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SPXS.L vs. FWRA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXS.L vs. FWRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 UCITS ETF (SPXS.L) and Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPXS.L achieves a 10.20% return, which is significantly lower than FWRA.L's 11.06% return.


SPXS.L

1D
-0.12%
1M
-0.05%
6M
9.96%
YTD
10.20%
1Y
-98.78%
3Y*
-74.11%
5Y*
-54.94%
10Y*
-27.39%

FWRA.L

1D
0.11%
1M
-0.64%
6M
9.50%
YTD
11.06%
1Y
23.54%
3Y*
19.09%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXS.L vs. FWRA.L - Yearly Performance Comparison


2026 (YTD)202520242023
SPXS.L
Invesco S&P 500 UCITS ETF
10.20%-98.82%25.56%10.97%
FWRA.L
Invesco FTSE All-World UCITS ETF USD Accumulation
11.06%22.42%18.04%10.02%

Correlation

The correlation between SPXS.L and FWRA.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2023

0.92

The correlation between SPXS.L and FWRA.L has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

SPXS.L vs. FWRA.L — Risk / Return Rank

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

SPXS.L
SPXS.L Risk / Return Rank: 22
Overall Rank
SPXS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXS.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXS.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS.L Martin Ratio Rank: 33
Martin Ratio Rank

FWRA.L
FWRA.L Risk / Return Rank: 7272
Overall Rank
FWRA.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FWRA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
FWRA.L Omega Ratio Rank: 7272
Omega Ratio Rank
FWRA.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
FWRA.L 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.

SPXS.L vs. FWRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (SPXS.L) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPXS.LFWRA.LDifference
Sharpe ratioReturn per unit of total volatility

-2.82

Sortino ratioReturn per unit of downside risk

-3.52

Omega ratioGain probability vs. loss probability

0.52

1.34

-0.82

Calmar ratioReturn relative to maximum drawdown

-1.00

2.68

-3.68

Martin ratioReturn relative to average drawdown

-1.23

10.70

-11.93

SPXS.L vs. FWRA.L - Sharpe Ratio Comparison

The current SPXS.L Sharpe Ratio is -0.99, which is lower than the FWRA.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SPXS.L and FWRA.L, 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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Drawdowns

SPXS.L vs. FWRA.L - Drawdown Comparison

The maximum SPXS.L drawdown since its inception was -99.07%, 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 SPXS.L and FWRA.L.


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Drawdown Indicators


SPXS.LFWRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-16.50%

-82.57%

Max Drawdown (1Y)

Largest decline over 1 year

-99.07%

-8.78%

-90.29%

Max Drawdown (3Y)

Largest decline over 3 years

-99.07%

-16.50%

-82.57%

Max Drawdown (5Y)

Largest decline over 5 years

-99.07%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

Current Drawdown

Current decline from peak

-98.90%

-1.16%

-97.74%

Average Drawdown

Average peak-to-trough decline

-7.67%

-1.92%

-5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

80.57%

2.20%

+78.37%

Volatility

SPXS.L vs. FWRA.L - Volatility Comparison

The current volatility for Invesco S&P 500 UCITS ETF (SPXS.L) is 2.73%, while Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) has a volatility of 3.20%. This indicates that SPXS.L experiences smaller price fluctuations and is considered to be less risky than FWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXS.LFWRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

3.20%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

10.60%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

99.43%

12.88%

+86.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.13%

13.61%

+33.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.27%

13.61%

+21.66%

SPXS.L vs. FWRA.L - Expense Ratio Comparison

SPXS.L has a 0.05% expense ratio, which is lower than FWRA.L's 0.15% 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

SPXS.L vs. FWRA.L - Dividend Comparison

Neither SPXS.L nor FWRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, SPXS.L and FWRA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPXS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.L is cheaper with a 0.05% expense ratio, compared with 0.15% for FWRA.L.

SPXS.L tracks Invesco S&P 500 UCITS ETF, while FWRA.L tracks FTSE All-World Index. Their fees differ too: 0.05% for SPXS.L and 0.15% for FWRA.L.

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