PortfoliosLab logoPortfoliosLab logo
IDFN.L vs. FWRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDFN.L vs. FWRG.L - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IDFN.L achieves a 34.54% return, which is significantly higher than FWRG.L's 11.97% return.


IDFN.L

1D
-1.85%
1M
12.42%
YTD
34.54%
6M
43.45%
1Y
75.98%
3Y*
5Y*
10Y*

FWRG.L

1D
-0.38%
1M
5.96%
YTD
11.97%
6M
12.52%
1Y
30.35%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
IDFN.L
Invesco Defence Innovation UCITS ETF Acc
34.54%55.93%6.12%
FWRG.L
Invesco FTSE All-World UCITS ETF Acc
11.97%13.84%3.75%

Correlation

The correlation between IDFN.L and FWRG.L is 0.53, 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

0.53

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2024

0.57

The correlation between IDFN.L and FWRG.L has been stable across timeframes, ranging from 0.53 to 0.57 - 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

IDFN.L vs. FWRG.L — Risk / Return Rank

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

IDFN.L
IDFN.L Risk / Return Rank: 8585
Overall Rank
IDFN.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IDFN.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IDFN.L Omega Ratio Rank: 7676
Omega Ratio Rank
IDFN.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IDFN.L Martin Ratio Rank: 8383
Martin Ratio Rank

FWRG.L
FWRG.L Risk / Return Rank: 8585
Overall Rank
FWRG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FWRG.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
FWRG.L Omega Ratio Rank: 8888
Omega Ratio Rank
FWRG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
FWRG.L Martin Ratio Rank: 8383
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Defence Innovation UCITS ETF Acc (IDFN.L) and Invesco FTSE All-World UCITS ETF Acc (FWRG.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.


IDFN.LFWRG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.45

1.56

-0.11

Calmar ratioReturn relative to maximum drawdown

5.65

4.23

+1.41

Martin ratioReturn relative to average drawdown

16.53

17.11

-0.58

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

The current IDFN.L Sharpe Ratio is 2.92, which is comparable to the FWRG.L Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of IDFN.L and FWRG.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...

Sharpe Ratios by Period


IDFN.LFWRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.92

2.93

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

2.43

1.51

+0.93

Drawdowns

IDFN.L vs. FWRG.L - Drawdown Comparison

The maximum IDFN.L drawdown since its inception was -13.71%, smaller than the maximum FWRG.L drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for IDFN.L and FWRG.L.


Loading charts...

Drawdown Indicators


IDFN.LFWRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-13.71%

-18.88%

+5.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-7.14%

-6.25%

Current Drawdown

Current decline from peak

-5.01%

-0.38%

-4.63%

Average Drawdown

Average peak-to-trough decline

-2.99%

-2.28%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

1.77%

+2.81%

Volatility

IDFN.L vs. FWRG.L - Volatility Comparison

Invesco Defence Innovation UCITS ETF Acc (IDFN.L) has a higher volatility of 10.26% compared to Invesco FTSE All-World UCITS ETF Acc (FWRG.L) at 2.96%. This indicates that IDFN.L's price experiences larger fluctuations and is considered to be riskier than FWRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IDFN.LFWRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.26%

2.96%

+7.30%

Volatility (6M)

Calculated over the trailing 6-month period

21.07%

7.69%

+13.38%

Volatility (1Y)

Calculated over the trailing 1-year period

25.94%

10.33%

+15.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.89%

12.41%

+14.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.89%

12.41%

+14.48%

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

IDFN.L has a 0.35% expense ratio, which is higher than FWRG.L's 0.15% expense ratio.


Dividends

IDFN.L vs. FWRG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IDFN.L and FWRG.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FWRG.L is cheaper with a 0.15% expense ratio, compared with 0.35% for IDFN.L.

IDFN.L is categorized as Aerospace & Defense, while FWRG.L is Global Equities. IDFN.L tracks S&P Kensho Global Future Defense Index, while FWRG.L tracks FTSE All-World Index. Their fees differ too: 0.35% for IDFN.L and 0.15% for FWRG.L.

Portfolio Optimizer

Find the right allocation for IDFN.L and FWRG.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