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SWRD.MI vs. FWRA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWRD.MI vs. FWRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World UCITS ETF (SWRD.MI) 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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Different Trading Currencies

SWRD.MI is traded in EUR, while FWRA.L is traded in USD. To make them comparable, the FWRA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SWRD.MI achieves a 10.85% return, which is significantly lower than FWRA.L's 13.07% return.


SWRD.MI

1D
-0.28%
1M
5.63%
YTD
10.85%
6M
11.82%
1Y
24.02%
3Y*
17.78%
5Y*
13.05%
10Y*

FWRA.L

1D
-0.43%
1M
5.60%
YTD
13.07%
6M
13.98%
1Y
27.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWRD.MI vs. FWRA.L - Yearly Performance Comparison


2026 (YTD)202520242023
SWRD.MI
SPDR MSCI World UCITS ETF
10.85%7.68%27.15%7.03%
FWRA.L
Invesco FTSE All-World UCITS ETF USD Accumulation
13.07%7.84%25.87%7.53%

Correlation

The correlation between SWRD.MI and FWRA.L is 0.88, 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

0.88

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2023

0.87

The correlation between SWRD.MI and FWRA.L has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

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Return for Risk

SWRD.MI vs. FWRA.L — Risk / Return Rank

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

SWRD.MI
SWRD.MI Risk / Return Rank: 6969
Overall Rank
SWRD.MI Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SWRD.MI Sortino Ratio Rank: 6565
Sortino Ratio Rank
SWRD.MI Omega Ratio Rank: 6868
Omega Ratio Rank
SWRD.MI Calmar Ratio Rank: 7474
Calmar Ratio Rank
SWRD.MI Martin Ratio Rank: 7676
Martin Ratio Rank

FWRA.L
FWRA.L Risk / Return Rank: 7373
Overall Rank
FWRA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FWRA.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
FWRA.L Omega Ratio Rank: 7373
Omega Ratio Rank
FWRA.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
FWRA.L Martin Ratio Rank: 7474
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.

SWRD.MI vs. FWRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SWRD.MI) 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.


SWRD.MIFWRA.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.41

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

3.71

4.24

-0.53

Martin ratioReturn relative to average drawdown

14.75

16.01

-1.27

SWRD.MI vs. FWRA.L - Sharpe Ratio Comparison

The current SWRD.MI Sharpe Ratio is 2.17, which is comparable to the FWRA.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of SWRD.MI 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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Sharpe Ratios by Period


SWRD.MIFWRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.18

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.35

-0.53

Drawdowns

SWRD.MI vs. FWRA.L - Drawdown Comparison

The maximum SWRD.MI drawdown since its inception was -33.74%, which is greater than FWRA.L's maximum drawdown of -20.04%. Use the drawdown chart below to compare losses from any high point for SWRD.MI and FWRA.L.


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Drawdown Indicators


SWRD.MIFWRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.74%

-20.04%

-13.70%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-6.34%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-21.46%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

Current Drawdown

Current decline from peak

-0.28%

-0.43%

+0.15%

Average Drawdown

Average peak-to-trough decline

-4.64%

-2.54%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.68%

-0.05%

Volatility

SWRD.MI vs. FWRA.L - Volatility Comparison

The current volatility for SPDR MSCI World UCITS ETF (SWRD.MI) is 2.76%, while Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) has a volatility of 3.40%. This indicates that SWRD.MI 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


SWRD.MIFWRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

3.40%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

9.36%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

11.11%

12.38%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

13.71%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

13.71%

+3.07%

SWRD.MI vs. FWRA.L - Expense Ratio Comparison

SWRD.MI has a 0.12% 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

SWRD.MI vs. FWRA.L - Dividend Comparison

Neither SWRD.MI nor FWRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SWRD.MI and FWRA.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SWRD.MI is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SWRD.MI is cheaper with a 0.12% expense ratio, compared with 0.15% for FWRA.L.

SWRD.MI tracks MSCI World Index, while FWRA.L tracks FTSE All-World Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.12% for SWRD.MI and 0.15% for FWRA.L.

Portfolio Optimizer

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