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

Performance

PWC vs. FWRG.L - Performance Comparison

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

Loading graphics...

PWC vs. FWRG.L - Yearly Performance Comparison


2026 (YTD)202520242023
PWC
Invesco Dynamic Market ETF
2.60%6.15%17.46%7.49%
FWRG.L
Invesco FTSE All-World UCITS ETF Acc
-2.48%13.84%20.11%8.08%

Returns By Period

In the year-to-date period, PWC achieves a 2.60% return, which is significantly higher than FWRG.L's -2.48% return.


PWC

1D
1.17%
1M
-5.11%
YTD
2.60%
6M
2.73%
1Y
6.46%
3Y*
12.67%
5Y*
6.65%
10Y*
9.15%

FWRG.L

1D
0.33%
1M
-6.18%
YTD
-2.48%
6M
1.64%
1Y
17.35%
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.


PWC vs. FWRG.L - Expense Ratio Comparison

PWC has a 0.60% expense ratio, which is higher than FWRG.L's 0.15% expense ratio.


Return for Risk

PWC vs. FWRG.L — Risk / Return Rank

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

PWC
PWC Risk / Return Rank: 2929
Overall Rank
PWC Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PWC Sortino Ratio Rank: 2626
Sortino Ratio Rank
PWC Omega Ratio Rank: 2626
Omega Ratio Rank
PWC Calmar Ratio Rank: 2929
Calmar Ratio Rank
PWC Martin Ratio Rank: 3535
Martin Ratio Rank

FWRG.L
FWRG.L Risk / Return Rank: 7171
Overall Rank
FWRG.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FWRG.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
FWRG.L Omega Ratio Rank: 7373
Omega Ratio Rank
FWRG.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
FWRG.L Martin Ratio Rank: 6969
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Market ETF (PWC) 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.


PWCFWRG.LDifference

Sharpe ratio

Return per unit of total volatility

0.46

1.25

-0.80

Sortino ratio

Return per unit of downside risk

0.74

1.74

-1.01

Omega ratio

Gain probability vs. loss probability

1.10

1.26

-0.16

Calmar ratio

Return relative to maximum drawdown

0.70

1.59

-0.88

Martin ratio

Return relative to average drawdown

3.23

6.64

-3.40

PWC vs. FWRG.L - Sharpe Ratio Comparison

The current PWC Sharpe Ratio is 0.46, which is lower than the FWRG.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of PWC and FWRG.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


PWCFWRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.25

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

1.14

-1.03

Correlation

The correlation between PWC and FWRG.L is 0.29, 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

PWC vs. FWRG.L - Dividend Comparison

PWC's dividend yield for the trailing twelve months is around 1.73%, while FWRG.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
PWC
Invesco Dynamic Market ETF
1.73%1.77%1.58%1.67%1.51%0.56%1.09%0.95%1.44%1.75%1.35%1.02%
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%

Drawdowns

PWC vs. FWRG.L - Drawdown Comparison

The maximum PWC drawdown since its inception was -78.13%, which is greater than FWRG.L's maximum drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for PWC and FWRG.L.


Loading graphics...

Drawdown Indicators


PWCFWRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.13%

-18.88%

-59.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-10.08%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-39.45%

Current Drawdown

Current decline from peak

-5.36%

-6.18%

+0.82%

Average Drawdown

Average peak-to-trough decline

-36.46%

-2.37%

-34.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.40%

+0.05%

Volatility

PWC vs. FWRG.L - Volatility Comparison

The current volatility for Invesco Dynamic Market ETF (PWC) is 3.07%, while Invesco FTSE All-World UCITS ETF Acc (FWRG.L) has a volatility of 4.24%. This indicates that PWC 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.


Loading graphics...

Volatility by Period


PWCFWRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

4.24%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.37%

8.00%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

13.80%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.29%

12.43%

+3.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

12.43%

+6.41%