LVLC.DE vs. FWIA.DE
LVLC.DE (Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc) and FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) are both Global Equities funds from Invesco - LVLC.DE tracks the Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon while FWIA.DE tracks the FTSE All-World. Both are passively managed. Over the past year, LVLC.DE returned 10.51% vs 26.39% for FWIA.DE. Their correlation of 0.82 suggests significant overlap in exposure. LVLC.DE charges 0.25%/yr vs 0.15%/yr for FWIA.DE.
Performance
LVLC.DE vs. FWIA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LVLC.DE achieves a 4.86% return, which is significantly lower than FWIA.DE's 12.60% return.
LVLC.DE
- 1D
- -0.11%
- 1M
- 2.82%
- YTD
- 4.86%
- 6M
- 5.74%
- 1Y
- 10.51%
- 3Y*
- 12.70%
- 5Y*
- —
- 10Y*
- —
FWIA.DE
- 1D
- -0.22%
- 1M
- 3.67%
- YTD
- 12.60%
- 6M
- 12.82%
- 1Y
- 26.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LVLC.DE vs. FWIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 4.86% | 5.91% | 23.88% | 4.36% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.60% | 9.02% | 24.70% | 7.73% |
Correlation
The correlation between LVLC.DE and FWIA.DE is 0.80, 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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.82 |
The correlation between LVLC.DE and FWIA.DE has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.
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Return for Risk
LVLC.DE vs. FWIA.DE — Risk / Return Rank
LVLC.DE
FWIA.DE
LVLC.DE vs. FWIA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) and Invesco FTSE All-World UCITS ETF Acc (FWIA.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.
| LVLC.DE | FWIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.44 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 4.08 | -2.28 |
| Martin ratioReturn relative to average drawdown | 6.55 | 16.52 | -9.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LVLC.DE | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.36 | -1.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 1.40 | -0.45 |
Drawdowns
LVLC.DE vs. FWIA.DE - Drawdown Comparison
The maximum LVLC.DE drawdown since its inception was -16.03%, smaller than the maximum FWIA.DE drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for LVLC.DE and FWIA.DE.
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Drawdown Indicators
| LVLC.DE | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.03% | -20.96% | +4.93% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -6.49% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | — | — |
Current DrawdownCurrent decline from peak | -0.43% | -0.62% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -2.98% | -2.44% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.60% | -0.04% |
Volatility
LVLC.DE vs. FWIA.DE - Volatility Comparison
The current volatility for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) is 2.05%, while Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) has a volatility of 2.96%. This indicates that LVLC.DE experiences smaller price fluctuations and is considered to be less risky than FWIA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LVLC.DE | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 2.96% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 8.09% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.68% | 11.22% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.57% | 13.18% | -2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.57% | 13.18% | -2.61% |
LVLC.DE vs. FWIA.DE - Expense Ratio Comparison
LVLC.DE has a 0.25% expense ratio, which is higher than FWIA.DE's 0.15% 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%.
Dividends
LVLC.DE vs. FWIA.DE - Dividend Comparison
Neither LVLC.DE nor FWIA.DE has paid dividends to shareholders.
Frequently Asked Questions
LVLC.DE and FWIA.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for LVLC.DE.
LVLC.DE tracks Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon, while FWIA.DE tracks FTSE All-World. Their fees differ too: 0.25% for LVLC.DE and 0.15% for FWIA.DE.
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