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FWIA.DE vs. VWRL.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FWIA.DEVWRL.AS
YTD Return14.34%14.71%
1Y Return19.41%19.10%
Sharpe Ratio1.941.97
Daily Std Dev10.80%10.54%
Max Drawdown-7.83%-33.27%
Current Drawdown-2.02%-2.05%

Correlation

-0.50.00.51.01.0

The correlation between FWIA.DE and VWRL.AS is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

FWIA.DE vs. VWRL.AS - Performance Comparison

The year-to-date returns for both investments are quite close, with FWIA.DE having a 14.34% return and VWRL.AS slightly higher at 14.71%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
7.48%
7.31%
FWIA.DE
VWRL.AS

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FWIA.DE vs. VWRL.AS - Expense Ratio Comparison

FWIA.DE has a 0.15% expense ratio, which is lower than VWRL.AS's 0.22% 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%.


VWRL.AS
Vanguard FTSE All-World UCITS ETF
Expense ratio chart for VWRL.AS: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for FWIA.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

FWIA.DE vs. VWRL.AS - 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 Vanguard FTSE All-World UCITS ETF (VWRL.AS). 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
Sharpe ratio
The chart of Sharpe ratio for FWIA.DE, currently valued at 2.27, compared to the broader market0.002.004.002.27
Sortino ratio
The chart of Sortino ratio for FWIA.DE, currently valued at 3.25, compared to the broader market-2.000.002.004.006.008.0010.0012.003.25
Omega ratio
The chart of Omega ratio for FWIA.DE, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.43
Calmar ratio
The chart of Calmar ratio for FWIA.DE, currently valued at 2.60, compared to the broader market0.005.0010.0015.002.60
Martin ratio
The chart of Martin ratio for FWIA.DE, currently valued at 14.20, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.20
VWRL.AS
Sharpe ratio
The chart of Sharpe ratio for VWRL.AS, currently valued at 2.29, compared to the broader market0.002.004.002.29
Sortino ratio
The chart of Sortino ratio for VWRL.AS, currently valued at 3.23, compared to the broader market-2.000.002.004.006.008.0010.0012.003.23
Omega ratio
The chart of Omega ratio for VWRL.AS, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for VWRL.AS, currently valued at 2.51, compared to the broader market0.005.0010.0015.002.51
Martin ratio
The chart of Martin ratio for VWRL.AS, currently valued at 13.95, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.95

FWIA.DE vs. VWRL.AS - Sharpe Ratio Comparison

The current FWIA.DE Sharpe Ratio is 1.94, which roughly equals the VWRL.AS Sharpe Ratio of 1.97. The chart below compares the 12-month rolling Sharpe Ratio of FWIA.DE and VWRL.AS.


Rolling 12-month Sharpe Ratio1.201.401.601.802.002.202.40Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15
2.27
2.29
FWIA.DE
VWRL.AS

Dividends

FWIA.DE vs. VWRL.AS - Dividend Comparison

FWIA.DE has not paid dividends to shareholders, while VWRL.AS's dividend yield for the trailing twelve months is around 1.56%.


TTM20232022202120202019201820172016201520142013
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%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.56%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%2.06%1.57%

Drawdowns

FWIA.DE vs. VWRL.AS - Drawdown Comparison

The maximum FWIA.DE drawdown since its inception was -7.83%, smaller than the maximum VWRL.AS drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for FWIA.DE and VWRL.AS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.74%
-0.66%
FWIA.DE
VWRL.AS

Volatility

FWIA.DE vs. VWRL.AS - Volatility Comparison

Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) and Vanguard FTSE All-World UCITS ETF (VWRL.AS) have volatilities of 4.10% and 3.91%, 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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.10%
3.91%
FWIA.DE
VWRL.AS