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FWRA.L vs. MIST.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FWRA.L vs. MIST.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) and PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation (MIST.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FWRA.L is traded in USD, while MIST.L is traded in GBP. To make them comparable, the MIST.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FWRA.L achieves a 11.06% return, which is significantly higher than MIST.L's 1.66% return.


FWRA.L

1D
0.11%
1M
-0.64%
6M
9.50%
YTD
11.06%
1Y
23.54%
3Y*
19.09%
5Y*
10Y*

MIST.L

1D
0.25%
1M
0.09%
6M
1.62%
YTD
1.66%
1Y
4.38%
3Y*
5.81%
5Y*
2.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FWRA.L vs. MIST.L - Yearly Performance Comparison


Correlation

The correlation between FWRA.L and MIST.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2023

0.32

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Return for Risk

FWRA.L vs. MIST.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FWRA.L
FWRA.L Risk / Return Rank: 7272
Overall Rank
FWRA.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FWRA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
FWRA.L Omega Ratio Rank: 7272
Omega Ratio Rank
FWRA.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
FWRA.L Martin Ratio Rank: 7373
Martin Ratio Rank

MIST.L
MIST.L Risk / Return Rank: 100100
Overall Rank
MIST.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MIST.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
MIST.L Omega Ratio Rank: 9999
Omega Ratio Rank
MIST.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
MIST.L Martin Ratio Rank: 100100
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.

FWRA.L vs. MIST.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 PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation (MIST.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FWRA.LMIST.LDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.80

Omega ratioGain probability vs. loss probability

1.34

1.11

+0.23

Calmar ratioReturn relative to maximum drawdown

2.68

0.96

+1.72

Martin ratioReturn relative to average drawdown

10.70

2.13

+8.57

FWRA.L vs. MIST.L - Sharpe Ratio Comparison

The current FWRA.L Sharpe Ratio is 1.83, which is higher than the MIST.L Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FWRA.L and MIST.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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Drawdowns

FWRA.L vs. MIST.L - Drawdown Comparison

The maximum FWRA.L drawdown since its inception was -16.50%, smaller than the maximum MIST.L drawdown of -26.32%. Use the drawdown chart below to compare losses from any high point for FWRA.L and MIST.L.


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Drawdown Indicators


FWRA.LMIST.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.50%

-26.32%

+9.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-4.21%

-4.57%

Max Drawdown (3Y)

Largest decline over 3 years

-16.50%

-7.89%

-8.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.04%

Current Drawdown

Current decline from peak

-1.16%

-1.45%

+0.29%

Average Drawdown

Average peak-to-trough decline

-1.92%

-5.96%

+4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.91%

+0.29%

Volatility

FWRA.L vs. MIST.L - Volatility Comparison

Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) has a higher volatility of 3.20% compared to PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation (MIST.L) at 1.69%. This indicates that FWRA.L's price experiences larger fluctuations and is considered to be riskier than MIST.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWRA.LMIST.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

1.69%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

4.92%

+5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

6.53%

+6.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.61%

8.59%

+5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.61%

8.91%

+4.70%

Dividends

FWRA.L vs. MIST.L - Dividend Comparison

Neither FWRA.L nor MIST.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FWRA.L and MIST.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FWRA.L tracks FTSE All-World Index, while MIST.L tracks PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation. They also come from different issuers: Invesco and PIMCO.

Portfolio Optimizer

Find the right allocation for FWRA.L and MIST.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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