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

Performance

FWIA.DE vs. VDPG.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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.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 VDPG.L is traded in GBP. To make them comparable, the VDPG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FWIA.DE achieves a 12.60% return, which is significantly lower than VDPG.L's 55.37% return.


FWIA.DE

1D
-0.22%
1M
4.98%
YTD
12.60%
6M
13.33%
1Y
26.57%
3Y*
5Y*
10Y*

VDPG.L

1D
-0.81%
1M
14.97%
YTD
55.37%
6M
61.37%
1Y
86.30%
3Y*
26.23%
5Y*
13.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
12.60%9.02%24.70%7.73%
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
55.37%23.76%1.63%5.28%

Correlation

The correlation between FWIA.DE and VDPG.L is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

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

0.67

The correlation between FWIA.DE and VDPG.L has been stable across timeframes, ranging from 0.67 to 0.68 - a consistent structural relationship.

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Return for Risk

FWIA.DE vs. VDPG.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

VDPG.L
VDPG.L Risk / Return Rank: 9595
Overall Rank
VDPG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VDPG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
VDPG.L Omega Ratio Rank: 9696
Omega Ratio Rank
VDPG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
VDPG.L Martin Ratio Rank: 9494
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. VDPG.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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.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.DEVDPG.LDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.44

1.74

-0.30

Calmar ratioReturn relative to maximum drawdown

4.08

6.63

-2.55

Martin ratioReturn relative to average drawdown

16.52

25.90

-9.38

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

The current FWIA.DE Sharpe Ratio is 2.36, which is lower than the VDPG.L Sharpe Ratio of 4.18. The chart below compares the historical Sharpe Ratios of FWIA.DE and VDPG.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.DEVDPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

4.18

-1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

1.40

0.73

+0.67

Drawdowns

FWIA.DE vs. VDPG.L - Drawdown Comparison

The maximum FWIA.DE drawdown since its inception was -20.96%, smaller than the maximum VDPG.L drawdown of -35.87%. Use the drawdown chart below to compare losses from any high point for FWIA.DE and VDPG.L.


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Drawdown Indicators


FWIA.DEVDPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.96%

-35.87%

+14.91%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-13.18%

+6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-18.33%

Max Drawdown (5Y)

Largest decline over 5 years

-18.33%

Current Drawdown

Current decline from peak

-0.62%

-0.81%

+0.19%

Average Drawdown

Average peak-to-trough decline

-2.44%

-6.03%

+3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

3.38%

-1.78%

Volatility

FWIA.DE vs. VDPG.L - Volatility Comparison

The current volatility for Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) is 2.96%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a volatility of 10.39%. This indicates that FWIA.DE experiences smaller price fluctuations and is considered to be less risky than VDPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWIA.DEVDPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

10.39%

-7.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.09%

18.21%

-10.12%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

20.90%

-9.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

16.67%

-3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

19.36%

-6.18%

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

Both FWIA.DE and VDPG.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. VDPG.L - Dividend Comparison

Neither FWIA.DE nor VDPG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FWIA.DE and VDPG.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 VDPG.L have the same expense ratio: 0.15% per year.

FWIA.DE is categorized as Global Equities, while VDPG.L is Asia Pacific Equities. FWIA.DE tracks FTSE All-World, while VDPG.L tracks MSCI AC Asia Pac Ex JPN NR USD. They also come from different issuers: Invesco and Vanguard.

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