TIGB.L vs. FTWG.L
Compare and contrast key facts about Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.L) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L).
TIGB.L and FTWG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TIGB.L is a passively managed fund by Invesco that tracks the performance of the Bloomberg US Treasury Coupons Index. It was launched on Jan 21, 2020. FTWG.L is a passively managed fund by Invesco that tracks the performance of the FTSE All-World Index. It was launched on Feb 20, 2024. Both TIGB.L and FTWG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
TIGB.L vs. FTWG.L - Performance Comparison
Loading graphics...
TIGB.L vs. FTWG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TIGB.L Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist | 0.78% | 4.10% | 4.94% | 2.66% |
FTWG.L Invesco FTSE All-World UCITS ETF USD Dist | -0.61% | 14.12% | 19.92% | 7.22% |
Returns By Period
In the year-to-date period, TIGB.L achieves a 0.78% return, which is significantly higher than FTWG.L's -0.61% return.
TIGB.L
- 1D
- 0.04%
- 1M
- 0.26%
- YTD
- 0.78%
- 6M
- 1.77%
- 1Y
- 3.83%
- 3Y*
- 4.39%
- 5Y*
- —
- 10Y*
- —
FTWG.L
- 1D
- -0.09%
- 1M
- -1.94%
- YTD
- -0.61%
- 6M
- 2.57%
- 1Y
- 18.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TIGB.L vs. FTWG.L - Expense Ratio Comparison
TIGB.L has a 0.10% 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%.
Return for Risk
TIGB.L vs. FTWG.L — Risk / Return Rank
TIGB.L
FTWG.L
TIGB.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 GBP Hedged Dist (TIGB.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.
| TIGB.L | FTWG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.16 | 1.31 | +2.85 |
Sortino ratioReturn per unit of downside risk | 6.75 | 1.81 | +4.94 |
Omega ratioGain probability vs. loss probability | 2.35 | 1.27 | +1.07 |
Calmar ratioReturn relative to maximum drawdown | 14.18 | 3.30 | +10.87 |
Martin ratioReturn relative to average drawdown | 80.33 | 13.36 | +66.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TIGB.L | FTWG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.16 | 1.31 | +2.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 5.65 | 1.22 | +4.43 |
Correlation
The correlation between TIGB.L and FTWG.L is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
TIGB.L vs. FTWG.L - Dividend Comparison
TIGB.L's dividend yield for the trailing twelve months is around 3.95%, more than FTWG.L's 1.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TIGB.L Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist | 3.95% | 4.11% | 4.93% | 4.53% | 1.46% | 0.00% | 0.00% |
FTWG.L Invesco FTSE All-World UCITS ETF USD Dist | 1.37% | 1.34% | 1.50% | 0.70% | 0.00% | 0.00% | 0.00% |
Drawdowns
TIGB.L vs. FTWG.L - Drawdown Comparison
The maximum TIGB.L drawdown since its inception was -0.50%, smaller than the maximum FTWG.L drawdown of -17.78%. Use the drawdown chart below to compare losses from any high point for TIGB.L and FTWG.L.
Loading graphics...
Drawdown Indicators
| TIGB.L | FTWG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.50% | -17.78% | +17.28% |
Max Drawdown (1Y)Largest decline over 1 year | -0.28% | -7.11% | +6.83% |
Current DrawdownCurrent decline from peak | 0.00% | -4.14% | +4.14% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -2.07% | +2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.05% | 1.76% | -1.71% |
Volatility
TIGB.L vs. FTWG.L - Volatility Comparison
The current volatility for Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.L) is 0.06%, while Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) has a volatility of 4.24%. This indicates that TIGB.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.
Loading graphics...
Volatility by Period
| TIGB.L | FTWG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.06% | 4.24% | -4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 0.77% | 8.19% | -7.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.92% | 13.89% | -12.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.72% | 11.94% | -11.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.72% | 11.94% | -11.22% |