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FTWG.L vs. VWRP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTWG.L and VWRP.L is 0.97, 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.


-0.50.00.51.01.0

Performance

FTWG.L vs. VWRP.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 Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
6.88%
7.49%
FTWG.L
VWRP.L

Key characteristics

Sharpe Ratio

FTWG.L:

1.58

VWRP.L:

1.77

Sortino Ratio

FTWG.L:

2.23

VWRP.L:

2.50

Omega Ratio

FTWG.L:

1.30

VWRP.L:

1.33

Calmar Ratio

FTWG.L:

2.58

VWRP.L:

2.92

Martin Ratio

FTWG.L:

11.01

VWRP.L:

12.64

Ulcer Index

FTWG.L:

1.46%

VWRP.L:

1.40%

Daily Std Dev

FTWG.L:

10.24%

VWRP.L:

10.08%

Max Drawdown

FTWG.L:

-6.24%

VWRP.L:

-25.10%

Current Drawdown

FTWG.L:

-1.16%

VWRP.L:

-1.05%

Returns By Period

The year-to-date returns for both stocks are quite close, with FTWG.L having a 3.53% return and VWRP.L slightly lower at 3.44%.


FTWG.L

YTD

3.53%

1M

-0.23%

6M

10.43%

1Y

17.79%

5Y*

N/A

10Y*

N/A

VWRP.L

YTD

3.44%

1M

-0.33%

6M

11.06%

1Y

19.37%

5Y*

11.26%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


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

FTWG.L has a 0.15% expense ratio, which is lower than VWRP.L'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%.


VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating
Expense ratio chart for VWRP.L: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for FTWG.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

FTWG.L vs. VWRP.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTWG.L
The Risk-Adjusted Performance Rank of FTWG.L is 7070
Overall Rank
The Sharpe Ratio Rank of FTWG.L is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FTWG.L is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FTWG.L is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FTWG.L is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FTWG.L is 7979
Martin Ratio Rank

VWRP.L
The Risk-Adjusted Performance Rank of VWRP.L is 7878
Overall Rank
The Sharpe Ratio Rank of VWRP.L is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VWRP.L is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VWRP.L is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VWRP.L is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VWRP.L is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTWG.L vs. VWRP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.


Sharpe ratio
The chart of Sharpe ratio for FTWG.L, currently valued at 1.46, compared to the broader market0.002.004.001.461.61
The chart of Sortino ratio for FTWG.L, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.0012.002.042.28
The chart of Omega ratio for FTWG.L, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.29
The chart of Calmar ratio for FTWG.L, currently valued at 2.11, compared to the broader market0.005.0010.0015.002.112.38
The chart of Martin ratio for FTWG.L, currently valued at 7.95, compared to the broader market0.0020.0040.0060.0080.00100.007.959.20
FTWG.L
VWRP.L

The current FTWG.L Sharpe Ratio is 1.58, which is comparable to the VWRP.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of FTWG.L and VWRP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.46
1.61
FTWG.L
VWRP.L

Dividends

FTWG.L vs. VWRP.L - Dividend Comparison

FTWG.L's dividend yield for the trailing twelve months is around 1.45%, while VWRP.L has not paid dividends to shareholders.


TTM20242023
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
1.45%1.50%0.70%
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating
0.00%0.00%0.00%

Drawdowns

FTWG.L vs. VWRP.L - Drawdown Comparison

The maximum FTWG.L drawdown since its inception was -6.24%, smaller than the maximum VWRP.L drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for FTWG.L and VWRP.L. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.47%
-0.40%
FTWG.L
VWRP.L

Volatility

FTWG.L vs. VWRP.L - Volatility Comparison

Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) have volatilities of 2.95% and 2.82%, 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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
2.95%
2.82%
FTWG.L
VWRP.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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