FWIA.DE vs. N1ES.DE
FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) and N1ES.DE (Invesco Nasdaq-100 ESG UCITS ETF Acc) are both exchange-traded funds - FWIA.DE is a Global Equities fund tracking the FTSE All-World Index, while N1ES.DE is a Nasdaq-100 fund tracking the Nasdaq 100® ESG. Both are passively managed. Over the past 3 years, FWIA.DE returned 17.29%/yr vs 22.81%/yr for N1ES.DE. Their correlation of 0.85 suggests significant overlap in exposure. FWIA.DE charges 0.15%/yr vs 0.25%/yr for N1ES.DE.
Performance
FWIA.DE vs. N1ES.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FWIA.DE achieves a 12.31% return, which is significantly lower than N1ES.DE's 16.33% return.
FWIA.DE
- 1D
- 0.00%
- 1M
- -1.19%
- 6M
- 10.31%
- YTD
- 12.31%
- 1Y
- 23.45%
- 3Y*
- 17.29%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 17.76%
N1ES.DE
- 1D
- 0.00%
- 1M
- -5.21%
- 6M
- 16.94%
- YTD
- 16.33%
- 1Y
- 28.22%
- 3Y*
- 22.81%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.64%
FWIA.DE vs. N1ES.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.31% | 9.02% | 24.70% | 7.98% |
N1ES.DE Invesco Nasdaq-100 ESG UCITS ETF Acc | 16.33% | 8.26% | 33.55% | 12.06% |
Correlation
The correlation between FWIA.DE and N1ES.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 (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023 | 0.85 |
The correlation between FWIA.DE and N1ES.DE has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.
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Return for Risk
FWIA.DE vs. N1ES.DE — Risk / Return Rank
FWIA.DE
N1ES.DE
FWIA.DE vs. N1ES.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 ESG UCITS ETF Acc (N1ES.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FWIA.DE | N1ES.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.28 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 2.61 | +1.02 |
| Martin ratioReturn relative to average drawdown | 14.34 | 7.27 | +7.07 |
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Drawdowns
FWIA.DE vs. N1ES.DE - Drawdown Comparison
The maximum FWIA.DE drawdown since its inception was -20.96%, smaller than the maximum N1ES.DE drawdown of -29.96%. Use the drawdown chart below to compare losses from any high point for FWIA.DE and N1ES.DE.
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Drawdown Indicators
| FWIA.DE | N1ES.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.96% | -29.96% | +9.00% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -10.86% | +4.37% |
Max Drawdown (3Y)Largest decline over 3 years | -20.96% | -26.65% | +5.69% |
Current DrawdownCurrent decline from peak | -1.87% | -5.30% | +3.43% |
Average DrawdownAverage peak-to-trough decline | -2.38% | -8.35% | +5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 3.89% | -2.25% |
Volatility
FWIA.DE vs. N1ES.DE - Volatility Comparison
The current volatility for Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) is 3.08%, while Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) has a volatility of 6.30%. This indicates that FWIA.DE experiences smaller price fluctuations and is considered to be less risky than N1ES.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 | N1ES.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 6.30% | -3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 13.25% | -4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.61% | 18.03% | -6.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.15% | 20.82% | -7.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.15% | 20.82% | -7.67% |
FWIA.DE vs. N1ES.DE - Expense Ratio Comparison
FWIA.DE has a 0.15% expense ratio, which is lower than N1ES.DE'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. N1ES.DE - Dividend Comparison
Neither FWIA.DE nor N1ES.DE has paid dividends to shareholders.
Frequently Asked Questions
FWIA.DE and N1ES.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 0.25% for N1ES.DE.
FWIA.DE is categorized as Global Equities, while N1ES.DE is Nasdaq-100. FWIA.DE tracks FTSE All-World Index, while N1ES.DE tracks Nasdaq 100® ESG. Their fees differ too: 0.15% for FWIA.DE and 0.25% for N1ES.DE.
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