FWRG.L vs. CRWD

Last updated Jun 13, 2026

FWRG.L (Invesco FTSE All-World UCITS ETF Acc) is Global Equities fund tracking the FTSE All-World Index, while CRWD (CrowdStrike Holdings, Inc.) is a stock. Over the past year, FWRG.L returned 27.51% vs 41.74% for CRWD. At a 0.30 correlation, their price movements are largely independent.

Performance

FWRG.L vs. CRWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco FTSE All-World UCITS ETF Acc (FWRG.L) and CrowdStrike Holdings, Inc. (CRWD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FWRG.L achieves a 10.64% return, which is significantly lower than CRWD's 45.66% return.

FWRG.L

• 1D: 1.78%
• 1M: 1.72%
• YTD: 10.64%
• 6M: 11.30%
• 1Y: 27.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CRWD

• 1D: -1.26%
• 1M: 21.37%
• YTD: 45.66%
• 6M: 35.27%
• 1Y: 41.74%
• 3Y*: 64.60%
• 5Y*: 24.18%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FWRG.L vs. CRWD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FWRG.L Invesco FTSE All-World UCITS ETF Acc	10.64%	13.84%	20.11%	8,531.38%
CRWD CrowdStrike Holdings, Inc.	45.66%	37.00%	34.01%	77.74%

Correlation

The correlation between FWRG.L and CRWD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023	0.30

Return for Risk

FWRG.L vs. CRWD — Risk / Return Rank

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

FWRG.L

FWRG.L Risk / Return Rank: 87
FWRG.L Sharpe Ratio Rank: 89
FWRG.L Sortino Ratio Rank: 89
FWRG.L Omega Ratio Rank: 89
FWRG.L Calmar Ratio Rank: 82
FWRG.L Martin Ratio Rank: 85

CRWD

CRWD Risk / Return Rank: 67
CRWD Sharpe Ratio Rank: 72
CRWD Sortino Ratio Rank: 68
CRWD Omega Ratio Rank: 66
CRWD Calmar Ratio Rank: 66
CRWD Martin Ratio Rank: 66

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.

FWRG.L vs. CRWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF Acc (FWRG.L) and CrowdStrike Holdings, Inc. (CRWD). 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.

	FWRG.L	CRWD	Difference
Sharpe ratio: Return per unit of total volatility	2.58	0.92	+1.66
Sortino ratio: Return per unit of downside risk	3.59	1.48	+2.10
Omega ratio: Gain probability vs. loss probability	1.49	1.19	+0.30
Calmar ratio: Return relative to maximum drawdown	3.84	1.13	+2.71
Martin ratio: Return relative to average drawdown	15.15	2.57	+12.58

FWRG.L vs. CRWD - Sharpe Ratio Comparison

The current FWRG.L Sharpe Ratio is 2.58, which is higher than the CRWD Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FWRG.L and CRWD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FWRG.L vs. CRWD - Drawdown Comparison

The maximum FWRG.L drawdown since its inception was -18.87%, smaller than the maximum CRWD drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for FWRG.L and CRWD.

Drawdown Indicators

	FWRG.L	CRWD	Difference
Max Drawdown Largest peak-to-trough decline	-18.87%	-67.69%	+48.82%
Max Drawdown (1Y) Largest decline over 1 year	-7.14%	-37.18%	+30.04%
Max Drawdown (3Y) Largest decline over 3 years	—	-44.44%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-67.69%	—
Current Drawdown Current decline from peak	-1.57%	-12.70%	+11.13%
Average Drawdown Average peak-to-trough decline	-2.26%	-23.61%	+21.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	16.29%	-14.48%

Volatility

FWRG.L vs. CRWD - Volatility Comparison

The current volatility for Invesco FTSE All-World UCITS ETF Acc (FWRG.L) is 3.65%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 18.47%. This indicates that FWRG.L experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FWRG.L	CRWD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	18.47%	-14.82%
Volatility (6M) Calculated over the trailing 6-month period	8.11%	37.66%	-29.55%
Volatility (1Y) Calculated over the trailing 1-year period	10.63%	45.48%	-34.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4,484.46%	50.78%	+4,433.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4,484.46%	56.07%	+4,428.39%

Dividends

FWRG.L vs. CRWD - Dividend Comparison

Neither FWRG.L nor CRWD has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FWRG.L and CRWD in my portfolio?

FWRG.L and CRWD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.