FWIA.DE vs. EQQX.DE
FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) and EQQX.DE (Invesco Nasdaq-100 Swap UCITS ETF Acc) are both exchange-traded funds - FWIA.DE is a Global Equities fund tracking the FTSE All-World, while EQQX.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past year, FWIA.DE returned 26.57% vs 39.08% for EQQX.DE. Their correlation of 0.86 suggests significant overlap in exposure. FWIA.DE charges 0.15%/yr vs 0.20%/yr for EQQX.DE.
Performance
FWIA.DE vs. EQQX.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 lower than EQQX.DE's 21.61% return.
FWIA.DE
- 1D
- -0.22%
- 1M
- 4.98%
- YTD
- 12.60%
- 6M
- 13.33%
- 1Y
- 26.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQQX.DE
- 1D
- 0.11%
- 1M
- 10.15%
- YTD
- 21.61%
- 6M
- 20.44%
- 1Y
- 39.08%
- 3Y*
- 25.43%
- 5Y*
- 19.11%
- 10Y*
- —
FWIA.DE vs. EQQX.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% |
EQQX.DE Invesco Nasdaq-100 Swap UCITS ETF Acc | 21.61% | 7.13% | 33.88% | 11.60% |
Correlation
The correlation between FWIA.DE and EQQX.DE is 0.88, 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 | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.86 |
The correlation between FWIA.DE and EQQX.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
FWIA.DE vs. EQQX.DE — Risk / Return Rank
FWIA.DE
EQQX.DE
FWIA.DE vs. EQQX.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 Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.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 | EQQX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.44 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 3.91 | +0.16 |
| Martin ratioReturn relative to average drawdown | 16.52 | 11.64 | +4.87 |
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 | EQQX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 2.49 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.40 | 0.90 | +0.51 |
Drawdowns
FWIA.DE vs. EQQX.DE - Drawdown Comparison
The maximum FWIA.DE drawdown since its inception was -20.96%, smaller than the maximum EQQX.DE drawdown of -31.17%. Use the drawdown chart below to compare losses from any high point for FWIA.DE and EQQX.DE.
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Drawdown Indicators
| FWIA.DE | EQQX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.96% | -31.17% | +10.21% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -9.97% | +3.48% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.80% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.17% | — |
Current DrawdownCurrent decline from peak | -0.62% | 0.00% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -2.44% | -7.99% | +5.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 3.36% | -1.76% |
Volatility
FWIA.DE vs. EQQX.DE - Volatility Comparison
The current volatility for Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) is 2.96%, while Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) has a volatility of 4.15%. This indicates that FWIA.DE experiences smaller price fluctuations and is considered to be less risky than EQQX.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 | EQQX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 4.15% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 10.89% | -2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 15.75% | -4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.18% | 19.86% | -6.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.18% | 19.79% | -6.61% |
FWIA.DE vs. EQQX.DE - Expense Ratio Comparison
FWIA.DE has a 0.15% expense ratio, which is lower than EQQX.DE's 0.20% 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. EQQX.DE - Dividend Comparison
Neither FWIA.DE nor EQQX.DE has paid dividends to shareholders.
Frequently Asked Questions
FWIA.DE and EQQX.DE have a correlation of 0.88, 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 0.20% for EQQX.DE.
FWIA.DE is categorized as Global Equities, while EQQX.DE is Nasdaq-100. FWIA.DE tracks FTSE All-World, while EQQX.DE tracks Nasdaq 100®. Their fees differ too: 0.15% for FWIA.DE and 0.20% for EQQX.DE.
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