FWIA.DE vs. F50A.DE

Last updated Jun 5, 2026

FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) and F50A.DE (Amundi Prime Global UCITS ETF Accumulating) are both Global Equities funds - FWIA.DE tracks the FTSE All-World while F50A.DE tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, FWIA.DE returned 26.39% vs 23.82% for F50A.DE. Their correlation of 0.93 suggests significant overlap in exposure. FWIA.DE charges 0.15%/yr vs 0.05%/yr for F50A.DE.

Performance

FWIA.DE vs. F50A.DE - 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 Amundi Prime Global UCITS ETF Accumulating (F50A.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FWIA.DE achieves a 12.60% return, which is significantly higher than F50A.DE's 10.81% return.

FWIA.DE

• 1D: -0.22%
• 1M: 3.67%
• YTD: 12.60%
• 6M: 12.82%
• 1Y: 26.39%
• 3Y*: —
• 5Y*: —
• 10Y*: —

F50A.DE

• 1D: -0.04%
• 1M: 3.68%
• YTD: 10.81%
• 6M: 10.16%
• 1Y: 23.82%
• 3Y*: 17.70%
• 5Y*: 12.94%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FWIA.DE vs. F50A.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%
F50A.DE Amundi Prime Global UCITS ETF Accumulating	10.81%	8.58%	25.85%	7.35%

Correlation

The correlation between FWIA.DE and F50A.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023	0.93

The correlation between FWIA.DE and F50A.DE has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

Return for Risk

FWIA.DE vs. F50A.DE — 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: 77
FWIA.DE Sharpe Ratio Rank: 74
FWIA.DE Sortino Ratio Rank: 74
FWIA.DE Omega Ratio Rank: 76
FWIA.DE Calmar Ratio Rank: 80
FWIA.DE Martin Ratio Rank: 83

F50A.DE

F50A.DE Risk / Return Rank: 70
F50A.DE Sharpe Ratio Rank: 66
F50A.DE Sortino Ratio Rank: 67
F50A.DE Omega Ratio Rank: 68
F50A.DE Calmar Ratio Rank: 74
F50A.DE Martin Ratio Rank: 77

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. F50A.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 Amundi Prime Global UCITS ETF Accumulating (F50A.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	F50A.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.36	2.17	+0.19
Sortino ratio: Return per unit of downside risk	3.31	3.05	+0.26
Omega ratio: Gain probability vs. loss probability	1.44	1.40	+0.04
Calmar ratio: Return relative to maximum drawdown	4.08	3.66	+0.41
Martin ratio: Return relative to average drawdown	16.52	14.61	+1.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FWIA.DE vs. F50A.DE - Sharpe Ratio Comparison

The current FWIA.DE Sharpe Ratio is 2.36, which is comparable to the F50A.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of FWIA.DE and F50A.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FWIA.DE	F50A.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.36	2.17	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.40	0.71	+0.69

Drawdowns

FWIA.DE vs. F50A.DE - Drawdown Comparison

The maximum FWIA.DE drawdown since its inception was -20.96%, smaller than the maximum F50A.DE drawdown of -32.88%. Use the drawdown chart below to compare losses from any high point for FWIA.DE and F50A.DE.

Drawdown Indicators

	FWIA.DE	F50A.DE	Difference
Max Drawdown Largest peak-to-trough decline	-20.96%	-32.88%	+11.92%
Max Drawdown (1Y) Largest decline over 1 year	-6.49%	-6.62%	+0.13%
Max Drawdown (3Y) Largest decline over 3 years	—	-21.49%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.49%	—
Current Drawdown Current decline from peak	-0.62%	-0.39%	-0.23%
Average Drawdown Average peak-to-trough decline	-2.44%	-4.72%	+2.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	1.66%	-0.06%

Volatility

FWIA.DE vs. F50A.DE - Volatility Comparison

Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) has a higher volatility of 2.96% compared to Amundi Prime Global UCITS ETF Accumulating (F50A.DE) at 2.63%. This indicates that FWIA.DE's price experiences larger fluctuations and is considered to be riskier than F50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FWIA.DE	F50A.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.96%	2.63%	+0.33%
Volatility (6M) Calculated over the trailing 6-month period	8.09%	7.95%	+0.14%
Volatility (1Y) Calculated over the trailing 1-year period	11.22%	11.18%	+0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.18%	14.60%	-1.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.18%	17.70%	-4.52%

FWIA.DE vs. F50A.DE - Expense Ratio Comparison

FWIA.DE has a 0.15% expense ratio, which is higher than F50A.DE's 0.05% 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. F50A.DE - Dividend Comparison

Neither FWIA.DE nor F50A.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FWIA.DE and F50A.DE in my portfolio?

With a correlation of 0.97, FWIA.DE and F50A.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, FWIA.DE or F50A.DE?

On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FWIA.DE or F50A.DE?

F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for FWIA.DE.

What is the main difference between FWIA.DE and F50A.DE?

FWIA.DE tracks FTSE All-World, while F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.15% for FWIA.DE and 0.05% for F50A.DE.