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VHVG.L vs. FWIA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VHVG.L and FWIA.DE is 0.92, 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.


-0.50.00.51.00.9

Performance

VHVG.L vs. FWIA.DE - Performance Comparison

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

20.00%25.00%30.00%35.00%OctoberNovemberDecember2025FebruaryMarch
28.72%
28.91%
VHVG.L
FWIA.DE

Key characteristics

Sharpe Ratio

VHVG.L:

1.03

FWIA.DE:

1.09

Sortino Ratio

VHVG.L:

1.46

FWIA.DE:

1.54

Omega Ratio

VHVG.L:

1.20

FWIA.DE:

1.21

Calmar Ratio

VHVG.L:

1.70

FWIA.DE:

1.73

Martin Ratio

VHVG.L:

6.82

FWIA.DE:

7.13

Ulcer Index

VHVG.L:

1.67%

FWIA.DE:

1.90%

Daily Std Dev

VHVG.L:

11.01%

FWIA.DE:

12.39%

Max Drawdown

VHVG.L:

-25.41%

FWIA.DE:

-7.83%

Current Drawdown

VHVG.L:

-6.17%

FWIA.DE:

-6.77%

Returns By Period

In the year-to-date period, VHVG.L achieves a -1.54% return, which is significantly higher than FWIA.DE's -2.18% return.


VHVG.L

YTD

-1.54%

1M

-4.62%

6M

7.96%

1Y

11.72%

5Y*

13.82%

10Y*

N/A

FWIA.DE

YTD

-2.18%

1M

-5.34%

6M

8.43%

1Y

13.98%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VHVG.L vs. FWIA.DE - Expense Ratio Comparison

VHVG.L has a 0.12% expense ratio, which is lower than FWIA.DE'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%.


FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
Expense ratio chart for FWIA.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VHVG.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

VHVG.L vs. FWIA.DE — Risk-Adjusted Performance Rank

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

VHVG.L
The Risk-Adjusted Performance Rank of VHVG.L is 6666
Overall Rank
The Sharpe Ratio Rank of VHVG.L is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VHVG.L is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VHVG.L is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VHVG.L is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VHVG.L is 7676
Martin Ratio Rank

FWIA.DE
The Risk-Adjusted Performance Rank of FWIA.DE is 7171
Overall Rank
The Sharpe Ratio Rank of FWIA.DE is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FWIA.DE is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FWIA.DE is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FWIA.DE is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FWIA.DE is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VHVG.L vs. FWIA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.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.


Sharpe ratio
The chart of Sharpe ratio for VHVG.L, currently valued at 0.86, compared to the broader market0.002.004.000.860.86
The chart of Sortino ratio for VHVG.L, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.0010.0012.001.251.27
The chart of Omega ratio for VHVG.L, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.16
The chart of Calmar ratio for VHVG.L, currently valued at 1.34, compared to the broader market0.005.0010.0015.0020.001.341.38
The chart of Martin ratio for VHVG.L, currently valued at 4.86, compared to the broader market0.0020.0040.0060.0080.00100.004.864.89
VHVG.L
FWIA.DE

The current VHVG.L Sharpe Ratio is 1.03, which is comparable to the FWIA.DE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VHVG.L and FWIA.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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
0.86
0.86
VHVG.L
FWIA.DE

Dividends

VHVG.L vs. FWIA.DE - Dividend Comparison

Neither VHVG.L nor FWIA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VHVG.L vs. FWIA.DE - Drawdown Comparison

The maximum VHVG.L drawdown since its inception was -25.41%, which is greater than FWIA.DE's maximum drawdown of -7.83%. Use the drawdown chart below to compare losses from any high point for VHVG.L and FWIA.DE. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-5.07%
-4.86%
VHVG.L
FWIA.DE

Volatility

VHVG.L vs. FWIA.DE - Volatility Comparison

Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L) has a higher volatility of 4.17% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 3.84%. This indicates that VHVG.L's price experiences larger fluctuations and is considered to be riskier than FWIA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%OctoberNovemberDecember2025FebruaryMarch
4.17%
3.84%
VHVG.L
FWIA.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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