FWRA.L vs. IGDA.L
Compare and contrast key facts about Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L).
FWRA.L and IGDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FWRA.L is a passively managed fund by Invesco that tracks the performance of the FTSE All-World Index. It was launched on Feb 20, 2024. IGDA.L is a passively managed fund by Invesco that tracks the performance of the Dow Jones Islamic Market Developed Markets Index. It was launched on Jan 7, 2022. Both FWRA.L and IGDA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FWRA.L vs. IGDA.L - Performance Comparison
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FWRA.L vs. IGDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FWRA.L Invesco FTSE All-World UCITS ETF USD Accumulation | -1.52% | 22.37% | 18.07% | 9.23% |
IGDA.L Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc | -3.18% | 18.74% | 17.94% | 8.63% |
Returns By Period
In the year-to-date period, FWRA.L achieves a -1.52% return, which is significantly higher than IGDA.L's -3.18% return.
FWRA.L
- 1D
- 3.00%
- 1M
- -4.08%
- YTD
- -1.52%
- 6M
- 2.01%
- 1Y
- 21.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGDA.L
- 1D
- 2.88%
- 1M
- -4.81%
- YTD
- -3.18%
- 6M
- 1.04%
- 1Y
- 22.45%
- 3Y*
- 16.86%
- 5Y*
- —
- 10Y*
- —
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FWRA.L vs. IGDA.L - Expense Ratio Comparison
FWRA.L has a 0.15% expense ratio, which is lower than IGDA.L's 0.40% expense ratio.
Return for Risk
FWRA.L vs. IGDA.L — Risk / Return Rank
FWRA.L
IGDA.L
FWRA.L vs. IGDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.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.
| FWRA.L | IGDA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 1.31 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.87 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.26 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.58 | 2.29 | +1.30 |
Martin ratioReturn relative to average drawdown | 15.79 | 9.52 | +6.26 |
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
| FWRA.L | IGDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.31 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.28 | 0.61 | +0.67 |
Correlation
The correlation between FWRA.L and IGDA.L is 0.92, 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.
Dividends
FWRA.L vs. IGDA.L - Dividend Comparison
Neither FWRA.L nor IGDA.L has paid dividends to shareholders.
Drawdowns
FWRA.L vs. IGDA.L - Drawdown Comparison
The maximum FWRA.L drawdown since its inception was -16.60%, smaller than the maximum IGDA.L drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for FWRA.L and IGDA.L.
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Drawdown Indicators
| FWRA.L | IGDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.60% | -24.18% | +7.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -11.73% | +0.11% |
Current DrawdownCurrent decline from peak | -5.59% | -6.36% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -1.98% | -5.37% | +3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 2.33% | -0.35% |
Volatility
FWRA.L vs. IGDA.L - Volatility Comparison
Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) have volatilities of 5.75% and 5.72%, 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.
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Volatility by Period
| FWRA.L | IGDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 5.72% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 10.08% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 17.17% | -1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 18.69% | -5.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.41% | 18.69% | -5.28% |