FWRG.L vs. DE

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco FTSE All-World UCITS ETF Acc (FWRG.L) and Deere & Company (DE).

FWRG.L is a passively managed fund by Invesco that tracks the performance of the FTSE All-World Index. It was launched on Feb 20, 2024.

Performance

FWRG.L vs. DE - 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 Deere & Company (DE). The values are adjusted to include any dividend payments, if applicable.

FWRG.L vs. DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FWRG.L Invesco FTSE All-World UCITS ETF Acc	-2.48%	13.84%	20.11%	8.08%
DE Deere & Company	21.35%	11.39%	7.56%	0.28%

Returns By Period

In the year-to-date period, FWRG.L achieves a -2.48% return, which is significantly lower than DE's 21.35% return.

FWRG.L

• 1D: 0.33%
• 1M: -6.18%
• YTD: -2.48%
• 6M: 1.64%
• 1Y: 17.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DE

• 1D: 1.70%
• 1M: -10.28%
• YTD: 21.35%
• 6M: 23.98%
• 1Y: 21.59%
• 3Y*: 12.46%
• 5Y*: 10.08%
• 10Y*: 24.09%

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

Return for Risk

FWRG.L vs. DE — 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: 71
FWRG.L Sharpe Ratio Rank: 73
FWRG.L Sortino Ratio Rank: 72
FWRG.L Omega Ratio Rank: 73
FWRG.L Calmar Ratio Rank: 66
FWRG.L Martin Ratio Rank: 69

DE

DE Risk / Return Rank: 66
DE Sharpe Ratio Rank: 68
DE Sortino Ratio Rank: 64
DE Omega Ratio Rank: 61
DE Calmar Ratio Rank: 70
DE Martin Ratio Rank: 67

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. DE - 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 Deere & Company (DE). 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.

	FWRG.L	DE	Difference
Sharpe ratio Return per unit of total volatility	1.25	0.72	+0.53
Sortino ratio Return per unit of downside risk	1.74	1.31	+0.43
Omega ratio Gain probability vs. loss probability	1.26	1.16	+0.10
Calmar ratio Return relative to maximum drawdown	1.59	1.37	+0.22
Martin ratio Return relative to average drawdown	6.64	2.79	+3.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FWRG.L vs. DE - Sharpe Ratio Comparison

The current FWRG.L Sharpe Ratio is 1.25, which is higher than the DE Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FWRG.L and DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FWRG.L	DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	0.72	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.35	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.80	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.14	0.39	+0.75

Correlation

The correlation between FWRG.L and DE is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FWRG.L vs. DE - Dividend Comparison

FWRG.L has not paid dividends to shareholders, while DE's dividend yield for the trailing twelve months is around 1.15%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FWRG.L Invesco FTSE All-World UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DE Deere & Company	1.15%	1.39%	1.42%	1.33%	1.05%	1.14%	1.13%	1.75%	1.84%	1.53%	2.33%	3.15%

Drawdowns

FWRG.L vs. DE - Drawdown Comparison

The maximum FWRG.L drawdown since its inception was -18.88%, smaller than the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for FWRG.L and DE.

Drawdown Indicators

	FWRG.L	DE	Difference
Max Drawdown Largest peak-to-trough decline	-18.88%	-73.27%	+54.39%
Max Drawdown (1Y) Largest decline over 1 year	-10.08%	-16.83%	+6.75%
Max Drawdown (5Y) Largest decline over 5 years	—	-33.81%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.91%	—
Current Drawdown Current decline from peak	-6.18%	-14.72%	+8.54%
Average Drawdown Average peak-to-trough decline	-2.37%	-18.64%	+16.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	8.26%	-5.86%

Volatility

FWRG.L vs. DE - Volatility Comparison

The current volatility for Invesco FTSE All-World UCITS ETF Acc (FWRG.L) is 4.24%, while Deere & Company (DE) has a volatility of 7.08%. This indicates that FWRG.L experiences smaller price fluctuations and is considered to be less risky than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FWRG.L	DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.24%	7.08%	-2.84%
Volatility (6M) Calculated over the trailing 6-month period	8.00%	21.52%	-13.52%
Volatility (1Y) Calculated over the trailing 1-year period	13.80%	30.15%	-16.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.43%	28.87%	-16.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.43%	30.21%	-17.78%