33%0.70%

Frequently Asked Questions


FSWD.L and VRPS.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FSWD.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FSWD.L is cheaper with a 0.30% expense ratio, compared with 0.50% for VRPS.L.

FSWD.L is categorized as Global Equities, while VRPS.L is Preferred Stock/Convertible Bonds. FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index, while VRPS.L tracks ICE Diversified Variable Rate Preferred & Hybrid Securities Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.30% for FSWD.L and 0.50% for VRPS.L.

Portfolio Optimizer

Find the right allocation for FSWD.L and VRPS.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