RR.L vs. FWRG.L
RR.L (Rolls-Royce Holdings PLC) is a stock, while FWRG.L (Invesco FTSE All-World UCITS ETF Acc) is Global Equities fund tracking the FTSE All-World Index. Over the past year, RR.L returned 45.37% vs 31.42% for FWRG.L. At a 0.31 correlation, their price movements are largely independent.
Performance
RR.L vs. FWRG.L - Performance Comparison
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Different Trading Currencies
RR.L is traded in GBp, while FWRG.L is traded in USD. To make them comparable, the FWRG.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, RR.L achieves a 10.33% return, which is significantly lower than FWRG.L's 12.37% return.
RR.L
- 1D
- 0.40%
- 1M
- -1.25%
- YTD
- 10.33%
- 6M
- 16.99%
- 1Y
- 45.37%
- 3Y*
- 105.84%
- 5Y*
- 64.29%
- 10Y*
- 21.22%
FWRG.L
- 1D
- -0.04%
- 1M
- 5.18%
- YTD
- 12.37%
- 6M
- 11.16%
- 1Y
- 31.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RR.L vs. FWRG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RR.L Rolls-Royce Holdings PLC | 10.33% | 104.79% | 89.72% | 101.55% |
FWRG.L Invesco FTSE All-World UCITS ETF Acc | 12.34% | 5.73% | 22.20% | 7.05% |
Correlation
The correlation between RR.L and FWRG.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.31 |
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Return for Risk
RR.L vs. FWRG.L — Risk / Return Rank
RR.L
FWRG.L
RR.L vs. FWRG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.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.
| RR.L | FWRG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.44 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 4.66 | -2.41 |
| Martin ratioReturn relative to average drawdown | 6.29 | 12.24 | -5.95 |
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
| RR.L | FWRG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.46 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.53 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.10 | -0.75 |
Drawdowns
RR.L vs. FWRG.L - Drawdown Comparison
The maximum RR.L drawdown since its inception was -89.20%, which is greater than FWRG.L's maximum drawdown of -22.64%. Use the drawdown chart below to compare losses from any high point for RR.L and FWRG.L.
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Drawdown Indicators
| RR.L | FWRG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.20% | -22.64% | -66.56% |
Max Drawdown (1Y)Largest decline over 1 year | -19.04% | -6.70% | -12.34% |
Max Drawdown (3Y)Largest decline over 3 years | -21.78% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -55.09% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -89.20% | — | — |
Current DrawdownCurrent decline from peak | -6.91% | -0.07% | -6.84% |
Average DrawdownAverage peak-to-trough decline | -22.66% | -4.29% | -18.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.81% | 2.55% | +4.26% |
Volatility
RR.L vs. FWRG.L - Volatility Comparison
Rolls-Royce Holdings PLC (RR.L) has a higher volatility of 13.28% compared to Invesco FTSE All-World UCITS ETF Acc (FWRG.L) at 3.51%. This indicates that RR.L's price experiences larger fluctuations and is considered to be riskier 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
| RR.L | FWRG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.28% | 3.51% | +9.77% |
Volatility (6M)Calculated over the trailing 6-month period | 30.84% | 9.17% | +21.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.95% | 12.70% | +23.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.02% | 14.75% | +27.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.57% | 14.75% | +33.82% |
Dividends
RR.L vs. FWRG.L - Dividend Comparison
RR.L's dividend yield for the trailing twelve months is around 0.75%, while FWRG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RR.L Rolls-Royce Holdings PLC | 0.75% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 1.43% | 3.07% | 1.83% | 4.31% |
Frequently Asked Questions
RR.L and FWRG.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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