FWIA.DE vs. XDEV.DE
FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - FWIA.DE tracks the FTSE All-World while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past year, FWIA.DE returned 26.57% vs 63.09% for XDEV.DE. A 0.79 correlation means they provide meaningful diversification when combined. FWIA.DE charges 0.15%/yr vs 0.25%/yr for XDEV.DE.
Performance
FWIA.DE vs. XDEV.DE - Performance Comparison
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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 XDEV.DE's 35.07% return.
FWIA.DE
- 1D
- -0.22%
- 1M
- 4.98%
- YTD
- 12.60%
- 6M
- 13.33%
- 1Y
- 26.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEV.DE
- 1D
- -0.89%
- 1M
- 12.68%
- YTD
- 35.07%
- 6M
- 38.48%
- 1Y
- 63.09%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
FWIA.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.60% | 9.02% | 24.70% | 7.73% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 6.55% |
Correlation
The correlation between FWIA.DE and XDEV.DE is 0.81, 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 | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.79 |
The correlation between FWIA.DE and XDEV.DE has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.
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Return for Risk
FWIA.DE vs. XDEV.DE — Risk / Return Rank
FWIA.DE
XDEV.DE
FWIA.DE vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.81 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 10.38 | -6.30 |
| Martin ratioReturn relative to average drawdown | 16.52 | 39.12 | -22.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FWIA.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 4.52 | -2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.40 | 0.71 | +0.70 |
Drawdowns
FWIA.DE vs. XDEV.DE - Drawdown Comparison
The maximum FWIA.DE drawdown since its inception was -20.96%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for FWIA.DE and XDEV.DE.
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Drawdown Indicators
| FWIA.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.96% | -35.28% | +14.32% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -6.05% | -0.44% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.02% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.28% | — |
Current DrawdownCurrent decline from peak | -0.62% | -1.07% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -2.44% | -5.56% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.61% | -0.01% |
Volatility
FWIA.DE vs. XDEV.DE - Volatility Comparison
The current volatility for Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) is 2.96%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that FWIA.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 5.77% | -2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 11.20% | -3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 13.89% | -2.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.18% | 13.96% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.18% | 15.90% | -2.72% |
FWIA.DE vs. XDEV.DE - Expense Ratio Comparison
FWIA.DE has a 0.15% expense ratio, which is lower than XDEV.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. XDEV.DE - Dividend Comparison
Neither FWIA.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
FWIA.DE and XDEV.DE have a correlation of 0.81, 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 XDEV.DE.
FWIA.DE tracks FTSE All-World, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: Invesco and DWS. Their fees differ too: 0.15% for FWIA.DE and 0.25% for XDEV.DE.
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