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V3AA.MI vs. FWEA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

V3AA.MI vs. FWEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AA.MI) and Invesco FTSE All-World UCITS ETF (FWEA.DE). The values are adjusted to include any dividend payments, if applicable.

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V3AA.MI vs. FWEA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
V3AA.MI
Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating
-2.50%7.21%25.54%8.57%
FWEA.DE
Invesco FTSE All-World UCITS ETF
-1.81%17.53%19.21%8.62%

Returns By Period

In the year-to-date period, V3AA.MI achieves a -2.50% return, which is significantly lower than FWEA.DE's -1.81% return.


V3AA.MI

1D
2.60%
1M
-3.66%
YTD
-2.50%
6M
0.74%
1Y
11.86%
3Y*
14.06%
5Y*
10Y*

FWEA.DE

1D
2.74%
1M
-4.06%
YTD
-1.81%
6M
1.69%
1Y
18.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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V3AA.MI vs. FWEA.DE - Expense Ratio Comparison

V3AA.MI has a 0.24% expense ratio, which is higher than FWEA.DE's 0.20% expense ratio. However, 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

V3AA.MI vs. FWEA.DE — Risk / Return Rank

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

V3AA.MI
V3AA.MI Risk / Return Rank: 3636
Overall Rank
V3AA.MI Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
V3AA.MI Sortino Ratio Rank: 3535
Sortino Ratio Rank
V3AA.MI Omega Ratio Rank: 3737
Omega Ratio Rank
V3AA.MI Calmar Ratio Rank: 3333
Calmar Ratio Rank
V3AA.MI Martin Ratio Rank: 3939
Martin Ratio Rank

FWEA.DE
FWEA.DE Risk / Return Rank: 7070
Overall Rank
FWEA.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FWEA.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
FWEA.DE Omega Ratio Rank: 6767
Omega Ratio Rank
FWEA.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
FWEA.DE Martin Ratio Rank: 7676
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.

V3AA.MI vs. FWEA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AA.MI) and Invesco FTSE All-World UCITS ETF (FWEA.DE). 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.


V3AA.MIFWEA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.23

-0.52

Sortino ratio

Return per unit of downside risk

1.07

1.74

-0.67

Omega ratio

Gain probability vs. loss probability

1.16

1.26

-0.10

Calmar ratio

Return relative to maximum drawdown

0.92

2.10

-1.17

Martin ratio

Return relative to average drawdown

4.00

8.67

-4.67

V3AA.MI vs. FWEA.DE - Sharpe Ratio Comparison

The current V3AA.MI Sharpe Ratio is 0.72, which is lower than the FWEA.DE Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of V3AA.MI and FWEA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


V3AA.MIFWEA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.23

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.22

-0.66

Correlation

The correlation between V3AA.MI and FWEA.DE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

V3AA.MI vs. FWEA.DE - Dividend Comparison

Neither V3AA.MI nor FWEA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

V3AA.MI vs. FWEA.DE - Drawdown Comparison

The maximum V3AA.MI drawdown since its inception was -22.16%, which is greater than FWEA.DE's maximum drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for V3AA.MI and FWEA.DE.


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Drawdown Indicators


V3AA.MIFWEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.16%

-17.48%

-4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-11.84%

-1.00%

Current Drawdown

Current decline from peak

-5.31%

-5.24%

-0.07%

Average Drawdown

Average peak-to-trough decline

-6.18%

-1.92%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.08%

+0.88%

Volatility

V3AA.MI vs. FWEA.DE - Volatility Comparison

Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AA.MI) and Invesco FTSE All-World UCITS ETF (FWEA.DE) have volatilities of 5.25% and 5.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V3AA.MIFWEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

5.19%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

8.61%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

16.61%

14.93%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

12.65%

+2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.67%

12.65%

+2.02%