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

Performance

FWRA.L vs. SDIA.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 iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FWRA.L achieves a 9.51% return, which is significantly higher than SDIA.L's 0.95% return.


FWRA.L

1D
0.22%
1M
-0.32%
YTD
9.51%
6M
9.51%
1Y
24.63%
3Y*
5Y*
10Y*

SDIA.L

1D
0.16%
1M
0.47%
YTD
0.95%
6M
1.27%
1Y
4.08%
3Y*
5.39%
5Y*
2.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
FWRA.L
Invesco FTSE All-World UCITS ETF USD Accumulation
9.51%22.42%18.04%10.02%
SDIA.L
iShares USD Short Duration Corporate Bond UCITS ETF (Acc)
0.95%6.22%4.94%4.04%

Correlation

The correlation between FWRA.L and SDIA.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.24

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Return for Risk

FWRA.L vs. SDIA.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: 6868
Overall Rank
FWRA.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FWRA.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
FWRA.L Omega Ratio Rank: 6868
Omega Ratio Rank
FWRA.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
FWRA.L Martin Ratio Rank: 7070
Martin Ratio Rank

SDIA.L
SDIA.L Risk / Return Rank: 7575
Overall Rank
SDIA.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SDIA.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
SDIA.L Omega Ratio Rank: 7979
Omega Ratio Rank
SDIA.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
SDIA.L Martin Ratio Rank: 8181
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. SDIA.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 iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.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.LSDIA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.36

1.42

-0.06

Calmar ratioReturn relative to maximum drawdown

2.81

3.70

-0.89

Martin ratioReturn relative to average drawdown

11.42

14.29

-2.87

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

The current FWRA.L Sharpe Ratio is 1.93, which is comparable to the SDIA.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of FWRA.L and SDIA.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. SDIA.L - Drawdown Comparison

The maximum FWRA.L drawdown since its inception was -16.50%, which is greater than SDIA.L's maximum drawdown of -12.55%. Use the drawdown chart below to compare losses from any high point for FWRA.L and SDIA.L.


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Drawdown Indicators


FWRA.LSDIA.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.50%

-12.55%

-3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-1.10%

-7.68%

Max Drawdown (3Y)

Largest decline over 3 years

-16.50%

-1.32%

-15.18%

Max Drawdown (5Y)

Largest decline over 5 years

-7.61%

Current Drawdown

Current decline from peak

-2.54%

0.00%

-2.54%

Average Drawdown

Average peak-to-trough decline

-1.92%

-1.15%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

0.28%

+1.88%

Volatility

FWRA.L vs. SDIA.L - Volatility Comparison

Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) has a higher volatility of 4.15% compared to iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) at 0.82%. This indicates that FWRA.L's price experiences larger fluctuations and is considered to be riskier than SDIA.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.LSDIA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

0.82%

+3.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.44%

1.77%

+8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.86%

2.16%

+10.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.67%

2.77%

+10.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.67%

3.51%

+10.16%

FWRA.L vs. SDIA.L - Expense Ratio Comparison

FWRA.L has a 0.15% expense ratio, which is lower than SDIA.L's 0.20% 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

FWRA.L vs. SDIA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


FWRA.L and SDIA.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FWRA.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FWRA.L is cheaper with a 0.15% expense ratio, compared with 0.20% for SDIA.L.

FWRA.L is categorized as Global Equities, while SDIA.L is Corporate Bonds. FWRA.L tracks FTSE All-World Index, while SDIA.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.15% for FWRA.L and 0.20% for SDIA.L.

Portfolio Optimizer

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