TYT.L vs. FWRG.L
TYT.L (Toyota Motor Corp) is a stock, while FWRG.L (Invesco FTSE All-World UCITS ETF Acc) is Global Equities fund tracking the FTSE All-World Index. Over the past year, TYT.L returned 7.80% vs 43.46% for FWRG.L. At a 0.15 correlation, their price movements are largely independent.
Performance
TYT.L vs. FWRG.L - Performance Comparison
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Different Trading Currencies
TYT.L is traded in JPY, while FWRG.L is traded in USD. To make them comparable, the FWRG.L values have been converted to JPY using the latest available exchange rates.
Returns By Period
In the year-to-date period, TYT.L achieves a -13.81% return, which is significantly lower than FWRG.L's 13.05% return.
TYT.L
- 1D
- 0.41%
- 1M
- -5.00%
- YTD
- -13.81%
- 6M
- -4.60%
- 1Y
- 7.80%
- 3Y*
- 15.21%
- 5Y*
- 11.72%
- 10Y*
- 20.63%
FWRG.L
- 1D
- -0.98%
- 1M
- 5.24%
- YTD
- 13.05%
- 6M
- 14.14%
- 1Y
- 43.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TYT.L vs. FWRG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TYT.L Toyota Motor Corp | -13.81% | 10.28% | 24.59% | 18.40% |
FWRG.L Invesco FTSE All-World UCITS ETF Acc | 13.05% | 13.51% | 34.02% | 8,379.57% |
Correlation
The correlation between TYT.L and FWRG.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2023 | 0.15 |
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Return for Risk
TYT.L vs. FWRG.L — Risk / Return Rank
TYT.L
FWRG.L
TYT.L vs. FWRG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corp (TYT.L) and Invesco FTSE All-World UCITS ETF Acc (FWRG.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.
| TYT.L | FWRG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.77 | ||
| Sortino ratioReturn per unit of downside risk | -3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.54 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 6.94 | -6.62 |
| Martin ratioReturn relative to average drawdown | 0.86 | 21.78 | -20.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TYT.L | FWRG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 3.02 | -2.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.10 | +0.11 |
Drawdowns
TYT.L vs. FWRG.L - Drawdown Comparison
The maximum TYT.L drawdown since its inception was -68.61%, which is greater than FWRG.L's maximum drawdown of -25.19%. Use the drawdown chart below to compare losses from any high point for TYT.L and FWRG.L.
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Drawdown Indicators
| TYT.L | FWRG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -25.19% | -43.42% |
Max Drawdown (1Y)Largest decline over 1 year | -24.69% | -6.24% | -18.45% |
Max Drawdown (3Y)Largest decline over 3 years | -41.67% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.67% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.67% | — | — |
Current DrawdownCurrent decline from peak | -24.38% | -1.34% | -23.04% |
Average DrawdownAverage peak-to-trough decline | -19.76% | -4.62% | -15.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.08% | 1.99% | +7.09% |
Volatility
TYT.L vs. FWRG.L - Volatility Comparison
Toyota Motor Corp (TYT.L) has a higher volatility of 8.88% compared to Invesco FTSE All-World UCITS ETF Acc (FWRG.L) at 3.05%. This indicates that TYT.L's price experiences larger fluctuations and is considered to be riskier than FWRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TYT.L | FWRG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 3.05% | +5.83% |
Volatility (6M)Calculated over the trailing 6-month period | 22.05% | 9.71% | +12.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.68% | 14.34% | +17.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.04% | 4,509.04% | -4,474.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.59% | 4,509.04% | -4,477.45% |
Dividends
TYT.L vs. FWRG.L - Dividend Comparison
TYT.L's dividend yield for the trailing twelve months is around 3.33%, while FWRG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWRG.L Invesco FTSE All-World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TYT.L Toyota Motor Corp | 3.33% | 2.83% | 2.70% | 2.51% | 2.69% | 12.11% | 7.85% | 14.24% | 17.17% | 14.55% | 15.27% | 15.01% |
Frequently Asked Questions
TYT.L and FWRG.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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