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FTWG.L vs. MINT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FTWG.L vs. MINT.L

Last updated Jul 16, 2026
Documentation

FTWG.L (Invesco FTSE All-World UCITS ETF USD Dist) and MINT.L (PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF) are both Global Equities funds - FTWG.L tracks the FTSE All-World Index while MINT.L tracks the PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF. Both are passively managed. Over the past 3 years, FTWG.L returned 17.94%/yr vs 4.02%/yr for MINT.L. At a 0.13 correlation, their price movements are largely independent.

Performance

FTWG.L vs. MINT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) and PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FTWG.L is traded in GBp, while MINT.L is traded in USD. To make them comparable, the MINT.L 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 10.82% return, which is significantly higher than MINT.L's 1.92% return.

FTWG.L

1D
-0.68%
1M
-1.15%
6M
9.12%
YTD
10.82%
1Y
22.80%
3Y*
17.94%
5Y*
—
10Y*
—

MINT.L

1D
0.00%
1M
-0.55%
6M
1.49%
YTD
1.92%
1Y
3.41%
3Y*
4.02%
5Y*
3.84%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTWG.L vs. MINT.L - Yearly Performance Comparison

2026 (YTD)202520242023
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist		10.82%14.12%19.92%-13.67%
MINT.L
PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF		1.92%-2.80%7.60%3.05%

Correlation

The correlation between FTWG.L and MINT.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

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

0.14

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

0.13

Compare stocks, funds, or ETFs

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Invesco FTSE All-World UCITS ETF USD Dist

PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF

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Return for Risk

FTWG.L vs. MINT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FTWG.L
FTWG.L Risk / Return Rank: 8181
Overall Rank
FTWG.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FTWG.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
FTWG.L Omega Ratio Rank: 8383
Omega Ratio Rank
FTWG.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
FTWG.L Martin Ratio Rank: 8181
Martin Ratio Rank
MINT.L
MINT.L Risk / Return Rank: 9999
Overall Rank
MINT.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MINT.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
MINT.L Omega Ratio Rank: 9999
Omega Ratio Rank
MINT.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
MINT.L Martin Ratio Rank: 9999
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.

FTWG.L vs. MINT.L - 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 PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.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.

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.

FTWG.LMINT.LDifference
Sharpe ratioReturn per unit of total volatility
2.09
0.55

+1.54

Sortino ratioReturn per unit of downside risk
2.92
0.82

+2.10

Omega ratioGain probability vs. loss probability

1.39

1.10

+0.29

Calmar ratioReturn relative to maximum drawdown

3.19

0.72

+2.48

Martin ratioReturn relative to average drawdown

12.44

1.97

+10.47

FTWG.L vs. MINT.L - Sharpe Ratio Comparison

The current FTWG.L Sharpe Ratio is 2.09, which is higher than the MINT.L Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FTWG.L and MINT.L, 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

FTWG.L vs. MINT.L - Drawdown Comparison

The maximum FTWG.L drawdown since its inception was -22.14%, which is greater than MINT.L's maximum drawdown of -15.69%. Use the drawdown chart below to compare losses from any high point for FTWG.L and MINT.L.

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Drawdown Indicators

FTWG.LMINT.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.14%

-15.69%

-6.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

-5.03%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

-9.68%

-8.10%

Max Drawdown (5Y)

Largest decline over 5 years

—

-15.65%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-15.69%

—

Current Drawdown

Current decline from peak

-1.99%

-4.61%

+2.62%

Average Drawdown

Average peak-to-trough decline

-6.53%

-6.12%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.83%

0.00%

Volatility

FTWG.L vs. MINT.L - Volatility Comparison

Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) has a higher volatility of 3.21% compared to PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF (MINT.L) at 1.67%. This indicates that FTWG.L's price experiences larger fluctuations and is considered to be riskier than MINT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FTWG.LMINT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

1.67%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

5.05%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.88%

6.57%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

8.43%

+8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

8.71%

+7.92%

Dividends

FTWG.L vs. MINT.L - Dividend Comparison

FTWG.L's dividend yield for the trailing twelve months is around 1.26%, less than MINT.L's 4.36% yield.

PositionTTM20252024202320222021202020192018201720162015
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist		1.26%1.34%1.50%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MINT.L
PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF		4.36%4.43%5.18%4.81%1.51%0.34%1.17%2.63%2.33%1.56%1.31%0.79%

Frequently Asked Questions

FTWG.L and MINT.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTWG.L tracks FTSE All-World Index, while MINT.L tracks PIMCO ETFs PLC - US Dollar Short Maturity UCITS ETF. They also come from different issuers: Invesco and PIMCO.

Portfolio Optimizer

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