FTWD.DE vs. FWIA.DE
FTWD.DE (Invesco FTSE All-World UCITS ETF USD Distribution) and FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) are both Global Equities funds from Invesco tracking the FTSE All-World Index. Both are passively managed. Over the past 3 years, FTWD.DE returned 17.83%/yr vs 17.66%/yr for FWIA.DE. With a 0.96 correlation, they move nearly in lockstep. Both charge a 0.15% expense ratio.
Performance
FTWD.DE vs. FWIA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTWD.DE achieves a 14.08% return, which is significantly higher than FWIA.DE's 13.31% return.
FTWD.DE
- 1D
- 0.52%
- 1M
- 0.92%
- 6M
- 14.25%
- YTD
- 14.08%
- 1Y
- 26.51%
- 3Y*
- 17.83%
- 5Y*
- —
- 10Y*
- —
FWIA.DE
- 1D
- 0.00%
- 1M
- 0.41%
- 6M
- 13.60%
- YTD
- 13.31%
- 1Y
- 25.60%
- 3Y*
- 17.66%
- 5Y*
- —
- 10Y*
- —
FTWD.DE vs. FWIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FTWD.DE Invesco FTSE All-World UCITS ETF USD Distribution | 14.08% | 9.08% | 24.54% | -1.35% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 13.31% | 9.02% | 24.70% | 7.98% |
Correlation
The correlation between FTWD.DE and FWIA.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023 | 0.96 |
The correlation between FTWD.DE and FWIA.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
FTWD.DE vs. FWIA.DE — Risk / Return Rank
FTWD.DE
FWIA.DE
FTWD.DE vs. FWIA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE). 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.
| FTWD.DE | FWIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.07 | 3.96 | +0.10 |
| Martin ratioReturn relative to average drawdown | 16.12 | 15.76 | +0.36 |
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Drawdowns
FTWD.DE vs. FWIA.DE - Drawdown Comparison
The maximum FTWD.DE drawdown since its inception was -21.01%, roughly equal to the maximum FWIA.DE drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for FTWD.DE and FWIA.DE.
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Drawdown Indicators
| FTWD.DE | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.01% | -20.96% | -0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -6.49% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -21.01% | -20.96% | -0.05% |
Current DrawdownCurrent decline from peak | -0.13% | -0.72% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -2.40% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 1.63% | +0.01% |
Volatility
FTWD.DE vs. FWIA.DE - Volatility Comparison
Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) have volatilities of 3.62% and 3.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTWD.DE | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 3.57% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 8.64% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 11.71% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.70% | 13.18% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.70% | 13.18% | +0.52% |
FTWD.DE vs. FWIA.DE - Expense Ratio Comparison
Both FTWD.DE and FWIA.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
FTWD.DE vs. FWIA.DE - Dividend Comparison
FTWD.DE's dividend yield for the trailing twelve months is around 1.23%, while FWIA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FTWD.DE Invesco FTSE All-World UCITS ETF USD Distribution | 1.23% | 1.36% | 1.49% | 0.70% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, FTWD.DE and FWIA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FTWD.DE and FWIA.DE have the same expense ratio: 0.15% per year.
Both ETFs track FTSE All-World Index.
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