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FTWD.L vs. QDVW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTWD.L vs. QDVW.DE - 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 iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FTWD.L is traded in USD, while QDVW.DE is traded in EUR. To make them comparable, the QDVW.DE 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 10.97% return, which is significantly lower than QDVW.DE's 14.89% return.


FTWD.L

1D
0.00%
1M
-0.70%
6M
8.83%
YTD
10.97%
1Y
22.92%
3Y*
18.88%
5Y*
10Y*

QDVW.DE

1D
-0.52%
1M
0.53%
6M
13.34%
YTD
14.89%
1Y
28.39%
3Y*
18.19%
5Y*
12.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTWD.L vs. QDVW.DE - Yearly Performance Comparison


2026 (YTD)202520242023
FTWD.L
Invesco FTSE All-World UCITS ETF Dist
10.97%22.55%17.90%10.03%
QDVW.DE
iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist
14.89%24.93%9.87%8.53%

Correlation

The correlation between FTWD.L and QDVW.DE is 0.76, 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

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2023

0.78

The correlation between FTWD.L and QDVW.DE has been stable across timeframes, ranging from 0.76 to 0.78 - a consistent structural relationship.

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Return for Risk

FTWD.L vs. QDVW.DE — 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: 7272
Overall Rank
FTWD.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FTWD.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
FTWD.L Omega Ratio Rank: 7272
Omega Ratio Rank
FTWD.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
FTWD.L Martin Ratio Rank: 7474
Martin Ratio Rank

QDVW.DE
QDVW.DE Risk / Return Rank: 9494
Overall Rank
QDVW.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
QDVW.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
QDVW.DE Omega Ratio Rank: 9494
Omega Ratio Rank
QDVW.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
QDVW.DE Martin Ratio Rank: 9494
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. QDVW.DE - 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 MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.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.LQDVW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.33

1.44

-0.11

Calmar ratioReturn relative to maximum drawdown

2.63

3.64

-1.01

Martin ratioReturn relative to average drawdown

10.37

13.22

-2.85

FTWD.L vs. QDVW.DE - Sharpe Ratio Comparison

The current FTWD.L Sharpe Ratio is 1.77, which is comparable to the QDVW.DE Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of FTWD.L and QDVW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTWD.L vs. QDVW.DE - Drawdown Comparison

The maximum FTWD.L drawdown since its inception was -16.68%, smaller than the maximum QDVW.DE drawdown of -33.32%. Use the drawdown chart below to compare losses from any high point for FTWD.L and QDVW.DE.


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Drawdown Indicators


FTWD.LQDVW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.68%

-33.32%

+16.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.72%

-7.78%

-0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-16.68%

-15.48%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.32%

Current Drawdown

Current decline from peak

-1.33%

-0.52%

-0.81%

Average Drawdown

Average peak-to-trough decline

-1.91%

-5.21%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.14%

+0.07%

Volatility

FTWD.L vs. QDVW.DE - Volatility Comparison

Invesco FTSE All-World UCITS ETF Dist (FTWD.L) has a higher volatility of 3.35% compared to iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE) at 2.65%. This indicates that FTWD.L's price experiences larger fluctuations and is considered to be riskier than QDVW.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.LQDVW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

2.65%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.49%

9.29%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.94%

11.59%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.61%

13.76%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.61%

15.33%

-1.72%

FTWD.L vs. QDVW.DE - Expense Ratio Comparison

FTWD.L has a 0.15% expense ratio, which is lower than QDVW.DE's 0.38% expense ratio.


Dividends

FTWD.L vs. QDVW.DE - Dividend Comparison

FTWD.L's dividend yield for the trailing twelve months is around 1.26%, less than QDVW.DE's 2.10% yield.


PositionTTM202520242023202220212020201920182017
FTWD.L
Invesco FTSE All-World UCITS ETF Dist
1.26%1.34%1.53%0.69%0.00%0.00%0.00%0.00%0.00%0.00%
QDVW.DE
iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist
2.10%2.37%2.52%2.85%3.04%2.63%3.05%3.03%3.26%0.79%

Frequently Asked Questions


FTWD.L and QDVW.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTWD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTWD.L is cheaper with a 0.15% expense ratio, compared with 0.38% for QDVW.DE.

FTWD.L is categorized as Global Equities, while QDVW.DE is Global Equity Income. FTWD.L tracks FTSE All-World Index, while QDVW.DE tracks MSCI World High Dividend Yield Advanced Select Index USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.15% for FTWD.L and 0.38% for QDVW.DE.

Portfolio Optimizer

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