PFE vs. FWRA.L
PFE (Pfizer Inc.) is a stock, while FWRA.L (Invesco FTSE All-World UCITS ETF USD Accumulation) is Global Equities fund tracking the FTSE All-World Index. Over the past year, PFE returned 17.39% vs 25.89% for FWRA.L. At a 0.12 correlation, their price movements are largely independent.
Performance
PFE vs. FWRA.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PFE achieves a 6.34% return, which is significantly lower than FWRA.L's 9.27% return.
PFE
- 1D
- -1.61%
- 1M
- -0.23%
- YTD
- 6.34%
- 6M
- 2.75%
- 1Y
- 17.39%
- 3Y*
- -7.47%
- 5Y*
- -3.62%
- 10Y*
- 1.79%
FWRA.L
- 1D
- -0.43%
- 1M
- 0.22%
- YTD
- 9.27%
- 6M
- 10.72%
- 1Y
- 25.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PFE vs. FWRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
PFE Pfizer Inc. | 6.34% | 0.65% | -2.22% | -20.02% |
FWRA.L Invesco FTSE All-World UCITS ETF USD Accumulation | 9.27% | 22.42% | 18.04% | 10.02% |
Correlation
The correlation between PFE and FWRA.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2023 | 0.12 |
The correlation between PFE and FWRA.L shifts across timeframes, from 0.12 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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
PFE vs. FWRA.L — Risk / Return Rank
PFE
FWRA.L
PFE vs. FWRA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) and Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.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.
| PFE | FWRA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.38 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.95 | -1.43 |
| Martin ratioReturn relative to average drawdown | 3.11 | 12.33 | -9.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| PFE | FWRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 2.07 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 1.51 | -1.18 |
Drawdowns
PFE vs. FWRA.L - Drawdown Comparison
The maximum PFE drawdown since its inception was -69.24%, which is greater than FWRA.L's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for PFE and FWRA.L.
Loading charts...
Drawdown Indicators
| PFE | FWRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.24% | -16.50% | -52.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -8.78% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -40.75% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -58.96% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -58.96% | — | — |
Current DrawdownCurrent decline from peak | -46.90% | -2.75% | -44.15% |
Average DrawdownAverage peak-to-trough decline | -22.89% | -1.92% | -20.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.61% | 2.10% | +3.51% |
Volatility
PFE vs. FWRA.L - Volatility Comparison
Pfizer Inc. (PFE) has a higher volatility of 4.78% compared to Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) at 3.90%. This indicates that PFE's price experiences larger fluctuations and is considered to be riskier than FWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PFE | FWRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 3.90% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 14.74% | 9.98% | +4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.98% | 12.55% | +11.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.52% | 13.63% | +11.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 13.63% | +10.26% |
Dividends
PFE vs. FWRA.L - Dividend Comparison
PFE's dividend yield for the trailing twelve months is around 6.71%, while FWRA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWRA.L Invesco FTSE All-World UCITS ETF USD Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFE Pfizer Inc. | 6.71% | 6.91% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% |
Frequently Asked Questions
PFE and FWRA.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for PFE and FWRA.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