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FWRG.L vs. SPXP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FWRG.L vs. SPXP.L - 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 Invesco S&P 500 UCITS ETF (SPXP.L). The values are adjusted to include any dividend payments, if applicable.

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FWRG.L vs. SPXP.L - Yearly Performance Comparison


2026 (YTD)202520242023
FWRG.L
Invesco FTSE All-World UCITS ETF Acc
-2.48%13.84%20.11%8.08%
SPXP.L
Invesco S&P 500 UCITS ETF
-6.11%17.79%25.46%9.67%
Different Trading Currencies

FWRG.L is traded in USD, while SPXP.L is traded in GBp. To make them comparable, the SPXP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FWRG.L achieves a -2.48% return, which is significantly higher than SPXP.L's -6.79% return.


FWRG.L

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

SPXP.L

1D
0.00%
1M
-6.87%
YTD
-6.79%
6M
-3.15%
1Y
16.86%
3Y*
17.86%
5Y*
11.36%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FWRG.L vs. SPXP.L - Expense Ratio Comparison

FWRG.L has a 0.15% expense ratio, which is higher than SPXP.L's 0.05% expense ratio. However, 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

FWRG.L vs. SPXP.L — 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: 7171
Overall Rank
FWRG.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FWRG.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
FWRG.L Omega Ratio Rank: 7373
Omega Ratio Rank
FWRG.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
FWRG.L Martin Ratio Rank: 6969
Martin Ratio Rank

SPXP.L
SPXP.L Risk / Return Rank: 5757
Overall Rank
SPXP.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SPXP.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
SPXP.L Omega Ratio Rank: 5959
Omega Ratio Rank
SPXP.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
SPXP.L Martin Ratio Rank: 5454
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.

FWRG.L vs. SPXP.L - 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 Invesco S&P 500 UCITS ETF (SPXP.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.


FWRG.LSPXP.LDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.06

+0.19

Sortino ratio

Return per unit of downside risk

1.74

1.55

+0.19

Omega ratio

Gain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratio

Return relative to maximum drawdown

1.59

1.24

+0.34

Martin ratio

Return relative to average drawdown

6.64

5.88

+0.76

FWRG.L vs. SPXP.L - Sharpe Ratio Comparison

The current FWRG.L Sharpe Ratio is 1.25, which is comparable to the SPXP.L Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of FWRG.L and SPXP.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.


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Sharpe Ratios by Period


FWRG.LSPXP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.06

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

0.86

+0.27

Correlation

The correlation between FWRG.L and SPXP.L is 0.79, 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

FWRG.L vs. SPXP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

FWRG.L vs. SPXP.L - Drawdown Comparison

The maximum FWRG.L drawdown since its inception was -18.88%, smaller than the maximum SPXP.L drawdown of -33.47%. Use the drawdown chart below to compare losses from any high point for FWRG.L and SPXP.L.


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Drawdown Indicators


FWRG.LSPXP.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.88%

-25.46%

+6.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-10.33%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

Max Drawdown (10Y)

Largest decline over 10 years

-25.46%

Current Drawdown

Current decline from peak

-6.18%

-6.15%

-0.03%

Average Drawdown

Average peak-to-trough decline

-2.37%

-3.54%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.72%

-0.32%

Volatility

FWRG.L vs. SPXP.L - Volatility Comparison

Invesco FTSE All-World UCITS ETF Acc (FWRG.L) has a higher volatility of 4.24% compared to Invesco S&P 500 UCITS ETF (SPXP.L) at 3.81%. This indicates that FWRG.L's price experiences larger fluctuations and is considered to be riskier than SPXP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FWRG.LSPXP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

3.81%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.00%

8.34%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

15.82%

-2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.43%

15.59%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.43%

16.84%

-4.41%