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

Performance

FTWD.L vs. MWRD.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 Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
FTWD.L
Invesco FTSE All-World UCITS ETF Dist
-1.55%22.55%17.90%8.37%
MWRD.L
Amundi Index MSCI World
0.00%0.00%-1.64%8.95%
Different Trading Currencies

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

Returns By Period


FTWD.L

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

MWRD.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FTWD.L has a 0.15% expense ratio, which is higher than MWRD.L's 0.08% 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. MWRD.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

MWRD.L
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. MWRD.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 Index MSCI World (MWRD.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.LMWRD.LDifference

Sharpe ratio

Return per unit of total volatility

1.41

Sortino ratio

Return per unit of downside risk

1.95

Omega ratio

Gain probability vs. loss probability

1.29

Calmar ratio

Return relative to maximum drawdown

2.39

Martin ratio

Return relative to average drawdown

9.77

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


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Sharpe Ratios by Period


FTWD.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

Correlation

The correlation between FTWD.L and MWRD.L is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FTWD.L vs. MWRD.L - Dividend Comparison

FTWD.L's dividend yield for the trailing twelve months is around 1.39%, while MWRD.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%
MWRD.L
Amundi Index MSCI World
0.00%0.00%0.00%0.00%

Drawdowns

FTWD.L vs. MWRD.L - Drawdown Comparison


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Drawdown Indicators


FTWD.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

Current Drawdown

Current decline from peak

-5.60%

Average Drawdown

Average peak-to-trough decline

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

Volatility

FTWD.L vs. MWRD.L - Volatility Comparison


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Volatility by Period


FTWD.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%