FTWD.L vs. MVOL.L
Compare and contrast key facts about Invesco FTSE All-World UCITS ETF Dist (FTWD.L) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L).
FTWD.L and MVOL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTWD.L is a passively managed fund by Invesco that tracks the performance of the FTSE All-World Index. It was launched on Feb 20, 2024. MVOL.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 30, 2012. Both FTWD.L and MVOL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FTWD.L vs. MVOL.L - Performance Comparison
Loading graphics...
FTWD.L vs. MVOL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FTWD.L Invesco FTSE All-World UCITS ETF Dist | -4.23% | 22.55% | 17.90% | 8.37% |
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | -0.64% | 11.02% | 11.08% | 4.67% |
Returns By Period
In the year-to-date period, FTWD.L achieves a -4.23% return, which is significantly lower than MVOL.L's -0.64% return.
FTWD.L
- 1D
- 0.52%
- 1M
- -7.68%
- YTD
- -4.23%
- 6M
- -0.03%
- 1Y
- 20.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MVOL.L
- 1D
- 0.04%
- 1M
- -5.10%
- YTD
- -0.64%
- 6M
- -0.22%
- 1Y
- 2.57%
- 3Y*
- 8.93%
- 5Y*
- 5.94%
- 10Y*
- 7.20%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTWD.L vs. MVOL.L - Expense Ratio Comparison
FTWD.L has a 0.15% expense ratio, which is lower than MVOL.L's 0.35% expense ratio.
Return for Risk
FTWD.L vs. MVOL.L — Risk / Return Rank
FTWD.L
MVOL.L
FTWD.L vs. MVOL.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 iShares Edge MSCI World Minimum Volatility UCITS (MVOL.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.L | MVOL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 0.24 | +1.07 |
Sortino ratioReturn per unit of downside risk | 1.81 | 0.38 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.06 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 0.25 | +1.33 |
Martin ratioReturn relative to average drawdown | 7.48 | 1.02 | +6.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTWD.L | MVOL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.24 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.56 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 0.73 | +0.45 |
Correlation
The correlation between FTWD.L and MVOL.L is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FTWD.L vs. MVOL.L - Dividend Comparison
FTWD.L's dividend yield for the trailing twelve months is around 1.43%, while MVOL.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FTWD.L Invesco FTSE All-World UCITS ETF Dist | 1.43% | 1.34% | 1.53% | 0.69% |
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTWD.L vs. MVOL.L - Drawdown Comparison
The maximum FTWD.L drawdown since its inception was -16.68%, smaller than the maximum MVOL.L drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for FTWD.L and MVOL.L.
Loading graphics...
Drawdown Indicators
| FTWD.L | MVOL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.68% | -28.82% | +12.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.80% | -8.14% | -3.66% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.82% | — |
Current DrawdownCurrent decline from peak | -8.17% | -5.10% | -3.07% |
Average DrawdownAverage peak-to-trough decline | -1.97% | -3.33% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 1.96% | +0.52% |
Volatility
FTWD.L vs. MVOL.L - Volatility Comparison
Invesco FTSE All-World UCITS ETF Dist (FTWD.L) has a higher volatility of 5.05% compared to iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) at 3.09%. This indicates that FTWD.L's price experiences larger fluctuations and is considered to be riskier than MVOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTWD.L | MVOL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 3.09% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 8.73% | 5.41% | +3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.35% | 10.86% | +4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 10.66% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.41% | 11.65% | +1.76% |