FWIA.DE vs. EGLN.L
FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - FWIA.DE is a Global Equities fund tracking the FTSE All-World, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past year, FWIA.DE returned 26.57% vs 30.19% for EGLN.L. At a 0.14 correlation, their price movements are largely independent. FWIA.DE charges 0.15%/yr vs 0.25%/yr for EGLN.L.
Performance
FWIA.DE vs. EGLN.L - 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 EGLN.L's 4.83% return.
FWIA.DE
- 1D
- -0.22%
- 1M
- 4.98%
- YTD
- 12.60%
- 6M
- 13.33%
- 1Y
- 26.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EGLN.L
- 1D
- 0.55%
- 1M
- -1.62%
- YTD
- 4.83%
- 6M
- 6.32%
- 1Y
- 30.19%
- 3Y*
- 28.02%
- 5Y*
- 19.69%
- 10Y*
- —
FWIA.DE vs. EGLN.L - 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% |
EGLN.L iShares Physical Gold ETC | 4.83% | 46.01% | 34.32% | 6.20% |
Correlation
The correlation between FWIA.DE and EGLN.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.14 |
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Return for Risk
FWIA.DE vs. EGLN.L — Risk / Return Rank
FWIA.DE
EGLN.L
FWIA.DE vs. EGLN.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 Physical Gold ETC (EGLN.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.
| FWIA.DE | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.26 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 1.80 | +2.28 |
| Martin ratioReturn relative to average drawdown | 16.52 | 4.58 | +11.94 |
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 | EGLN.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 1.30 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.40 | 0.95 | +0.46 |
Drawdowns
FWIA.DE vs. EGLN.L - Drawdown Comparison
The maximum FWIA.DE drawdown since its inception was -20.96%, which is greater than EGLN.L's maximum drawdown of -18.35%. Use the drawdown chart below to compare losses from any high point for FWIA.DE and EGLN.L.
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Drawdown Indicators
| FWIA.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.96% | -18.35% | -2.61% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -16.70% | +10.21% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.70% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.70% | — |
Current DrawdownCurrent decline from peak | -0.62% | -15.21% | +14.59% |
Average DrawdownAverage peak-to-trough decline | -2.44% | -6.34% | +3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 6.57% | -4.97% |
Volatility
FWIA.DE vs. EGLN.L - Volatility Comparison
The current volatility for Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) is 2.96%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 5.42%. This indicates that FWIA.DE experiences smaller price fluctuations and is considered to be less risky than EGLN.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.DE | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 5.42% | -2.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 20.15% | -12.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 23.14% | -11.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.18% | 16.17% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.18% | 14.38% | -1.20% |
FWIA.DE vs. EGLN.L - Expense Ratio Comparison
FWIA.DE has a 0.15% expense ratio, which is lower than EGLN.L'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
FWIA.DE vs. EGLN.L - Dividend Comparison
Neither FWIA.DE nor EGLN.L has paid dividends to shareholders.
Frequently Asked Questions
FWIA.DE and EGLN.L have a correlation of 0.21, 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 0.25% for EGLN.L.
FWIA.DE is categorized as Global Equities, while EGLN.L is Gold. FWIA.DE tracks FTSE All-World, while EGLN.L tracks LBMA Gold Price. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.15% for FWIA.DE and 0.25% for EGLN.L.
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