PortfoliosLab logoPortfoliosLab logo
GCEX.L vs. FTWG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GCEX.L vs. FTWG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF (GCEX.L) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GCEX.L achieves a 15.08% return, which is significantly higher than FTWG.L's 10.82% return.


GCEX.L

1D
-0.75%
1M
-9.70%
6M
7.04%
YTD
15.08%
1Y
40.93%
3Y*
-0.94%
5Y*
-6.57%
10Y*

FTWG.L

1D
-0.68%
1M
-1.15%
6M
9.12%
YTD
10.82%
1Y
22.80%
3Y*
17.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCEX.L vs. FTWG.L - Yearly Performance Comparison


2026 (YTD)202520242023
GCEX.L
Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF
15.08%32.21%-25.34%-9.61%
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
10.82%14.12%19.92%-13.67%

Correlation

The correlation between GCEX.L and FTWG.L is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2023

0.60

The correlation between GCEX.L and FTWG.L has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

GCEX.L vs. FTWG.L — Risk / Return Rank

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

GCEX.L
GCEX.L Risk / Return Rank: 6161
Overall Rank
GCEX.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GCEX.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
GCEX.L Omega Ratio Rank: 6464
Omega Ratio Rank
GCEX.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
GCEX.L Martin Ratio Rank: 5656
Martin Ratio Rank

FTWG.L
FTWG.L Risk / Return Rank: 8181
Overall Rank
FTWG.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FTWG.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
FTWG.L Omega Ratio Rank: 8383
Omega Ratio Rank
FTWG.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
FTWG.L Martin Ratio Rank: 8181
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.

GCEX.L vs. FTWG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF (GCEX.L) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.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.

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.


GCEX.LFTWG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.31

1.39

-0.08

Calmar ratioReturn relative to maximum drawdown

2.23

3.19

-0.97

Martin ratioReturn relative to average drawdown

7.69

12.44

-4.75

GCEX.L vs. FTWG.L - Sharpe Ratio Comparison

The current GCEX.L Sharpe Ratio is 1.81, which is comparable to the FTWG.L Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of GCEX.L and FTWG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GCEX.L vs. FTWG.L - Drawdown Comparison

The maximum GCEX.L drawdown since its inception was -78.22%, which is greater than FTWG.L's maximum drawdown of -22.14%. Use the drawdown chart below to compare losses from any high point for GCEX.L and FTWG.L.


Loading charts...

Drawdown Indicators


GCEX.LFTWG.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.22%

-22.14%

-56.08%

Max Drawdown (1Y)

Largest decline over 1 year

-18.30%

-7.11%

-11.19%

Max Drawdown (3Y)

Largest decline over 3 years

-52.81%

-17.78%

-35.03%

Max Drawdown (5Y)

Largest decline over 5 years

-68.40%

Current Drawdown

Current decline from peak

-57.32%

-1.99%

-55.33%

Average Drawdown

Average peak-to-trough decline

-57.38%

-6.53%

-50.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.31%

1.83%

+3.48%

Volatility

GCEX.L vs. FTWG.L - Volatility Comparison

Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF (GCEX.L) has a higher volatility of 8.35% compared to Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) at 3.21%. This indicates that GCEX.L's price experiences larger fluctuations and is considered to be riskier than FTWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GCEX.LFTWG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.35%

3.21%

+5.14%

Volatility (6M)

Calculated over the trailing 6-month period

17.24%

8.46%

+8.78%

Volatility (1Y)

Calculated over the trailing 1-year period

22.58%

10.88%

+11.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.72%

16.63%

+9.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.92%

16.63%

+12.29%

GCEX.L vs. FTWG.L - Expense Ratio Comparison

GCEX.L has a 0.60% expense ratio, which is higher than FTWG.L's 0.15% expense ratio.


Dividends

GCEX.L vs. FTWG.L - Dividend Comparison

GCEX.L's dividend yield for the trailing twelve months is around 1.40%, more than FTWG.L's 1.26% yield.


PositionTTM20252024202320222021
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
1.26%1.34%1.50%0.70%0.00%0.00%
GCEX.L
Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF
1.40%2.07%1.38%0.69%0.09%0.19%

Frequently Asked Questions


GCEX.L and FTWG.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTWG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTWG.L is cheaper with a 0.15% expense ratio, compared with 0.60% for GCEX.L.

GCEX.L tracks Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF, while FTWG.L tracks FTSE All-World Index. Their fees differ too: 0.60% for GCEX.L and 0.15% for FTWG.L.

Portfolio Optimizer

Find the right allocation for GCEX.L and FTWG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer