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T1AP.L vs. FTWG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

T1AP.L vs. FTWG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc) (T1AP.L) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.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, T1AP.L achieves a 2.33% return, which is significantly lower than FTWG.L's 10.61% return.


T1AP.L

1D
0.32%
1M
0.55%
6M
1.70%
YTD
2.33%
1Y
4.49%
3Y*
3.94%
5Y*
4.05%
10Y*

FTWG.L

1D
-0.18%
1M
-1.21%
6M
7.64%
YTD
10.61%
1Y
23.48%
3Y*
17.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

T1AP.L vs. FTWG.L - Yearly Performance Comparison


2026 (YTD)202520242023
T1AP.L
Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc)
2.33%-2.78%6.89%2.61%
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
10.61%14.12%19.92%-13.67%

Correlation

The correlation between T1AP.L and FTWG.L is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

0.05

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

0.04

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Return for Risk

T1AP.L vs. FTWG.L — Risk / Return Rank

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

T1AP.L
T1AP.L Risk / Return Rank: 2525
Overall Rank
T1AP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
T1AP.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
T1AP.L Omega Ratio Rank: 2323
Omega Ratio Rank
T1AP.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
T1AP.L Martin Ratio Rank: 2626
Martin Ratio Rank

FTWG.L
FTWG.L Risk / Return Rank: 8383
Overall Rank
FTWG.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FTWG.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
FTWG.L Omega Ratio Rank: 8484
Omega Ratio Rank
FTWG.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FTWG.L Martin Ratio Rank: 8282
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.

T1AP.L vs. FTWG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc) (T1AP.L) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.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.


T1AP.LFTWG.LDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

1.14

1.40

-0.26

Calmar ratioReturn relative to maximum drawdown

1.08

3.29

-2.21

Martin ratioReturn relative to average drawdown

2.77

12.78

-10.01

T1AP.L vs. FTWG.L - Sharpe Ratio Comparison

The current T1AP.L Sharpe Ratio is 0.76, which is lower than the FTWG.L Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of T1AP.L and FTWG.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

T1AP.L vs. FTWG.L - Drawdown Comparison

The maximum T1AP.L drawdown since its inception was -21.77%, roughly equal to the maximum FTWG.L drawdown of -22.14%. Use the drawdown chart below to compare losses from any high point for T1AP.L and FTWG.L.


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Drawdown Indicators


T1AP.LFTWG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.77%

-22.14%

+0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.46%

-7.11%

+2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-21.77%

-17.78%

-3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-21.77%

Current Drawdown

Current decline from peak

-15.88%

-2.16%

-13.72%

Average Drawdown

Average peak-to-trough decline

-14.05%

-6.52%

-7.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.83%

-0.08%

Volatility

T1AP.L vs. FTWG.L - Volatility Comparison

The current volatility for Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc) (T1AP.L) is 1.64%, while Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) has a volatility of 3.19%. This indicates that T1AP.L experiences smaller price fluctuations and is considered to be less risky than FTWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


T1AP.LFTWG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

3.19%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

4.79%

8.38%

-3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

6.41%

10.88%

-4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

16.62%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2,962.48%

16.62%

+2,945.86%

T1AP.L vs. FTWG.L - Expense Ratio Comparison

T1AP.L has a 0.06% expense ratio, which is lower than FTWG.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

T1AP.L vs. FTWG.L - Dividend Comparison

T1AP.L has not paid dividends to shareholders, while FTWG.L's dividend yield for the trailing twelve months is around 1.26%.


PositionTTM202520242023
FTWG.L
Invesco FTSE All-World UCITS ETF USD Dist
1.26%1.34%1.50%0.70%
T1AP.L
Invesco US Treasury Bond 0-1 Year UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%

Frequently Asked Questions


T1AP.L and FTWG.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, T1AP.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

T1AP.L is cheaper with a 0.06% expense ratio, compared with 0.15% for FTWG.L.

T1AP.L is categorized as Ultrashort Bond, while FTWG.L is Global Equities. T1AP.L tracks Bloomberg US Treasury Coupons Index, while FTWG.L tracks FTSE All-World Index. Their fees differ too: 0.06% for T1AP.L and 0.15% for FTWG.L.

Portfolio Optimizer

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