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

Performance

FTWG.L vs. MWOZ.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 Amundi Prime Global UCITS ETF Dist (MWOZ.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 MWOZ.L is traded in GBP. To make them comparable, the MWOZ.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 11.87% return, which is significantly higher than MWOZ.L's 10.17% return.


FTWG.L

1D
-0.03%
1M
5.38%
YTD
11.87%
6M
12.43%
1Y
30.16%
3Y*
5Y*
10Y*

MWOZ.L

1D
0.05%
1M
5.09%
YTD
10.17%
6M
10.38%
1Y
27.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between FTWG.L and MWOZ.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2025

0.96

The correlation between FTWG.L and MWOZ.L has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

FTWG.L vs. MWOZ.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: 8686
Overall Rank
FTWG.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FTWG.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
FTWG.L Omega Ratio Rank: 8989
Omega Ratio Rank
FTWG.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
FTWG.L Martin Ratio Rank: 8484
Martin Ratio Rank

MWOZ.L
MWOZ.L Risk / Return Rank: 8383
Overall Rank
MWOZ.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MWOZ.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
MWOZ.L Omega Ratio Rank: 8585
Omega Ratio Rank
MWOZ.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
MWOZ.L Martin Ratio Rank: 8484
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. MWOZ.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 Amundi Prime Global UCITS ETF Dist (MWOZ.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.


FTWG.LMWOZ.LDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.56

1.51

+0.05

Calmar ratioReturn relative to maximum drawdown

4.23

4.16

+0.07

Martin ratioReturn relative to average drawdown

17.22

16.80

+0.42

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

The current FTWG.L Sharpe Ratio is 2.92, which is comparable to the MWOZ.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of FTWG.L and MWOZ.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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Sharpe Ratios by Period


FTWG.LMWOZ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.92

2.68

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

1.55

1.04

+0.51

Drawdowns

FTWG.L vs. MWOZ.L - Drawdown Comparison

The maximum FTWG.L drawdown since its inception was -17.78%, roughly equal to the maximum MWOZ.L drawdown of -18.50%. Use the drawdown chart below to compare losses from any high point for FTWG.L and MWOZ.L.


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Drawdown Indicators


FTWG.LMWOZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.78%

-18.50%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

-6.63%

-0.48%

Current Drawdown

Current decline from peak

-0.42%

-0.15%

-0.27%

Average Drawdown

Average peak-to-trough decline

-1.99%

-3.16%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.64%

+0.11%

Volatility

FTWG.L vs. MWOZ.L - Volatility Comparison

Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) has a higher volatility of 3.04% compared to Amundi Prime Global UCITS ETF Dist (MWOZ.L) at 2.54%. This indicates that FTWG.L's price experiences larger fluctuations and is considered to be riskier than MWOZ.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.LMWOZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

2.54%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

7.27%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

10.28%

10.29%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.89%

13.91%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.89%

13.91%

-2.02%

FTWG.L vs. MWOZ.L - Expense Ratio Comparison

FTWG.L has a 0.15% expense ratio, which is higher than MWOZ.L's 0.05% 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%.


Dividends

FTWG.L vs. MWOZ.L - Dividend Comparison

FTWG.L's dividend yield for the trailing twelve months is around 1.22%, more than MWOZ.L's 1.20% yield.


PositionTTM202520242023
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
1.22%1.34%1.50%0.70%
MWOZ.L
Amundi Prime Global UCITS ETF Dist
1.20%1.60%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, FTWG.L and MWOZ.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, MWOZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWOZ.L is cheaper with a 0.05% expense ratio, compared with 0.15% for FTWG.L.

FTWG.L tracks FTSE All-World Index, while MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.15% for FTWG.L and 0.05% for MWOZ.L.

Portfolio Optimizer

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