PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FTWD.L vs. VGWL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FTWD.L vs. VGWL.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco FTSE All-World UCITS ETF Dist (FTWD.L) and Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE).

FTWD.L and VGWL.DE 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. VGWL.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World. It was launched on May 22, 2012. Both FTWD.L and VGWL.DE 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. VGWL.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 Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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

2026 (YTD)202520242023
FTWD.L
Invesco FTSE All-World UCITS ETF Dist		-1.55%22.55%17.90%8.37%
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing		-1.69%23.25%17.29%8.62%
Different Trading Currencies

FTWD.L is traded in USD, while VGWL.DE is traded in EUR. To make them comparable, the VGWL.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 -1.55% return, which is significantly higher than VGWL.DE's -1.69% return.

FTWD.L

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

VGWL.DE

1D
2.49%
1M
-4.22%
YTD
-1.69%
6M
1.83%
1Y
22.04%
3Y*
17.56%
5Y*
9.66%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco FTSE All-World UCITS ETF Dist

Vanguard FTSE All-World UCITS ETF Distributing

Often compared with FTWD.L:
FTWD.L vs. FWRG.LFTWD.L vs. VTIFTWD.L vs. TDIV.ASFTWD.L vs. HMWD.LFTWD.L vs. HMWO.LFTWD.L vs. IWVL.LFTWD.L vs. EQQU.L
Often compared with VGWL.DE:
VGWL.DE vs. VWRL.ASVGWL.DE vs. VOOVGWL.DE vs. VWRL.LVGWL.DE vs. VTVGWL.DE vs. JEPIVGWL.DE vs. V3AL.DEVGWL.DE vs. V3AM.L

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

FTWD.L has a 0.15% expense ratio, which is lower than VGWL.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing
FTWD.L
Invesco FTSE All-World UCITS ETF Dist

Return for Risk

FTWD.L vs. VGWL.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: 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
VGWL.DE
VGWL.DE Risk / Return Rank: 5151
Overall Rank
VGWL.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VGWL.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
VGWL.DE Omega Ratio Rank: 4747
Omega Ratio Rank
VGWL.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
VGWL.DE Martin Ratio Rank: 6767
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. VGWL.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 Vanguard FTSE All-World UCITS ETF Distributing (VGWL.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.

FTWD.LVGWL.DEDifference

Sharpe ratio

Return per unit of total volatility

1.41

1.33

+0.07

Sortino ratio

Return per unit of downside risk

1.95

1.88

+0.07

Omega ratio

Gain probability vs. loss probability

1.29

1.28

+0.01

Calmar ratio

Return relative to maximum drawdown

2.39

2.21

+0.18

Martin ratio

Return relative to average drawdown

9.77

9.75

+0.03

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current FTWD.L Sharpe Ratio is 1.41, which is comparable to the VGWL.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FTWD.L and VGWL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

FTWD.LVGWL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.33

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.62

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.63

+0.62

Correlation

The correlation between FTWD.L and VGWL.DE is 0.90, 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. VGWL.DE - Dividend Comparison

FTWD.L's dividend yield for the trailing twelve months is around 1.39%, which matches VGWL.DE's 1.40% yield.

TTM202520242023202220212020201920182017
FTWD.L
Invesco FTSE All-World UCITS ETF Dist		1.39%1.34%1.53%0.69%0.00%0.00%0.00%0.00%0.00%0.00%
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing		1.40%1.42%1.48%1.73%2.09%1.43%1.56%1.87%2.26%0.37%

Drawdowns

FTWD.L vs. VGWL.DE - Drawdown Comparison

The maximum FTWD.L drawdown since its inception was -16.68%, smaller than the maximum VGWL.DE drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for FTWD.L and VGWL.DE.

Loading graphics...

Drawdown Indicators

FTWD.LVGWL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.68%

-33.40%

+16.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-13.15%

+1.35%

Max Drawdown (5Y)

Largest decline over 5 years

—

-21.04%

—

Current Drawdown

Current decline from peak

-5.60%

-4.01%

-1.59%

Average Drawdown

Average peak-to-trough decline

-1.97%

-4.42%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.95%

+0.26%

Volatility

FTWD.L vs. VGWL.DE - Volatility Comparison

Invesco FTSE All-World UCITS ETF Dist (FTWD.L) and Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) have volatilities of 5.47% and 5.24%, 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.

Loading graphics...

Volatility by Period

FTWD.LVGWL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

5.24%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

9.08%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

16.46%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

15.30%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.50%

16.56%

-3.06%