FWEA.DE vs. MSFT

In the year-to-date period, FWEA.DE achieves a 2.35% return, which is significantly lower than MSFT's 9.28% return.

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This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF (FWEA.DE) and Microsoft Corporation (MSFT). 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.

The current FWEA.DE Sharpe Ratio is 0.62, which is higher than the MSFT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of FWEA.DE and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FWEA.DE has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.71%.

The maximum FWEA.DE drawdown since its inception was -17.48%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for FWEA.DE and MSFT. For additional features, visit the drawdowns tool.

The current volatility for Invesco FTSE All-World UCITS ETF (FWEA.DE) is 4.35%, while Microsoft Corporation (MSFT) has a volatility of 8.73%. This indicates that FWEA.DE experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.