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

Performance

FWIA.DE vs. FTWG.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 Invesco FTSE All-World UCITS ETF USD Dist (FTWG.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 FTWG.L is traded in GBp. To make them comparable, the FTWG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with FWIA.DE having a 12.60% return and FTWG.L slightly higher at 12.86%.


FWIA.DE

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

FTWG.L

1D
-0.12%
1M
5.18%
YTD
12.86%
6M
13.56%
1Y
26.75%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
12.60%9.02%24.70%7.73%
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
12.88%8.17%25.71%6.49%

Correlation

The correlation between FWIA.DE and FTWG.L is 0.94, 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

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2023

0.91

The correlation between FWIA.DE and FTWG.L has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

FWIA.DE vs. FTWG.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

FTWG.L
FTWG.L Risk / Return Rank: 8686
Overall Rank
FTWG.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FTWG.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
FTWG.L Omega Ratio Rank: 8989
Omega Ratio Rank
FTWG.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
FTWG.L Martin Ratio Rank: 8484
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. FTWG.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 Invesco FTSE All-World UCITS ETF USD Dist (FTWG.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.DEFTWG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.44

1.45

-0.01

Calmar ratioReturn relative to maximum drawdown

4.08

3.91

+0.17

Martin ratioReturn relative to average drawdown

16.52

16.30

+0.21

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

The current FWIA.DE Sharpe Ratio is 2.36, which is comparable to the FTWG.L Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of FWIA.DE and FTWG.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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Sharpe Ratios by Period


FWIA.DEFTWG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

2.42

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.40

1.42

-0.01

Drawdowns

FWIA.DE vs. FTWG.L - Drawdown Comparison

The maximum FWIA.DE drawdown since its inception was -20.96%, roughly equal to the maximum FTWG.L drawdown of -20.29%. Use the drawdown chart below to compare losses from any high point for FWIA.DE and FTWG.L.


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Drawdown Indicators


FWIA.DEFTWG.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.96%

-20.29%

-0.67%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-6.81%

+0.32%

Current Drawdown

Current decline from peak

-0.62%

-0.59%

-0.03%

Average Drawdown

Average peak-to-trough decline

-2.44%

-2.48%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.64%

-0.04%

Volatility

FWIA.DE vs. FTWG.L - Volatility Comparison

Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) have volatilities of 2.96% and 2.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWIA.DEFTWG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

2.86%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.09%

7.86%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

10.99%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

12.83%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

12.83%

+0.35%

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

Both FWIA.DE and FTWG.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

FWIA.DE vs. FTWG.L - Dividend Comparison

FWIA.DE has not paid dividends to shareholders, while FTWG.L's dividend yield for the trailing twelve months is around 1.22%.


PositionTTM202520242023
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
1.22%1.34%1.50%0.70%
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, FWIA.DE and FTWG.L 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.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FWIA.DE and FTWG.L have the same expense ratio: 0.15% per year.

FWIA.DE tracks FTSE All-World, while FTWG.L tracks FTSE All-World Index.

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