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FWIA.DE vs. CUKX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FWIA.DE vs. CUKX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) and iShares FTSE 100 UCITS ETF (CUKX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FWIA.DE is traded in EUR, while CUKX.L is traded in GBp. To make them comparable, the CUKX.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FWIA.DE achieves a 12.60% return, which is significantly higher than CUKX.L's 8.19% return.


FWIA.DE

1D
-0.22%
1M
3.01%
YTD
12.60%
6M
14.34%
1Y
26.93%
3Y*
5Y*
10Y*

CUKX.L

1D
1.46%
1M
1.83%
YTD
8.19%
6M
11.90%
1Y
19.92%
3Y*
14.86%
5Y*
11.63%
10Y*
8.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FWIA.DE vs. CUKX.L - Yearly Performance Comparison


2026 (YTD)202520242023
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
12.60%9.02%24.70%7.98%
CUKX.L
iShares FTSE 100 UCITS ETF
8.19%19.22%14.57%4.62%

Correlation

The correlation between FWIA.DE and CUKX.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2023

0.60

The correlation between FWIA.DE and CUKX.L has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.

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Return for Risk

FWIA.DE vs. CUKX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FWIA.DE
FWIA.DE Risk / Return Rank: 7777
Overall Rank
FWIA.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FWIA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
FWIA.DE Omega Ratio Rank: 7676
Omega Ratio Rank
FWIA.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
FWIA.DE Martin Ratio Rank: 8383
Martin Ratio Rank

CUKX.L
CUKX.L Risk / Return Rank: 6464
Overall Rank
CUKX.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 7171
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 5353
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.

FWIA.DE vs. CUKX.L - 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 FTSE 100 UCITS ETF (CUKX.L). 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.


FWIA.DECUKX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.44

1.30

+0.14

Calmar ratioReturn relative to maximum drawdown

4.08

2.52

+1.56

Martin ratioReturn relative to average drawdown

16.52

8.98

+7.54

FWIA.DE vs. CUKX.L - Sharpe Ratio Comparison

The current FWIA.DE Sharpe Ratio is 2.36, which is higher than the CUKX.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FWIA.DE and CUKX.L, 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

FWIA.DE vs. CUKX.L - Drawdown Comparison

The maximum FWIA.DE drawdown since its inception was -20.96%, smaller than the maximum CUKX.L drawdown of -39.95%. Use the drawdown chart below to compare losses from any high point for FWIA.DE and CUKX.L.


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Drawdown Indicators


FWIA.DECUKX.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.96%

-39.95%

+18.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-7.87%

+1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-15.82%

Max Drawdown (5Y)

Largest decline over 5 years

-15.82%

Max Drawdown (10Y)

Largest decline over 10 years

-39.95%

Current Drawdown

Current decline from peak

-0.62%

-1.58%

+0.96%

Average Drawdown

Average peak-to-trough decline

-2.43%

-6.07%

+3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

2.21%

-0.61%

Volatility

FWIA.DE vs. CUKX.L - Volatility Comparison

The current volatility for Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) is 2.96%, while iShares FTSE 100 UCITS ETF (CUKX.L) has a volatility of 3.86%. This indicates that FWIA.DE experiences smaller price fluctuations and is considered to be less risky than CUKX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWIA.DECUKX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

3.86%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.09%

10.08%

-1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

11.95%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.17%

13.98%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.17%

16.79%

-3.62%

FWIA.DE vs. CUKX.L - Expense Ratio Comparison

FWIA.DE has a 0.15% expense ratio, which is higher than CUKX.L's 0.07% 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

FWIA.DE vs. CUKX.L - Dividend Comparison

Neither FWIA.DE nor CUKX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FWIA.DE and CUKX.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CUKX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CUKX.L is cheaper with a 0.07% expense ratio, compared with 0.15% for FWIA.DE.

FWIA.DE tracks FTSE All-World, while CUKX.L tracks FTSE 100 Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.15% for FWIA.DE and 0.07% for CUKX.L.

Portfolio Optimizer

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