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FWEA.DE vs. V3AA.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FWEA.DE vs. V3AA.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco FTSE All-World UCITS ETF (FWEA.DE) and Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AA.MI). 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 10.64% return, which is significantly lower than V3AA.MI's 12.87% return.


FWEA.DE

1D
-0.24%
1M
2.84%
YTD
10.64%
6M
11.58%
1Y
25.98%
3Y*
5Y*
10Y*

V3AA.MI

1D
-0.09%
1M
4.38%
YTD
12.87%
6M
13.05%
1Y
26.57%
3Y*
17.68%
5Y*
11.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FWEA.DE vs. V3AA.MI - Yearly Performance Comparison


2026 (YTD)202520242023
FWEA.DE
Invesco FTSE All-World UCITS ETF
10.64%17.53%19.21%8.62%
V3AA.MI
Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating
12.87%7.21%25.54%8.57%

Correlation

The correlation between FWEA.DE and V3AA.MI is 0.87, 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

0.87

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2023

0.83

The correlation between FWEA.DE and V3AA.MI has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

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Return for Risk

FWEA.DE vs. V3AA.MI — 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: 7272
Overall Rank
FWEA.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FWEA.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
FWEA.DE Omega Ratio Rank: 7373
Omega Ratio Rank
FWEA.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
FWEA.DE Martin Ratio Rank: 7373
Martin Ratio Rank

V3AA.MI
V3AA.MI Risk / Return Rank: 6868
Overall Rank
V3AA.MI Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
V3AA.MI Sortino Ratio Rank: 6767
Sortino Ratio Rank
V3AA.MI Omega Ratio Rank: 6969
Omega Ratio Rank
V3AA.MI Calmar Ratio Rank: 6666
Calmar Ratio Rank
V3AA.MI Martin Ratio Rank: 7171
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. V3AA.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF (FWEA.DE) and Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AA.MI). 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.


FWEA.DEV3AA.MIDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.43

1.41

+0.02

Calmar ratioReturn relative to maximum drawdown

3.18

3.23

-0.05

Martin ratioReturn relative to average drawdown

13.52

13.08

+0.44

FWEA.DE vs. V3AA.MI - Sharpe Ratio Comparison

The current FWEA.DE Sharpe Ratio is 2.30, which is comparable to the V3AA.MI Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of FWEA.DE and V3AA.MI, 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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Sharpe Ratios by Period


FWEA.DEV3AA.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

2.15

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.51

0.77

+0.75

Drawdowns

FWEA.DE vs. V3AA.MI - Drawdown Comparison

The maximum FWEA.DE drawdown since its inception was -17.48%, smaller than the maximum V3AA.MI drawdown of -22.16%. Use the drawdown chart below to compare losses from any high point for FWEA.DE and V3AA.MI.


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Drawdown Indicators


FWEA.DEV3AA.MIDifference

Max Drawdown

Largest peak-to-trough decline

-17.48%

-22.16%

+4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.28%

-8.20%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-22.16%

Max Drawdown (5Y)

Largest decline over 5 years

-22.16%

Current Drawdown

Current decline from peak

-0.81%

-0.75%

-0.06%

Average Drawdown

Average peak-to-trough decline

-1.86%

-6.00%

+4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.02%

-0.07%

Volatility

FWEA.DE vs. V3AA.MI - Volatility Comparison

Invesco FTSE All-World UCITS ETF (FWEA.DE) and Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AA.MI) have volatilities of 3.36% and 3.46%, 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.


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Volatility by Period


FWEA.DEV3AA.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

3.46%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.93%

9.17%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.45%

12.30%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.72%

14.72%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.72%

14.64%

-1.92%

FWEA.DE vs. V3AA.MI - Expense Ratio Comparison

FWEA.DE has a 0.20% expense ratio, which is lower than V3AA.MI's 0.24% 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. V3AA.MI - Dividend Comparison

Neither FWEA.DE nor V3AA.MI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FWEA.DE and V3AA.MI have a correlation of 0.87, 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 0.24% for V3AA.MI.

FWEA.DE tracks FTSE All-World Index, while V3AA.MI tracks FTSE Global All Cap Choice Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.20% for FWEA.DE and 0.24% for V3AA.MI.

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