FWRA.L vs. USD=X
FWRA.L (Invesco FTSE All-World UCITS ETF USD Accumulation) is Global Equities fund tracking the FTSE All-World Index, while USD=X (USD Cash) is a currency. Over the past 3 years, FWRA.L returned 18.69%/yr vs 0.00%/yr for USD=X.
Performance
FWRA.L vs. USD=X - Performance Comparison
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Returns By Period
FWRA.L
- 1D
- 0.65%
- 1M
- -0.64%
- 6M
- 9.43%
- YTD
- 10.34%
- 1Y
- 21.31%
- 3Y*
- 18.69%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.10%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
- ALL TIME*
- 0.00%
FWRA.L vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FWRA.L Invesco FTSE All-World UCITS ETF USD Accumulation | 10.34% | 22.42% | 18.04% | 10.02% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
FWRA.L vs. USD=X — Risk / Return Rank
FWRA.L
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FWRA.L vs. USD=X - 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 USD Cash (USD=X). 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.L | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | — | — |
| Martin ratioReturn relative to average drawdown | 9.61 | — | — |
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Drawdowns
FWRA.L vs. USD=X - Drawdown Comparison
The maximum FWRA.L drawdown since its inception was -16.50%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FWRA.L and USD=X.
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Drawdown Indicators
| FWRA.L | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.50% | 0.00% | -16.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | 0.00% | -8.78% |
Max Drawdown (3Y)Largest decline over 3 years | -16.50% | 0.00% | -16.50% |
Max Drawdown (5Y)Largest decline over 5 years | — | 0.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -1.80% | 0.00% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -1.92% | 0.00% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 0.00% | +2.22% |
Volatility
FWRA.L vs. USD=X - Volatility Comparison
Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) has a higher volatility of 3.54% compared to USD Cash (USD=X) at 0.00%. This indicates that FWRA.L's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FWRA.L | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 0.00% | +3.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 0.00% | +10.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.91% | 0.00% | +12.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.60% | 0.00% | +13.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.60% | 0.00% | +13.60% |
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