FTWD.DE vs. IS3S.DE
FTWD.DE (Invesco FTSE All-World UCITS ETF USD Distribution) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - FTWD.DE tracks the FTSE All-World Index while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 3 years, FTWD.DE returned 17.83%/yr vs 25.59%/yr for IS3S.DE. A 0.78 correlation means they provide meaningful diversification when combined. FTWD.DE charges 0.15%/yr vs 0.30%/yr for IS3S.DE.
Performance
FTWD.DE vs. IS3S.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 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%
FTWD.DE vs. IS3S.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% | -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
FTWD.DE
IS3S.DE
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.DE | IS3S.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.13% | -2.80% | +2.67% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -6.93% | +3.77% |
Ulcer IndexDepth 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.DE | IS3S.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
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.
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