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

Performance

FTWD.L vs. MWOZ.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 Amundi Prime Global UCITS ETF Dist (MWOZ.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025
FTWD.L
Invesco FTSE All-World UCITS ETF Dist
-1.55%18.29%
MWOZ.L
Amundi Prime Global UCITS ETF Dist
-3.76%15.36%
Different Trading Currencies

FTWD.L is traded in USD, while MWOZ.L is traded in GBP. To make them comparable, the MWOZ.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FTWD.L achieves a -1.55% return, which is significantly higher than MWOZ.L's -3.76% return.


FTWD.L

1D
2.80%
1M
-4.14%
YTD
-1.55%
6M
1.94%
1Y
21.89%
3Y*
5Y*
10Y*

MWOZ.L

1D
2.58%
1M
-4.13%
YTD
-3.76%
6M
-0.36%
1Y
19.20%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FTWD.L has a 0.15% expense ratio, which is higher than MWOZ.L's 0.05% 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%.


Return for Risk

FTWD.L vs. MWOZ.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: 7676
Overall Rank
FTWD.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FTWD.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
FTWD.L Omega Ratio Rank: 7474
Omega Ratio Rank
FTWD.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
FTWD.L Martin Ratio Rank: 8080
Martin Ratio Rank

MWOZ.L
MWOZ.L Risk / Return Rank: 6161
Overall Rank
MWOZ.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MWOZ.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
MWOZ.L Omega Ratio Rank: 5757
Omega Ratio Rank
MWOZ.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
MWOZ.L Martin Ratio Rank: 6666
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. MWOZ.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 Amundi Prime Global UCITS ETF Dist (MWOZ.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.LMWOZ.LDifference

Sharpe ratio

Return per unit of total volatility

1.41

1.21

+0.20

Sortino ratio

Return per unit of downside risk

1.95

1.72

+0.23

Omega ratio

Gain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratio

Return relative to maximum drawdown

2.39

1.86

+0.53

Martin ratio

Return relative to average drawdown

9.77

7.48

+2.29

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

The current FTWD.L Sharpe Ratio is 1.41, which is comparable to the MWOZ.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FTWD.L and MWOZ.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.LMWOZ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.21

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.60

+0.66

Correlation

The correlation between FTWD.L and MWOZ.L is 0.91, 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. MWOZ.L - Dividend Comparison

FTWD.L's dividend yield for the trailing twelve months is around 1.39%, while MWOZ.L has not paid dividends to shareholders.


TTM202520242023
FTWD.L
Invesco FTSE All-World UCITS ETF Dist
1.39%1.34%1.53%0.69%
MWOZ.L
Amundi Prime Global UCITS ETF Dist
0.00%0.00%0.00%0.00%

Drawdowns

FTWD.L vs. MWOZ.L - Drawdown Comparison

The maximum FTWD.L drawdown since its inception was -16.68%, smaller than the maximum MWOZ.L drawdown of -17.99%. Use the drawdown chart below to compare losses from any high point for FTWD.L and MWOZ.L.


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Drawdown Indicators


FTWD.LMWOZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.68%

-19.89%

+3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-10.42%

-1.38%

Current Drawdown

Current decline from peak

-5.60%

-4.87%

-0.73%

Average Drawdown

Average peak-to-trough decline

-1.97%

-4.41%

+2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.07%

+0.14%

Volatility

FTWD.L vs. MWOZ.L - Volatility Comparison

Invesco FTSE All-World UCITS ETF Dist (FTWD.L) has a higher volatility of 5.47% compared to Amundi Prime Global UCITS ETF Dist (MWOZ.L) at 4.98%. This indicates that FTWD.L's price experiences larger fluctuations and is considered to be riskier than MWOZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTWD.LMWOZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

4.98%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

9.02%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

15.87%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

15.92%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%

15.92%

-2.42%