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

Performance

T1AP.L vs. FWRA.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 Accumulation (FWRA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

T1AP.L is traded in GBp, while FWRA.L is traded in USD. To make them comparable, the FWRA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, T1AP.L achieves a 2.33% return, which is significantly lower than FWRA.L's 10.90% 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*

FWRA.L

1D
0.33%
1M
-1.00%
6M
7.72%
YTD
10.90%
1Y
23.68%
3Y*
17.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

T1AP.L vs. FWRA.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%
FWRA.L
Invesco FTSE All-World UCITS ETF USD Accumulation
10.90%13.69%20.10%9.85%

Correlation

The correlation between T1AP.L and FWRA.L is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

-0.04

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. FWRA.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

FWRA.L
FWRA.L Risk / Return Rank: 7474
Overall Rank
FWRA.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FWRA.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
FWRA.L Omega Ratio Rank: 7575
Omega Ratio Rank
FWRA.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
FWRA.L Martin Ratio Rank: 7575
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. FWRA.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 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.


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

-1.16

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.14

1.36

-0.23

Calmar ratioReturn relative to maximum drawdown

1.08

3.41

-2.33

Martin ratioReturn relative to average drawdown

2.77

12.40

-9.63

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

The current T1AP.L Sharpe Ratio is 0.76, which is lower than the FWRA.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of T1AP.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

T1AP.L vs. FWRA.L - Drawdown Comparison

The maximum T1AP.L drawdown since its inception was -21.77%, which is greater than FWRA.L's maximum drawdown of -17.88%. Use the drawdown chart below to compare losses from any high point for T1AP.L and FWRA.L.


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Drawdown Indicators


T1AP.LFWRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.77%

-17.88%

-3.89%

Max Drawdown (1Y)

Largest decline over 1 year

-4.46%

-6.94%

+2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-21.77%

-17.88%

-3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-21.77%

Current Drawdown

Current decline from peak

-15.88%

-2.30%

-13.58%

Average Drawdown

Average peak-to-trough decline

-14.05%

-2.04%

-12.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.91%

-0.16%

Volatility

T1AP.L vs. FWRA.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 Accumulation (FWRA.L) has a volatility of 3.13%. This indicates that T1AP.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


T1AP.LFWRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

3.13%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

4.79%

9.99%

-5.20%

Volatility (1Y)

Calculated over the trailing 1-year period

6.41%

12.39%

-5.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

13.04%

+3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2,962.48%

13.04%

+2,949.44%

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

T1AP.L has a 0.06% 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

T1AP.L vs. FWRA.L - Dividend Comparison

Neither T1AP.L nor FWRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


T1AP.L and FWRA.L have a correlation of -0.12, 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 FWRA.L.

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

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