FTWG.L vs. FWIA.DE
Compare and contrast key facts about Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE).
FTWG.L and FWIA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTWG.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. FWIA.DE is a passively managed fund by Invesco that tracks the performance of the FTSE All-World. It was launched on Jun 26, 2023. Both FTWG.L and FWIA.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
FTWG.L vs. FWIA.DE - Performance Comparison
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FTWG.L vs. FWIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FTWG.L Invesco FTSE All-World UCITS ETF USD Dist | -0.52% | 14.12% | 19.92% | 7.22% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | -0.20% | 14.69% | 19.26% | 8.42% |
Different Trading Currencies
FTWG.L is traded in GBp, while FWIA.DE is traded in EUR. To make them comparable, the FWIA.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, FTWG.L achieves a -0.52% return, which is significantly lower than FWIA.DE's -0.20% return.
FTWG.L
- 1D
- 1.96%
- 1M
- -3.71%
- YTD
- -0.52%
- 6M
- 3.24%
- 1Y
- 18.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FWIA.DE
- 1D
- 2.31%
- 1M
- -3.16%
- YTD
- -0.20%
- 6M
- 3.60%
- 1Y
- 18.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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FTWG.L vs. FWIA.DE - Expense Ratio Comparison
Both FTWG.L and FWIA.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
FTWG.L vs. FWIA.DE — Risk / Return Rank
FTWG.L
FWIA.DE
FTWG.L vs. FWIA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.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.
| FTWG.L | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.23 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.74 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.53 | +0.06 |
Martin ratioReturn relative to average drawdown | 9.87 | 10.10 | -0.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTWG.L | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.23 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 1.21 | +0.01 |
Correlation
The correlation between FTWG.L and FWIA.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
FTWG.L vs. FWIA.DE - Dividend Comparison
FTWG.L's dividend yield for the trailing twelve months is around 1.37%, while FWIA.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FTWG.L Invesco FTSE All-World UCITS ETF USD Dist | 1.37% | 1.34% | 1.50% | 0.70% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTWG.L vs. FWIA.DE - Drawdown Comparison
The maximum FTWG.L drawdown since its inception was -17.78%, smaller than the maximum FWIA.DE drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for FTWG.L and FWIA.DE.
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Drawdown Indicators
| FTWG.L | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.78% | -20.96% | +3.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.16% | -13.06% | +2.90% |
Current DrawdownCurrent decline from peak | -4.05% | -4.01% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -2.06% | -2.55% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.93% | -0.06% |
Volatility
FTWG.L vs. FWIA.DE - Volatility Comparison
Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) have volatilities of 4.42% and 4.59%, 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.
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Volatility by Period
| FTWG.L | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.59% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 8.57% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 15.22% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.95% | 12.53% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.95% | 12.53% | -0.58% |