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FTWD.DE vs. IS3S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTWD.DE vs. IS3S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTWD.DE achieves a 14.08% return, which is significantly lower than IS3S.DE's 34.60% return.


FTWD.DE

1D
0.52%
1M
0.92%
6M
14.25%
YTD
14.08%
1Y
26.51%
3Y*
17.83%
5Y*
10Y*

IS3S.DE

1D
0.98%
1M
-1.31%
6M
33.80%
YTD
34.60%
1Y
60.20%
3Y*
25.59%
5Y*
17.35%
10Y*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTWD.DE vs. IS3S.DE - Yearly Performance Comparison


2026 (YTD)202520242023
FTWD.DE
Invesco FTSE All-World UCITS ETF USD Distribution
14.08%9.08%24.54%-0.42%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
34.60%25.13%11.36%8.44%

Correlation

The correlation between FTWD.DE and IS3S.DE is 0.79, 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

0.79

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

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2023

0.78

The correlation between FTWD.DE and IS3S.DE has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.

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Return for Risk

FTWD.DE vs. IS3S.DE — Risk / Return Rank

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

FTWD.DE
FTWD.DE Risk / Return Rank: 8686
Overall Rank
FTWD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FTWD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
FTWD.DE Omega Ratio Rank: 8383
Omega Ratio Rank
FTWD.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
FTWD.DE Martin Ratio Rank: 8989
Martin Ratio Rank

IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9797
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.

FTWD.DE vs. IS3S.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 iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.DEIS3S.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-2.23

Omega ratioGain probability vs. loss probability

1.41

1.71

-0.30

Calmar ratioReturn relative to maximum drawdown

4.07

9.83

-5.76

Martin ratioReturn relative to average drawdown

16.12

34.53

-18.41

FTWD.DE vs. IS3S.DE - Sharpe Ratio Comparison

The current FTWD.DE Sharpe Ratio is 2.23, which is lower than the IS3S.DE Sharpe Ratio of 3.99. The chart below compares the historical Sharpe Ratios of FTWD.DE and IS3S.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTWD.DE vs. IS3S.DE - Drawdown Comparison

The maximum FTWD.DE drawdown since its inception was -21.01%, smaller than the maximum IS3S.DE drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for FTWD.DE and IS3S.DE.


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Drawdown Indicators


FTWD.DEIS3S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.01%

-35.19%

+14.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-6.09%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-21.01%

-17.78%

-3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-17.78%

Max Drawdown (10Y)

Largest decline over 10 years

-35.19%

Current Drawdown

Current decline from peak

-0.13%

-2.80%

+2.67%

Average Drawdown

Average peak-to-trough decline

-3.16%

-6.93%

+3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

1.74%

-0.10%

Volatility

FTWD.DE vs. IS3S.DE - Volatility Comparison

The current volatility for Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) is 3.62%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.97%. This indicates that FTWD.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTWD.DEIS3S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

5.97%

-2.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

12.71%

-4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.89%

15.02%

-3.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.70%

14.07%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.70%

16.62%

-2.92%

FTWD.DE vs. IS3S.DE - Expense Ratio Comparison

FTWD.DE has a 0.15% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.


Dividends

FTWD.DE vs. IS3S.DE - Dividend Comparison

FTWD.DE's dividend yield for the trailing twelve months is around 1.23%, while IS3S.DE has not paid dividends to shareholders.


PositionTTM202520242023
FTWD.DE
Invesco FTSE All-World UCITS ETF USD Distribution
1.23%1.36%1.49%0.70%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


FTWD.DE and IS3S.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTWD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTWD.DE is cheaper with a 0.15% expense ratio, compared with 0.30% for IS3S.DE.

FTWD.DE tracks FTSE All-World Index, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.15% for FTWD.DE and 0.30% for IS3S.DE.

Portfolio Optimizer

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