FWEA.DE vs. XWEB.DE
FWEA.DE (Invesco FTSE All-World UCITS ETF) and XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) are both Global Equities funds - FWEA.DE tracks the FTSE All-World Index while XWEB.DE tracks the MSCI World Minimum Volatility Low Carbon SRI Screened Select. Both are passively managed. Over the past year, FWEA.DE returned 25.98% vs 3.62% for XWEB.DE. At a 0.47 correlation, their price movements are largely independent. FWEA.DE charges 0.20%/yr vs 0.25%/yr for XWEB.DE.
Performance
FWEA.DE vs. XWEB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FWEA.DE achieves a 10.64% return, which is significantly higher than XWEB.DE's 1.64% return.
FWEA.DE
- 1D
- -0.24%
- 1M
- 2.84%
- YTD
- 10.64%
- 6M
- 11.58%
- 1Y
- 25.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XWEB.DE
- 1D
- 0.38%
- 1M
- 1.08%
- YTD
- 1.64%
- 6M
- 1.64%
- 1Y
- 3.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FWEA.DE vs. XWEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FWEA.DE Invesco FTSE All-World UCITS ETF | 10.64% | 17.53% | 19.21% | 5.07% |
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C | 1.64% | 1.61% | 16.94% | 4.70% |
Correlation
The correlation between FWEA.DE and XWEB.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2023 | 0.47 |
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Return for Risk
FWEA.DE vs. XWEB.DE — Risk / Return Rank
FWEA.DE
XWEB.DE
FWEA.DE vs. XWEB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF (FWEA.DE) and Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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.
| FWEA.DE | XWEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.76 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.07 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 0.63 | +2.54 |
| Martin ratioReturn relative to average drawdown | 13.52 | 1.53 | +12.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FWEA.DE | XWEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 0.41 | +1.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.51 | 0.89 | +0.63 |
Drawdowns
FWEA.DE vs. XWEB.DE - Drawdown Comparison
The maximum FWEA.DE drawdown since its inception was -17.48%, which is greater than XWEB.DE's maximum drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for FWEA.DE and XWEB.DE.
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Drawdown Indicators
| FWEA.DE | XWEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.48% | -14.46% | -3.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -5.03% | -3.25% |
Current DrawdownCurrent decline from peak | -0.81% | -3.10% | +2.29% |
Average DrawdownAverage peak-to-trough decline | -1.86% | -3.02% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 2.10% | -0.15% |
Volatility
FWEA.DE vs. XWEB.DE - Volatility Comparison
Invesco FTSE All-World UCITS ETF (FWEA.DE) has a higher volatility of 3.36% compared to Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that FWEA.DE's price experiences larger fluctuations and is considered to be riskier than XWEB.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.DE | XWEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 2.21% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.93% | 5.37% | +3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.45% | 7.78% | +3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.72% | 9.49% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.72% | 9.49% | +3.23% |
FWEA.DE vs. XWEB.DE - Expense Ratio Comparison
FWEA.DE has a 0.20% expense ratio, which is lower than XWEB.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. XWEB.DE - Dividend Comparison
Neither FWEA.DE nor XWEB.DE has paid dividends to shareholders.
Frequently Asked Questions
FWEA.DE and XWEB.DE have a correlation of 0.38, 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 XWEB.DE.
FWEA.DE tracks FTSE All-World Index, while XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for FWEA.DE and 0.25% for XWEB.DE.
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