FWIA.DE vs. CBUK.DE
FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) and CBUK.DE (iShares MSCI China Tech UCITS ETF USD Acc) are both exchange-traded funds - FWIA.DE is a Global Equities fund tracking the FTSE All-World, while CBUK.DE is a Technology Equities fund tracking the MSCI China Technology Sub-Industries ESG Screened Select Capped. Both are passively managed. Over the past year, FWIA.DE returned 25.74% vs 21.45% for CBUK.DE. At a 0.40 correlation, their price movements are largely independent. FWIA.DE charges 0.15%/yr vs 0.45%/yr for CBUK.DE.
Performance
FWIA.DE vs. CBUK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FWIA.DE achieves a 12.60% return, which is significantly higher than CBUK.DE's 2.62% return.
FWIA.DE
- 1D
- -0.22%
- 1M
- 3.61%
- YTD
- 12.60%
- 6M
- 12.82%
- 1Y
- 25.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CBUK.DE
- 1D
- -0.11%
- 1M
- 3.72%
- YTD
- 2.62%
- 6M
- 0.39%
- 1Y
- 21.45%
- 3Y*
- 13.37%
- 5Y*
- —
- 10Y*
- —
FWIA.DE vs. CBUK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.60% | 9.02% | 24.70% | 7.73% |
CBUK.DE iShares MSCI China Tech UCITS ETF USD Acc | 2.62% | 21.05% | 18.05% | -0.16% |
Correlation
The correlation between FWIA.DE and CBUK.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.40 |
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Return for Risk
FWIA.DE vs. CBUK.DE — Risk / Return Rank
FWIA.DE
CBUK.DE
FWIA.DE vs. CBUK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) and iShares MSCI China Tech UCITS ETF USD Acc (CBUK.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.
| FWIA.DE | CBUK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.17 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 0.92 | +3.16 |
| Martin ratioReturn relative to average drawdown | 16.52 | 1.88 | +14.64 |
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
| FWIA.DE | CBUK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 0.94 | +1.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.40 | 0.21 | +1.19 |
Drawdowns
FWIA.DE vs. CBUK.DE - Drawdown Comparison
The maximum FWIA.DE drawdown since its inception was -20.96%, smaller than the maximum CBUK.DE drawdown of -37.29%. Use the drawdown chart below to compare losses from any high point for FWIA.DE and CBUK.DE.
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Drawdown Indicators
| FWIA.DE | CBUK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.96% | -37.29% | +16.33% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -23.99% | +17.50% |
Max Drawdown (3Y)Largest decline over 3 years | — | -28.54% | — |
Current DrawdownCurrent decline from peak | -0.62% | -11.37% | +10.75% |
Average DrawdownAverage peak-to-trough decline | -2.44% | -16.27% | +13.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 11.77% | -10.17% |
Volatility
FWIA.DE vs. CBUK.DE - Volatility Comparison
The current volatility for Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) is 2.96%, while iShares MSCI China Tech UCITS ETF USD Acc (CBUK.DE) has a volatility of 8.51%. This indicates that FWIA.DE experiences smaller price fluctuations and is considered to be less risky than CBUK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FWIA.DE | CBUK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 8.51% | -5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 16.60% | -8.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 23.47% | -12.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.18% | 31.52% | -18.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.18% | 31.52% | -18.34% |
FWIA.DE vs. CBUK.DE - Expense Ratio Comparison
FWIA.DE has a 0.15% expense ratio, which is lower than CBUK.DE's 0.45% expense ratio.
Dividends
FWIA.DE vs. CBUK.DE - Dividend Comparison
Neither FWIA.DE nor CBUK.DE has paid dividends to shareholders.
Frequently Asked Questions
FWIA.DE and CBUK.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.45% for CBUK.DE.
FWIA.DE is categorized as Global Equities, while CBUK.DE is Technology Equities. FWIA.DE tracks FTSE All-World, while CBUK.DE tracks MSCI China Technology Sub-Industries ESG Screened Select Capped. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.15% for FWIA.DE and 0.45% for CBUK.DE.
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