V vs. FWRG.L

Last updated Jun 9, 2026

V (Visa Inc.) 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, V returned -12.97% vs 27.47% for FWRG.L. At a 0.19 correlation, their price movements are largely independent.

Performance

V vs. FWRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Visa Inc. (V) and Invesco FTSE All-World UCITS ETF Acc (FWRG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, V achieves a -8.47% return, which is significantly lower than FWRG.L's 10.38% return.

V

• 1D: -1.21%
• 1M: 0.48%
• YTD: -8.47%
• 6M: -1.79%
• 1Y: -12.97%
• 3Y*: 13.52%
• 5Y*: 7.39%
• 10Y*: 15.64%

FWRG.L

• 1D: -0.23%
• 1M: 2.45%
• YTD: 10.38%
• 6M: 10.61%
• 1Y: 27.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

V vs. FWRG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
V Visa Inc.	-8.47%	11.76%	22.32%	13.87%
FWRG.L Invesco FTSE All-World UCITS ETF Acc	10.38%	13.84%	20.11%	8,531.38%

Correlation

The correlation between V and FWRG.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023	0.19

Return for Risk

V vs. FWRG.L — Risk / Return Rank

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

V

V Risk / Return Rank: 17
V Sharpe Ratio Rank: 16
V Sortino Ratio Rank: 16
V Omega Ratio Rank: 17
V Calmar Ratio Rank: 18
V Martin Ratio Rank: 16

FWRG.L

FWRG.L Risk / Return Rank: 86
FWRG.L Sharpe Ratio Rank: 88
FWRG.L Sortino Ratio Rank: 88
FWRG.L Omega Ratio Rank: 88
FWRG.L Calmar Ratio Rank: 81
FWRG.L Martin Ratio Rank: 83

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.

V vs. FWRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) 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.

	V	FWRG.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.58	2.64	-3.22
Sortino ratio: Return per unit of downside risk	-0.72	3.67	-4.39
Omega ratio: Gain probability vs. loss probability	0.91	1.50	-0.59
Calmar ratio: Return relative to maximum drawdown	-0.64	3.83	-4.47
Martin ratio: Return relative to average drawdown	-1.18	15.43	-16.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

V vs. FWRG.L - Sharpe Ratio Comparison

The current V Sharpe Ratio is -0.58, which is lower than the FWRG.L Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of V and FWRG.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.

Sharpe Ratios by Period

	V	FWRG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.58	2.64	-3.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.09	+0.60

Drawdowns

V vs. FWRG.L - Drawdown Comparison

The maximum V drawdown since its inception was -51.90%, which is greater than FWRG.L's maximum drawdown of -18.87%. Use the drawdown chart below to compare losses from any high point for V and FWRG.L.

Drawdown Indicators

	V	FWRG.L	Difference
Max Drawdown Largest peak-to-trough decline	-51.90%	-18.87%	-33.03%
Max Drawdown (1Y) Largest decline over 1 year	-20.38%	-7.14%	-13.24%
Max Drawdown (3Y) Largest decline over 3 years	-20.38%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.60%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.36%	—	—
Current Drawdown Current decline from peak	-13.69%	-1.80%	-11.89%
Average Drawdown Average peak-to-trough decline	-8.26%	-2.26%	-6.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.03%	1.78%	+9.25%

Volatility

V vs. FWRG.L - Volatility Comparison

Visa Inc. (V) has a higher volatility of 5.74% compared to Invesco FTSE All-World UCITS ETF Acc (FWRG.L) at 3.01%. This indicates that V'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.

Volatility by Period

	V	FWRG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.74%	3.01%	+2.73%
Volatility (6M) Calculated over the trailing 6-month period	17.50%	7.77%	+9.73%
Volatility (1Y) Calculated over the trailing 1-year period	22.32%	10.39%	+11.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.80%	4,499.48%	-4,476.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.47%	4,499.48%	-4,475.01%

Dividends

V vs. FWRG.L - Dividend Comparison

V's dividend yield for the trailing twelve months is around 0.81%, 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%
V Visa Inc.	0.81%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%

Frequently Asked Questions

Can I hold both V and FWRG.L in my portfolio?

V and FWRG.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.