FWIA.DE vs. IS3S.DE
FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - FWIA.DE tracks the FTSE All-World while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past year, FWIA.DE returned 26.39% vs 63.38% for IS3S.DE. A 0.79 correlation means they provide meaningful diversification when combined. FWIA.DE charges 0.15%/yr vs 0.30%/yr for IS3S.DE.
Performance
FWIA.DE vs. IS3S.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 IS3S.DE's 35.27% return.
FWIA.DE
- 1D
- -0.22%
- 1M
- 3.67%
- YTD
- 12.60%
- 6M
- 12.82%
- 1Y
- 26.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
FWIA.DE vs. IS3S.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% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 7.07% |
Correlation
The correlation between FWIA.DE and IS3S.DE is 0.82, 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 | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.79 |
The correlation between FWIA.DE and IS3S.DE has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.
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Return for Risk
FWIA.DE vs. IS3S.DE — Risk / Return Rank
FWIA.DE
IS3S.DE
FWIA.DE vs. IS3S.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 iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.83 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 10.36 | -6.28 |
| Martin ratioReturn relative to average drawdown | 16.52 | 39.01 | -22.49 |
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 | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 4.53 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.40 | 0.68 | +0.72 |
Drawdowns
FWIA.DE vs. IS3S.DE - Drawdown Comparison
The maximum FWIA.DE drawdown since its inception was -20.96%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for FWIA.DE and IS3S.DE.
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Drawdown Indicators
| FWIA.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.96% | -35.18% | +14.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -6.09% | -0.40% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.80% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -0.62% | -0.83% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -2.44% | -5.82% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.62% | -0.02% |
Volatility
FWIA.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) is 2.96%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that FWIA.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 5.62% | -2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 11.32% | -3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 13.93% | -2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.18% | 13.85% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.18% | 15.76% | -2.58% |
FWIA.DE vs. IS3S.DE - Expense Ratio Comparison
FWIA.DE has a 0.15% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
FWIA.DE vs. IS3S.DE - Dividend Comparison
Neither FWIA.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
FWIA.DE and IS3S.DE have a correlation of 0.82, 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 0.30% for IS3S.DE.
FWIA.DE tracks FTSE All-World, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.15% for FWIA.DE and 0.30% for IS3S.DE.
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