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

Performance

IDIN.L vs. FWRG.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, IDIN.L achieves a 13.89% return, which is significantly higher than FWRG.L's 9.66% return.


IDIN.L

1D
0.73%
1M
3.57%
6M
12.60%
YTD
13.89%
1Y
19.00%
3Y*
12.53%
5Y*
6.83%
10Y*
7.27%

FWRG.L

1D
-0.97%
1M
-2.41%
6M
6.90%
YTD
9.66%
1Y
21.01%
3Y*
17.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)
13.89%12.97%8.79%3.44%
FWRG.L
Invesco FTSE All-World UCITS ETF Acc
9.66%13.84%20.11%8,531.38%

Correlation

The correlation between IDIN.L and FWRG.L is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.20

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

0.21

The correlation between IDIN.L and FWRG.L shifts across timeframes, from 0.04 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IDIN.L
IDIN.L Risk / Return Rank: 7676
Overall Rank
IDIN.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IDIN.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IDIN.L Omega Ratio Rank: 7070
Omega Ratio Rank
IDIN.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
IDIN.L Martin Ratio Rank: 7272
Martin Ratio Rank

FWRG.L
FWRG.L Risk / Return Rank: 7575
Overall Rank
FWRG.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FWRG.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
FWRG.L Omega Ratio Rank: 7777
Omega Ratio Rank
FWRG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
FWRG.L Martin Ratio Rank: 7676
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.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.

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.


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

-0.13

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.31

1.36

-0.05

Calmar ratioReturn relative to maximum drawdown

3.72

2.93

+0.79

Martin ratioReturn relative to average drawdown

9.70

11.20

-1.49

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

The current IDIN.L Sharpe Ratio is 1.79, which is comparable to the FWRG.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of IDIN.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.


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Drawdowns

IDIN.L vs. FWRG.L - Drawdown Comparison

The maximum IDIN.L drawdown since its inception was -49.57%, which is greater than FWRG.L's maximum drawdown of -18.87%. Use the drawdown chart below to compare losses from any high point for IDIN.L and FWRG.L.


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Drawdown Indicators


IDIN.LFWRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.57%

-18.87%

-30.70%

Max Drawdown (1Y)

Largest decline over 1 year

-5.08%

-7.14%

+2.06%

Max Drawdown (3Y)

Largest decline over 3 years

-14.86%

-18.87%

+4.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.69%

Max Drawdown (10Y)

Largest decline over 10 years

-34.86%

Current Drawdown

Current decline from peak

0.00%

-3.18%

+3.18%

Average Drawdown

Average peak-to-trough decline

-11.72%

-2.23%

-9.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

1.87%

+0.08%

Volatility

IDIN.L vs. FWRG.L - Volatility Comparison

The current volatility for iShares Global Infrastructure UCITS ETF USD (Dist) (IDIN.L) is 2.45%, while Invesco FTSE All-World UCITS ETF Acc (FWRG.L) has a volatility of 3.09%. This indicates that IDIN.L experiences smaller price fluctuations and is considered to be less risky than FWRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDIN.LFWRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.45%

3.09%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

8.51%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

10.60%

10.95%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.51%

4,411.54%

-4,398.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.39%

4,411.54%

-4,397.15%

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

IDIN.L has a 0.65% expense ratio, which is higher than FWRG.L's 0.15% expense ratio.


Dividends

IDIN.L vs. FWRG.L - Dividend Comparison

IDIN.L's dividend yield for the trailing twelve months is around 2.01%, while FWRG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
IDIN.L
iShares Global Infrastructure UCITS ETF USD (Dist)
2.01%2.20%2.36%2.37%2.11%1.93%2.08%2.05%2.34%2.60%2.80%3.20%

Frequently Asked Questions


IDIN.L and FWRG.L have a correlation of 0.04, 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 0.65% for IDIN.L.

IDIN.L is categorized as Mid Cap Value Equities, while FWRG.L is Global Equities. IDIN.L tracks FTSE Global Core Infrastructure Index (USD), while FWRG.L tracks FTSE All-World Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.65% for IDIN.L and 0.15% for FWRG.L.

Portfolio Optimizer

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