FWIA.DE vs. URTH
Compare and contrast key facts about Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) and iShares MSCI World ETF (URTH).
FWIA.DE and URTH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FWIA.DE is a passively managed fund by Invesco that tracks the performance of the FTSE All-World. It was launched on Jun 26, 2023. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. Both FWIA.DE and URTH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FWIA.DE or URTH.
Key characteristics
| FWIA.DE | URTH | |
|---|---|---|
| YTD Return | 24.56% | 20.64% |
| 1Y Return | 30.61% | 31.67% |
| Sharpe Ratio | 2.72 | 2.69 |
| Sortino Ratio | 3.71 | 3.65 |
| Omega Ratio | 1.56 | 1.49 |
| Calmar Ratio | 3.90 | 3.85 |
| Martin Ratio | 18.52 | 17.22 |
| Ulcer Index | 1.65% | 1.84% |
| Daily Std Dev | 11.19% | 11.80% |
| Max Drawdown | -7.83% | -34.01% |
| Current Drawdown | -0.14% | -0.67% |
Correlation
The correlation between FWIA.DE and URTH is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FWIA.DE vs. URTH - Performance Comparison
In the year-to-date period, FWIA.DE achieves a 24.56% return, which is significantly higher than URTH's 20.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FWIA.DE vs. URTH - Expense Ratio Comparison
FWIA.DE has a 0.15% expense ratio, which is lower than URTH's 0.24% 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%.
Risk-Adjusted Performance
FWIA.DE vs. URTH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) and iShares MSCI World ETF (URTH). 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.
Dividends
FWIA.DE vs. URTH - Dividend Comparison
FWIA.DE has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.43%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.43% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% | 1.04% |
Drawdowns
FWIA.DE vs. URTH - Drawdown Comparison
The maximum FWIA.DE drawdown since its inception was -7.83%, smaller than the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for FWIA.DE and URTH. For additional features, visit the drawdowns tool.
Volatility
FWIA.DE vs. URTH - Volatility Comparison
Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) and iShares MSCI World ETF (URTH) have volatilities of 3.32% and 3.24%, 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.