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FTWD.L vs. IGDA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTWD.L vs. IGDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco FTSE All-World UCITS ETF Dist (FTWD.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L). The values are adjusted to include any dividend payments, if applicable.

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FTWD.L vs. IGDA.L - Yearly Performance Comparison


2026 (YTD)202520242023
FTWD.L
Invesco FTSE All-World UCITS ETF Dist
-4.23%22.55%17.90%8.37%
IGDA.L
Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc
-5.89%18.74%17.94%8.63%

Returns By Period

In the year-to-date period, FTWD.L achieves a -4.23% return, which is significantly higher than IGDA.L's -5.89% return.


FTWD.L

1D
0.52%
1M
-7.68%
YTD
-4.23%
6M
-0.03%
1Y
20.06%
3Y*
5Y*
10Y*

IGDA.L

1D
0.81%
1M
-8.14%
YTD
-5.89%
6M
-0.88%
1Y
20.85%
3Y*
15.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTWD.L vs. IGDA.L - Expense Ratio Comparison

FTWD.L has a 0.15% expense ratio, which is lower than IGDA.L's 0.40% expense ratio.


Return for Risk

FTWD.L vs. IGDA.L — Risk / Return Rank

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

FTWD.L
FTWD.L Risk / Return Rank: 6969
Overall Rank
FTWD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTWD.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
FTWD.L Omega Ratio Rank: 7272
Omega Ratio Rank
FTWD.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
FTWD.L Martin Ratio Rank: 7171
Martin Ratio Rank

IGDA.L
IGDA.L Risk / Return Rank: 7171
Overall Rank
IGDA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IGDA.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IGDA.L Omega Ratio Rank: 6868
Omega Ratio Rank
IGDA.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IGDA.L Martin Ratio Rank: 7474
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.L vs. IGDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF Dist (FTWD.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L). 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.


FTWD.LIGDA.LDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.23

+0.08

Sortino ratio

Return per unit of downside risk

1.81

1.75

+0.06

Omega ratio

Gain probability vs. loss probability

1.27

1.24

+0.03

Calmar ratio

Return relative to maximum drawdown

1.57

1.62

-0.05

Martin ratio

Return relative to average drawdown

7.48

7.29

+0.19

FTWD.L vs. IGDA.L - Sharpe Ratio Comparison

The current FTWD.L Sharpe Ratio is 1.30, which is comparable to the IGDA.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FTWD.L and IGDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTWD.LIGDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.23

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

0.57

+0.61

Correlation

The correlation between FTWD.L and IGDA.L is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FTWD.L vs. IGDA.L - Dividend Comparison

FTWD.L's dividend yield for the trailing twelve months is around 1.43%, while IGDA.L has not paid dividends to shareholders.


Drawdowns

FTWD.L vs. IGDA.L - Drawdown Comparison

The maximum FTWD.L drawdown since its inception was -16.68%, smaller than the maximum IGDA.L drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for FTWD.L and IGDA.L.


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Drawdown Indicators


FTWD.LIGDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.68%

-24.18%

+7.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-11.73%

-0.07%

Current Drawdown

Current decline from peak

-8.17%

-8.98%

+0.81%

Average Drawdown

Average peak-to-trough decline

-1.97%

-5.37%

+3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.61%

-0.13%

Volatility

FTWD.L vs. IGDA.L - Volatility Comparison

Invesco FTSE All-World UCITS ETF Dist (FTWD.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) have volatilities of 5.05% and 5.17%, 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.LIGDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

5.17%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.73%

9.69%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

15.35%

17.00%

-1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

18.64%

-5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.41%

18.64%

-5.23%