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FWIA.DE vs. WDEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FWIA.DE vs. WDEE.DE - 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 Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE). The values are adjusted to include any dividend payments, if applicable.

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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 WDEE.DE's 33.31% return.


FWIA.DE

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

WDEE.DE

1D
2.19%
1M
-0.24%
YTD
33.31%
6M
28.72%
1Y
38.58%
3Y*
16.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FWIA.DE vs. WDEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
12.60%9.02%24.70%7.73%
WDEE.DE
Invesco S&P World Energy ESG UCITS ETF Acc
33.31%-2.96%9.29%11.00%

Correlation

The correlation between FWIA.DE and WDEE.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

0.26

The correlation between FWIA.DE and WDEE.DE shifts across timeframes, from -0.04 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FWIA.DE vs. WDEE.DE — 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

WDEE.DE
WDEE.DE Risk / Return Rank: 5353
Overall Rank
WDEE.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WDEE.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
WDEE.DE Omega Ratio Rank: 5050
Omega Ratio Rank
WDEE.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
WDEE.DE Martin Ratio Rank: 5555
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. WDEE.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 S&P World Energy ESG UCITS ETF Acc (WDEE.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.DEWDEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.44

1.31

+0.14

Calmar ratioReturn relative to maximum drawdown

4.08

2.94

+1.14

Martin ratioReturn relative to average drawdown

16.52

9.51

+7.01

FWIA.DE vs. WDEE.DE - Sharpe Ratio Comparison

The current FWIA.DE Sharpe Ratio is 2.36, which is higher than the WDEE.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FWIA.DE and WDEE.DE, 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.DEWDEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

1.75

+0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.40

0.69

+0.71

Drawdowns

FWIA.DE vs. WDEE.DE - Drawdown Comparison

The maximum FWIA.DE drawdown since its inception was -20.96%, smaller than the maximum WDEE.DE drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for FWIA.DE and WDEE.DE.


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Drawdown Indicators


FWIA.DEWDEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.96%

-23.77%

+2.81%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-12.42%

+5.93%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

Current Drawdown

Current decline from peak

-0.62%

-4.37%

+3.75%

Average Drawdown

Average peak-to-trough decline

-2.44%

-7.19%

+4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

3.85%

-2.25%

Volatility

FWIA.DE vs. WDEE.DE - Volatility Comparison

The current volatility for Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) is 2.96%, while Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a volatility of 7.54%. This indicates that FWIA.DE experiences smaller price fluctuations and is considered to be less risky than WDEE.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.DEWDEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

7.54%

-4.58%

Volatility (6M)

Calculated over the trailing 6-month period

8.09%

17.53%

-9.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

20.89%

-9.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

19.94%

-6.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

19.94%

-6.76%

FWIA.DE vs. WDEE.DE - Expense Ratio Comparison

FWIA.DE has a 0.15% expense ratio, which is lower than WDEE.DE's 0.18% 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. WDEE.DE - Dividend Comparison

Neither FWIA.DE nor WDEE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FWIA.DE and WDEE.DE have a correlation of -0.04, 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 0.18% for WDEE.DE.

FWIA.DE is categorized as Global Equities, while WDEE.DE is Energy Equities. FWIA.DE tracks FTSE All-World, while WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. Their fees differ too: 0.15% for FWIA.DE and 0.18% for WDEE.DE.

Portfolio Optimizer

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