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

Performance

FWEA.DE vs. UCLU.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 Invesco USD AAA CLO UCITS ETF Dist (UCLU.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 8.45% return, which is significantly higher than UCLU.DE's 6.34% return.


FWEA.DE

1D
0.00%
1M
-0.44%
6M
6.99%
YTD
8.45%
1Y
17.87%
3Y*
16.41%
5Y*
10Y*
ALL TIME*
17.68%

UCLU.DE

1D
0.00%
1M
0.66%
6M
5.86%
YTD
6.34%
1Y
8.33%
3Y*
5Y*
10Y*
ALL TIME*
-1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€57.66K€54.90K€103.47K
€5.09K€6.55K€13.41K

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


Correlation

The correlation between FWEA.DE and UCLU.DE is -0.34, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.34

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2025

-0.23

The correlation between FWEA.DE and UCLU.DE shifts across timeframes, from -0.34 (1 year) to -0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FWEA.DE vs. UCLU.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: 6666
Overall Rank
FWEA.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FWEA.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
FWEA.DE Omega Ratio Rank: 6565
Omega Ratio Rank
FWEA.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
FWEA.DE Martin Ratio Rank: 7070
Martin Ratio Rank

UCLU.DE
UCLU.DE Risk / Return Rank: 6565
Overall Rank
UCLU.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
UCLU.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
UCLU.DE Omega Ratio Rank: 6161
Omega Ratio Rank
UCLU.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
UCLU.DE Martin Ratio Rank: 5757
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. UCLU.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 Invesco USD AAA CLO UCITS ETF Dist (UCLU.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.DEUCLU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

2.15

2.85

-0.70

Martin ratioReturn relative to average drawdown

8.63

6.74

+1.88

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

The current FWEA.DE Sharpe Ratio is 1.47, which is comparable to the UCLU.DE Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of FWEA.DE and UCLU.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. UCLU.DE - Drawdown Comparison

The maximum FWEA.DE drawdown since its inception was -17.48%, which is greater than UCLU.DE's maximum drawdown of -10.35%. Use the drawdown chart below to compare losses from any high point for FWEA.DE and UCLU.DE.


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Drawdown Indicators


FWEA.DEUCLU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.48%

-10.35%

-7.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.28%

-3.07%

-5.21%

Max Drawdown (3Y)

Largest decline over 3 years

-17.48%

Current Drawdown

Current decline from peak

-2.77%

-2.10%

-0.67%

Average Drawdown

Average peak-to-trough decline

-1.85%

-6.59%

+4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

1.30%

+0.76%

Volatility

FWEA.DE vs. UCLU.DE - Volatility Comparison

Invesco FTSE All-World UCITS ETF EUR PfHdg Acc (FWEA.DE) has a higher volatility of 3.25% compared to Invesco USD AAA CLO UCITS ETF Dist (UCLU.DE) at 1.17%. This indicates that FWEA.DE's price experiences larger fluctuations and is considered to be riskier than UCLU.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.DEUCLU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

1.17%

+2.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

4.25%

+5.51%

Volatility (1Y)

Calculated over the trailing 1-year period

12.10%

5.88%

+6.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.74%

6.91%

+5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.74%

6.91%

+5.83%

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

FWEA.DE has a 0.20% expense ratio, which is lower than UCLU.DE's 0.25% 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%.


Dividends

FWEA.DE vs. UCLU.DE - Dividend Comparison

FWEA.DE has not paid dividends to shareholders, while UCLU.DE's dividend yield for the trailing twelve months is around 4.75%.


Frequently Asked Questions


FWEA.DE and UCLU.DE have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FWEA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FWEA.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for UCLU.DE.

FWEA.DE is categorized as Global Equities, while UCLU.DE is CLO. Their fees differ too: 0.20% for FWEA.DE and 0.25% for UCLU.DE.

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