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

Performance

FTWD.DE vs. UETW.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 UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.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 12.47% return, which is significantly higher than UETW.DE's 11.82% return.


FTWD.DE

1D
-1.16%
1M
-0.65%
6M
8.99%
YTD
12.47%
1Y
22.96%
3Y*
17.67%
5Y*
10Y*

UETW.DE

1D
-1.09%
1M
0.52%
6M
8.75%
YTD
11.82%
1Y
21.95%
3Y*
17.67%
5Y*
12.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
FTWD.DE
Invesco FTSE All-World UCITS ETF USD Distribution
12.47%9.08%24.54%-0.42%
UETW.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Acc
11.82%8.05%26.48%8.21%

Correlation

The correlation between FTWD.DE and UETW.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

0.97

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

0.96

The correlation between FTWD.DE and UETW.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. UETW.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: 8383
Overall Rank
FTWD.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FTWD.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
FTWD.DE Omega Ratio Rank: 8080
Omega Ratio Rank
FTWD.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
FTWD.DE Martin Ratio Rank: 8888
Martin Ratio Rank

UETW.DE
UETW.DE Risk / Return Rank: 8080
Overall Rank
UETW.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UETW.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
UETW.DE Omega Ratio Rank: 7979
Omega Ratio Rank
UETW.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
UETW.DE Martin Ratio Rank: 8383
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. UETW.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 UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.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.DEUETW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.52

3.28

+0.24

Martin ratioReturn relative to average drawdown

13.91

12.82

+1.09

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

The current FTWD.DE Sharpe Ratio is 1.95, which is comparable to the UETW.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of FTWD.DE and UETW.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. UETW.DE - Drawdown Comparison

The maximum FTWD.DE drawdown since its inception was -21.01%, smaller than the maximum UETW.DE drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for FTWD.DE and UETW.DE.


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Drawdown Indicators


FTWD.DEUETW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.01%

-33.74%

+12.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-6.67%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-21.01%

-21.32%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.32%

Current Drawdown

Current decline from peak

-1.79%

-1.17%

-0.62%

Average Drawdown

Average peak-to-trough decline

-3.13%

-4.97%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.71%

-0.06%

Volatility

FTWD.DE vs. UETW.DE - Volatility Comparison

Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) has a higher volatility of 3.08% compared to UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) at 2.64%. This indicates that FTWD.DE's price experiences larger fluctuations and is considered to be riskier than UETW.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.DEUETW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

2.64%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.61%

7.83%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.88%

11.17%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.67%

14.06%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.67%

16.55%

-2.88%

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

FTWD.DE has a 0.15% expense ratio, which is higher than UETW.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FTWD.DE vs. UETW.DE - Dividend Comparison

FTWD.DE's dividend yield for the trailing twelve months is around 1.25%, while UETW.DE has not paid dividends to shareholders.


PositionTTM202520242023
FTWD.DE
Invesco FTSE All-World UCITS ETF USD Distribution
1.25%1.36%1.49%0.70%
UETW.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Acc
0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, FTWD.DE and UETW.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.

On fees, UETW.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UETW.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for FTWD.DE.

FTWD.DE tracks FTSE All-World Index, while UETW.DE tracks MSCI World. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.15% for FTWD.DE and 0.10% for UETW.DE.

Portfolio Optimizer

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