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FWEA.DE vs. IGLT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FWEA.DE vs. IGLT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco FTSE All-World UCITS ETF EUR PfHdg Acc (FWEA.DE) and iShares Core UK Gilts UCITS ETF (IGLT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FWEA.DE is traded in EUR, while IGLT.L is traded in GBP. To make them comparable, the IGLT.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FWEA.DE achieves a 10.78% return, which is significantly higher than IGLT.L's 0.53% return.


FWEA.DE

1D
0.00%
1M
2.74%
YTD
10.78%
6M
11.89%
1Y
26.93%
3Y*
5Y*
10Y*

IGLT.L

1D
-0.48%
1M
3.40%
YTD
0.53%
6M
0.93%
1Y
0.93%
3Y*
2.31%
5Y*
-4.48%
10Y*
-2.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FWEA.DE vs. IGLT.L - Yearly Performance Comparison


2026 (YTD)202520242023
FWEA.DE
Invesco FTSE All-World UCITS ETF EUR PfHdg Acc
10.78%17.53%19.21%8.62%
IGLT.L
iShares Core UK Gilts UCITS ETF
0.53%-0.76%1.32%6.10%

Correlation

The correlation between FWEA.DE and IGLT.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.27

The correlation between FWEA.DE and IGLT.L shifts across timeframes, from 0.27 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FWEA.DE vs. IGLT.L — Risk / Return Rank

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

FWEA.DE
FWEA.DE Risk / Return Rank: 7777
Overall Rank
FWEA.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FWEA.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
FWEA.DE Omega Ratio Rank: 7979
Omega Ratio Rank
FWEA.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
FWEA.DE Martin Ratio Rank: 7676
Martin Ratio Rank

IGLT.L
IGLT.L Risk / Return Rank: 1313
Overall Rank
IGLT.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IGLT.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
IGLT.L Omega Ratio Rank: 1212
Omega Ratio Rank
IGLT.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
IGLT.L Martin Ratio Rank: 1414
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.

FWEA.DE vs. IGLT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF EUR PfHdg Acc (FWEA.DE) and iShares Core UK Gilts UCITS ETF (IGLT.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.


FWEA.DEIGLT.LDifference
Sharpe ratioReturn per unit of total volatility

+2.26

Sortino ratioReturn per unit of downside risk

+3.31

Omega ratioGain probability vs. loss probability

1.44

1.02

+0.42

Calmar ratioReturn relative to maximum drawdown

3.35

0.16

+3.20

Martin ratioReturn relative to average drawdown

13.89

0.34

+13.55

FWEA.DE vs. IGLT.L - Sharpe Ratio Comparison

The current FWEA.DE Sharpe Ratio is 2.35, which is higher than the IGLT.L Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of FWEA.DE and IGLT.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

FWEA.DE vs. IGLT.L - Drawdown Comparison

The maximum FWEA.DE drawdown since its inception was -17.48%, smaller than the maximum IGLT.L drawdown of -37.12%. Use the drawdown chart below to compare losses from any high point for FWEA.DE and IGLT.L.


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Drawdown Indicators


FWEA.DEIGLT.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.48%

-37.12%

+19.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.28%

-4.89%

-3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-7.65%

Max Drawdown (5Y)

Largest decline over 5 years

-36.74%

Max Drawdown (10Y)

Largest decline over 10 years

-37.12%

Current Drawdown

Current decline from peak

-0.69%

-24.98%

+24.29%

Average Drawdown

Average peak-to-trough decline

-1.86%

-11.38%

+9.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.21%

-0.21%

Volatility

FWEA.DE vs. IGLT.L - Volatility Comparison

The current volatility for Invesco FTSE All-World UCITS ETF EUR PfHdg Acc (FWEA.DE) is 3.66%, while iShares Core UK Gilts UCITS ETF (IGLT.L) has a volatility of 3.98%. This indicates that FWEA.DE experiences smaller price fluctuations and is considered to be less risky than IGLT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWEA.DEIGLT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

3.98%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

6.68%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.87%

8.32%

+3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.77%

11.91%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.77%

11.23%

+1.54%

FWEA.DE vs. IGLT.L - Expense Ratio Comparison

FWEA.DE has a 0.20% expense ratio, which is higher than IGLT.L's 0.07% 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

FWEA.DE vs. IGLT.L - Dividend Comparison

FWEA.DE has not paid dividends to shareholders, while IGLT.L's dividend yield for the trailing twelve months is around 4.47%.


PositionTTM20252024202320222021202020192018201720162015
FWEA.DE
Invesco FTSE All-World UCITS ETF EUR PfHdg Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGLT.L
iShares Core UK Gilts UCITS ETF
4.47%4.26%3.69%2.40%1.32%0.79%0.95%1.24%1.31%1.30%1.88%2.05%

Frequently Asked Questions


FWEA.DE and IGLT.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGLT.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLT.L is cheaper with a 0.07% expense ratio, compared with 0.20% for FWEA.DE.

FWEA.DE is categorized as Global Equities, while IGLT.L is Government Bonds. FWEA.DE tracks FTSE All-World Index, while IGLT.L tracks FTSE Actuaries UK Conventional Gilts All Stocks Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for FWEA.DE and 0.07% for IGLT.L.

Portfolio Optimizer

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