SMSN.L vs. FWRG.L
SMSN.L (Samsung Electronics Co. Ltd) 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, SMSN.L returned 436.91% vs 30.08% for FWRG.L. At a 0.42 correlation, their price movements are largely independent.
Performance
SMSN.L vs. FWRG.L - Performance Comparison
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Returns By Period
In the year-to-date period, SMSN.L achieves a 171.15% return, which is significantly higher than FWRG.L's 11.92% return.
SMSN.L
- 1D
- -4.44%
- 1M
- 33.41%
- YTD
- 171.15%
- 6M
- 220.33%
- 1Y
- 436.91%
- 3Y*
- 63.07%
- 5Y*
- 27.15%
- 10Y*
- 28.41%
FWRG.L
- 1D
- -0.04%
- 1M
- 5.35%
- YTD
- 11.92%
- 6M
- 12.40%
- 1Y
- 30.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SMSN.L vs. FWRG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SMSN.L Samsung Electronics Co. Ltd | 171.15% | 131.89% | -37.94% | 9.39% |
FWRG.L Invesco FTSE All-World UCITS ETF Acc | 11.92% | 13.84% | 20.11% | 8.08% |
Correlation
The correlation between SMSN.L and FWRG.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.42 |
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Return for Risk
SMSN.L vs. FWRG.L — Risk / Return Rank
SMSN.L
FWRG.L
SMSN.L vs. FWRG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co. Ltd (SMSN.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.
| SMSN.L | FWRG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.82 | 1.56 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 19.73 | 4.20 | +15.53 |
| Martin ratioReturn relative to average drawdown | 66.52 | 16.96 | +49.56 |
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
| SMSN.L | FWRG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 8.72 | 2.91 | +5.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 1.51 | -0.98 |
Drawdowns
SMSN.L vs. FWRG.L - Drawdown Comparison
The maximum SMSN.L drawdown since its inception was -65.23%, 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 SMSN.L and FWRG.L.
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Drawdown Indicators
| SMSN.L | FWRG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.23% | -18.88% | -46.35% |
Max Drawdown (1Y)Largest decline over 1 year | -21.96% | -7.14% | -14.82% |
Max Drawdown (3Y)Largest decline over 3 years | -44.52% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -49.78% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -54.44% | — | — |
Current DrawdownCurrent decline from peak | -5.33% | -0.43% | -4.90% |
Average DrawdownAverage peak-to-trough decline | -18.06% | -2.28% | -15.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 1.77% | +4.76% |
Volatility
SMSN.L vs. FWRG.L - Volatility Comparison
Samsung Electronics Co. Ltd (SMSN.L) has a higher volatility of 21.83% compared to Invesco FTSE All-World UCITS ETF Acc (FWRG.L) at 2.96%. This indicates that SMSN.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
| SMSN.L | FWRG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.83% | 2.96% | +18.87% |
Volatility (6M)Calculated over the trailing 6-month period | 41.98% | 7.69% | +34.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.71% | 10.30% | +39.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.39% | 12.40% | +21.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.73% | 12.40% | +20.33% |
Dividends
SMSN.L vs. FWRG.L - Dividend Comparison
SMSN.L's dividend yield for the trailing twelve months is around 0.51%, 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% |
SMSN.L Samsung Electronics Co. Ltd | 0.51% | 1.40% | 2.88% | 1.79% | 2.50% | 1.85% | 3.60% | 2.47% | 3.65% | 1.62% | 1.68% | 1.71% |
Frequently Asked Questions
SMSN.L and FWRG.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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