PortfoliosLab logoPortfoliosLab logo
FWRA.L vs. SWDA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FWRA.L vs. SWDA.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 Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023
FWRA.L
Invesco FTSE All-World UCITS ETF USD Accumulation
-4.38%22.37%18.07%9.23%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
-4.80%21.14%19.09%9.09%
Different Trading Currencies

FWRA.L is traded in USD, while SWDA.L is traded in GBp. To make them comparable, the SWDA.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 -4.38% return, which is significantly higher than SWDA.L's -5.47% return.


FWRA.L

1D
0.39%
1M
-7.98%
YTD
-4.38%
6M
-0.27%
1Y
19.76%
3Y*
5Y*
10Y*

SWDA.L

1D
0.00%
1M
-7.83%
YTD
-5.47%
6M
-1.48%
1Y
18.00%
3Y*
16.51%
5Y*
9.81%
10Y*
11.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

FWRA.L has a 0.15% expense ratio, which is lower than SWDA.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%.


Return for Risk

FWRA.L vs. SWDA.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: 7979
Overall Rank
FWRA.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FWRA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
FWRA.L Omega Ratio Rank: 7373
Omega Ratio Rank
FWRA.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
FWRA.L Martin Ratio Rank: 8989
Martin Ratio Rank

SWDA.L
SWDA.L Risk / Return Rank: 6666
Overall Rank
SWDA.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 6868
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 6666
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. SWDA.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 Core MSCI World UCITS ETF USD (Acc) (SWDA.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.LSWDA.LDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.17

+0.13

Sortino ratio

Return per unit of downside risk

1.81

1.66

+0.15

Omega ratio

Gain probability vs. loss probability

1.26

1.24

+0.03

Calmar ratio

Return relative to maximum drawdown

2.50

1.40

+1.10

Martin ratio

Return relative to average drawdown

10.99

6.74

+4.24

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

The current FWRA.L Sharpe Ratio is 1.30, which is comparable to the SWDA.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FWRA.L and SWDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FWRA.LSWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.17

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.67

+0.53

Correlation

The correlation between FWRA.L and SWDA.L is 0.90, 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. SWDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

FWRA.L vs. SWDA.L - Drawdown Comparison

The maximum FWRA.L drawdown since its inception was -16.60%, smaller than the maximum SWDA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for FWRA.L and SWDA.L.


Loading graphics...

Drawdown Indicators


FWRA.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.60%

-25.58%

+8.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-10.26%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-18.50%

Max Drawdown (10Y)

Largest decline over 10 years

-25.58%

Current Drawdown

Current decline from peak

-8.34%

-5.44%

-2.90%

Average Drawdown

Average peak-to-trough decline

-1.98%

-3.52%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.37%

-0.39%

Volatility

FWRA.L vs. SWDA.L - Volatility Comparison

Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) has a higher volatility of 5.22% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 4.42%. This indicates that FWRA.L's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FWRA.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

4.42%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

8.78%

8.44%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

15.36%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.30%

15.30%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.30%

15.70%

-2.40%