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

Performance

MLPQ.L vs. FTWG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.L) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023
MLPQ.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF
15.58%-4.55%24.63%11.03%
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
-0.52%14.12%19.92%7.22%

Returns By Period

In the year-to-date period, MLPQ.L achieves a 15.58% return, which is significantly higher than FTWG.L's -0.52% return.


MLPQ.L

1D
-4.01%
1M
-1.26%
YTD
15.58%
6M
15.47%
1Y
2.50%
3Y*
15.47%
5Y*
21.41%
10Y*
10.23%

FTWG.L

1D
1.96%
1M
-3.71%
YTD
-0.52%
6M
3.24%
1Y
18.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

MLPQ.L has a 0.50% expense ratio, which is higher than FTWG.L's 0.15% expense ratio.


Return for Risk

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

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

MLPQ.L
MLPQ.L Risk / Return Rank: 1414
Overall Rank
MLPQ.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
MLPQ.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
MLPQ.L Omega Ratio Rank: 1414
Omega Ratio Rank
MLPQ.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
MLPQ.L Martin Ratio Rank: 1414
Martin Ratio Rank

FTWG.L
FTWG.L Risk / Return Rank: 7676
Overall Rank
FTWG.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTWG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
FTWG.L Omega Ratio Rank: 7171
Omega Ratio Rank
FTWG.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTWG.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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.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.


MLPQ.LFTWG.LDifference

Sharpe ratio

Return per unit of total volatility

0.13

1.31

-1.18

Sortino ratio

Return per unit of downside risk

0.29

1.81

-1.52

Omega ratio

Gain probability vs. loss probability

1.04

1.27

-0.23

Calmar ratio

Return relative to maximum drawdown

0.17

2.59

-2.43

Martin ratio

Return relative to average drawdown

0.34

9.87

-9.53

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

The current MLPQ.L Sharpe Ratio is 0.13, which is lower than the FTWG.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of MLPQ.L and FTWG.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.


Loading graphics...

Sharpe Ratios by Period


MLPQ.LFTWG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

1.31

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

1.22

-1.04

Correlation

The correlation between MLPQ.L and FTWG.L is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MLPQ.L vs. FTWG.L - Dividend Comparison

MLPQ.L has not paid dividends to shareholders, while FTWG.L's dividend yield for the trailing twelve months is around 1.37%.


TTM202520242023
MLPQ.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF
0.00%0.00%0.00%0.00%
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
1.37%1.34%1.50%0.70%

Drawdowns

MLPQ.L vs. FTWG.L - Drawdown Comparison

The maximum MLPQ.L drawdown since its inception was -75.62%, which is greater than FTWG.L's maximum drawdown of -17.78%. Use the drawdown chart below to compare losses from any high point for MLPQ.L and FTWG.L.


Loading graphics...

Drawdown Indicators


MLPQ.LFTWG.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.62%

-17.78%

-57.84%

Max Drawdown (1Y)

Largest decline over 1 year

-16.22%

-10.16%

-6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

Max Drawdown (10Y)

Largest decline over 10 years

-74.07%

Current Drawdown

Current decline from peak

-4.80%

-4.05%

-0.75%

Average Drawdown

Average peak-to-trough decline

-20.24%

-2.06%

-18.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.18%

1.87%

+4.31%

Volatility

MLPQ.L vs. FTWG.L - Volatility Comparison

Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.L) has a higher volatility of 5.99% compared to Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) at 4.42%. This indicates that MLPQ.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 graphics...

Volatility by Period


MLPQ.LFTWG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

4.42%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

8.19%

+2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

13.94%

+5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

11.95%

+7.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.92%

11.95%

+15.97%