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FWEA.DE vs. UBU7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FWEA.DE vs. UBU7.DE - 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 UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FWEA.DE achieves a 10.02% return, which is significantly lower than UBU7.DE's 12.56% return.


FWEA.DE

1D
0.00%
1M
-0.80%
6M
10.26%
YTD
10.02%
1Y
21.71%
3Y*
17.71%
5Y*
10Y*

UBU7.DE

1D
0.34%
1M
1.45%
6M
13.08%
YTD
12.56%
1Y
24.39%
3Y*
17.65%
5Y*
12.26%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FWEA.DE vs. UBU7.DE - Yearly Performance Comparison


2026 (YTD)202520242023
FWEA.DE
Invesco FTSE All-World UCITS ETF EUR PfHdg Acc
10.02%17.53%19.21%8.62%
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
12.56%8.11%26.08%8.50%

Correlation

The correlation between FWEA.DE and UBU7.DE is 0.86, 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

0.86

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

0.84

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

0.84

The correlation between FWEA.DE and UBU7.DE has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

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Return for Risk

FWEA.DE vs. UBU7.DE — 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: 7070
Overall Rank
FWEA.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FWEA.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
FWEA.DE Omega Ratio Rank: 7070
Omega Ratio Rank
FWEA.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
FWEA.DE Martin Ratio Rank: 7171
Martin Ratio Rank

UBU7.DE
UBU7.DE Risk / Return Rank: 8383
Overall Rank
UBU7.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
UBU7.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
UBU7.DE Omega Ratio Rank: 8282
Omega Ratio Rank
UBU7.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
UBU7.DE Martin Ratio Rank: 8686
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. UBU7.DE - 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 UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE). 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.DEUBU7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.34

1.40

-0.06

Calmar ratioReturn relative to maximum drawdown

2.62

3.72

-1.10

Martin ratioReturn relative to average drawdown

10.72

14.74

-4.02

FWEA.DE vs. UBU7.DE - Sharpe Ratio Comparison

The current FWEA.DE Sharpe Ratio is 1.83, which is comparable to the UBU7.DE Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of FWEA.DE and UBU7.DE, 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. UBU7.DE - Drawdown Comparison

The maximum FWEA.DE drawdown since its inception was -17.48%, smaller than the maximum UBU7.DE drawdown of -33.85%. Use the drawdown chart below to compare losses from any high point for FWEA.DE and UBU7.DE.


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Drawdown Indicators


FWEA.DEUBU7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.48%

-33.85%

+16.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.28%

-6.52%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-17.48%

-21.70%

+4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

Current Drawdown

Current decline from peak

-1.37%

-0.08%

-1.29%

Average Drawdown

Average peak-to-trough decline

-1.86%

-5.67%

+3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.65%

+0.38%

Volatility

FWEA.DE vs. UBU7.DE - Volatility Comparison

Invesco FTSE All-World UCITS ETF EUR PfHdg Acc (FWEA.DE) has a higher volatility of 3.88% compared to UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE) at 3.14%. This indicates that FWEA.DE's price experiences larger fluctuations and is considered to be riskier than UBU7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWEA.DEUBU7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

3.14%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

7.88%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

11.88%

11.30%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.75%

14.15%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.75%

15.06%

-2.31%

FWEA.DE vs. UBU7.DE - Expense Ratio Comparison

FWEA.DE has a 0.20% expense ratio, which is higher than UBU7.DE's 0.10% 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. UBU7.DE - Dividend Comparison

FWEA.DE has not paid dividends to shareholders, while UBU7.DE's dividend yield for the trailing twelve months is around 1.30%.


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%
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
1.30%1.56%1.33%1.44%1.61%1.08%1.46%1.72%1.70%1.80%2.20%1.80%

Frequently Asked Questions


FWEA.DE and UBU7.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBU7.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU7.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for FWEA.DE.

FWEA.DE tracks FTSE All-World Index, while UBU7.DE tracks MSCI World. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.20% for FWEA.DE and 0.10% for UBU7.DE.

Portfolio Optimizer

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