FTWD.DE vs. XG12.DE
FTWD.DE (Invesco FTSE All-World UCITS ETF USD Distribution) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - FTWD.DE tracks the FTSE All-World Index while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, FTWD.DE returned 17.83%/yr vs 10.96%/yr for XG12.DE. A 0.75 correlation means they provide meaningful diversification when combined. FTWD.DE charges 0.15%/yr vs 0.35%/yr for XG12.DE.
Performance
FTWD.DE vs. XG12.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 XG12.DE's 35.42% return.
FTWD.DE
- 1D
- 0.52%
- 1M
- 0.92%
- 6M
- 14.25%
- YTD
- 14.08%
- 1Y
- 26.51%
- 3Y*
- 17.83%
- 5Y*
- —
- 10Y*
- —
XG12.DE
- 1D
- 0.00%
- 1M
- -3.60%
- 6M
- 33.95%
- YTD
- 35.42%
- 1Y
- 45.69%
- 3Y*
- 10.96%
- 5Y*
- —
- 10Y*
- —
FTWD.DE vs. XG12.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% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 35.42% | 8.69% | -4.44% | 2.19% |
Correlation
The correlation between FTWD.DE and XG12.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 | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023 | 0.75 |
The correlation between FTWD.DE and XG12.DE has been stable across timeframes, ranging from 0.75 to 0.79 - a consistent structural relationship.
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Return for Risk
FTWD.DE vs. XG12.DE — Risk / Return Rank
FTWD.DE
XG12.DE
FTWD.DE vs. XG12.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 Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.07 | 2.38 | +1.68 |
| Martin ratioReturn relative to average drawdown | 16.12 | 5.06 | +11.06 |
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Drawdowns
FTWD.DE vs. XG12.DE - Drawdown Comparison
The maximum FTWD.DE drawdown since its inception was -21.01%, smaller than the maximum XG12.DE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for FTWD.DE and XG12.DE.
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Drawdown Indicators
| FTWD.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.01% | -32.01% | +11.00% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -19.16% | +12.67% |
Max Drawdown (3Y)Largest decline over 3 years | -21.01% | -24.98% | +3.97% |
Current DrawdownCurrent decline from peak | -0.13% | -4.84% | +4.71% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -14.74% | +11.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 9.03% | -7.39% |
Volatility
FTWD.DE vs. XG12.DE - Volatility Comparison
The current volatility for Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) is 3.62%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.78%. This indicates that FTWD.DE experiences smaller price fluctuations and is considered to be less risky than XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 6.78% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 14.09% | -5.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 27.89% | -16.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.70% | 21.10% | -7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.70% | 21.10% | -7.40% |
FTWD.DE vs. XG12.DE - Expense Ratio Comparison
FTWD.DE has a 0.15% expense ratio, which is lower than XG12.DE's 0.35% expense ratio.
Dividends
FTWD.DE vs. XG12.DE - Dividend Comparison
FTWD.DE's dividend yield for the trailing twelve months is around 1.23%, while XG12.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% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FTWD.DE and XG12.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 0.35% for XG12.DE.
FTWD.DE tracks FTSE All-World Index, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.15% for FTWD.DE and 0.35% for XG12.DE.
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