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SMLN.DE vs. FWEA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMLN.DE vs. FWEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco JPX-Nikkei 400 UCITS ETF (SMLN.DE) and Invesco FTSE All-World UCITS ETF (FWEA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMLN.DE achieves a 15.87% return, which is significantly higher than FWEA.DE's 10.64% return.


SMLN.DE

1D
-0.49%
1M
4.75%
YTD
15.87%
6M
15.93%
1Y
28.29%
3Y*
14.96%
5Y*
9.82%
10Y*
8.93%

FWEA.DE

1D
-0.24%
1M
4.41%
YTD
10.64%
6M
11.85%
1Y
26.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMLN.DE vs. FWEA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
SMLN.DE
Invesco JPX-Nikkei 400 UCITS ETF
15.87%12.69%12.93%5.75%
FWEA.DE
Invesco FTSE All-World UCITS ETF
10.64%17.53%19.21%8.62%

Correlation

The correlation between SMLN.DE and FWEA.DE is 0.66, 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

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2023

0.56

The correlation between SMLN.DE and FWEA.DE shifts across timeframes, from 0.56 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SMLN.DE vs. FWEA.DE — Risk / Return Rank

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

SMLN.DE
SMLN.DE Risk / Return Rank: 5252
Overall Rank
SMLN.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SMLN.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SMLN.DE Omega Ratio Rank: 4949
Omega Ratio Rank
SMLN.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
SMLN.DE Martin Ratio Rank: 5757
Martin Ratio Rank

FWEA.DE
FWEA.DE Risk / Return Rank: 7272
Overall Rank
FWEA.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FWEA.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
FWEA.DE Omega Ratio Rank: 7373
Omega Ratio Rank
FWEA.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
FWEA.DE Martin Ratio Rank: 7373
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.

SMLN.DE vs. FWEA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco JPX-Nikkei 400 UCITS ETF (SMLN.DE) and Invesco FTSE All-World UCITS ETF (FWEA.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.


SMLN.DEFWEA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.30

1.43

-0.12

Calmar ratioReturn relative to maximum drawdown

2.99

3.18

-0.19

Martin ratioReturn relative to average drawdown

9.93

13.52

-3.59

SMLN.DE vs. FWEA.DE - Sharpe Ratio Comparison

The current SMLN.DE Sharpe Ratio is 1.56, which is lower than the FWEA.DE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of SMLN.DE and FWEA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SMLN.DEFWEA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

2.30

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.51

-1.00

Drawdowns

SMLN.DE vs. FWEA.DE - Drawdown Comparison

The maximum SMLN.DE drawdown since its inception was -28.42%, which is greater than FWEA.DE's maximum drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for SMLN.DE and FWEA.DE.


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Drawdown Indicators


SMLN.DEFWEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.42%

-17.48%

-10.94%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-8.28%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-15.55%

Max Drawdown (5Y)

Largest decline over 5 years

-19.85%

Max Drawdown (10Y)

Largest decline over 10 years

-28.42%

Current Drawdown

Current decline from peak

-0.49%

-0.81%

+0.32%

Average Drawdown

Average peak-to-trough decline

-6.03%

-1.86%

-4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

1.95%

+0.89%

Volatility

SMLN.DE vs. FWEA.DE - Volatility Comparison

Invesco JPX-Nikkei 400 UCITS ETF (SMLN.DE) and Invesco FTSE All-World UCITS ETF (FWEA.DE) have volatilities of 3.44% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMLN.DEFWEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

3.36%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.75%

8.93%

+5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

18.07%

11.45%

+6.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

12.72%

+3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

12.72%

+3.50%

SMLN.DE vs. FWEA.DE - Expense Ratio Comparison

SMLN.DE has a 0.19% expense ratio, which is lower than FWEA.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SMLN.DE vs. FWEA.DE - Dividend Comparison

Neither SMLN.DE nor FWEA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SMLN.DE and FWEA.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMLN.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMLN.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for FWEA.DE.

SMLN.DE is categorized as Japan Equities, while FWEA.DE is Global Equities. SMLN.DE tracks JPX-Nikkei 400, while FWEA.DE tracks FTSE All-World Index. Their fees differ too: 0.19% for SMLN.DE and 0.20% for FWEA.DE.

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