PortfoliosLab logoPortfoliosLab logo
VWRP.L vs. FWIA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRP.L vs. FWIA.DE - Performance Comparison

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

Loading charts...

Different Trading Currencies

VWRP.L is traded in GBP, while FWIA.DE is traded in EUR. To make them comparable, the FWIA.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with VWRP.L having a 11.92% return and FWIA.DE slightly lower at 11.71%.


VWRP.L

1D
-0.03%
1M
5.32%
YTD
11.92%
6M
12.40%
1Y
29.91%
3Y*
17.99%
5Y*
12.46%
10Y*

FWIA.DE

1D
-0.10%
1M
5.22%
YTD
11.71%
6M
12.23%
1Y
29.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRP.L vs. FWIA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating
11.92%13.94%19.60%7.53%
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
11.71%14.69%19.26%8.42%

Correlation

The correlation between VWRP.L and FWIA.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2023

0.91

The correlation between VWRP.L and FWIA.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

VWRP.L vs. FWIA.DE — Risk / Return Rank

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

VWRP.L
VWRP.L Risk / Return Rank: 8686
Overall Rank
VWRP.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VWRP.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
VWRP.L Omega Ratio Rank: 8989
Omega Ratio Rank
VWRP.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
VWRP.L Martin Ratio Rank: 8484
Martin Ratio Rank

FWIA.DE
FWIA.DE Risk / Return Rank: 7777
Overall Rank
FWIA.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FWIA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
FWIA.DE Omega Ratio Rank: 7676
Omega Ratio Rank
FWIA.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
FWIA.DE Martin Ratio Rank: 8383
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.

VWRP.L vs. FWIA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.


VWRP.LFWIA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.55

1.52

+0.03

Calmar ratioReturn relative to maximum drawdown

4.20

4.22

-0.02

Martin ratioReturn relative to average drawdown

17.06

16.74

+0.32

VWRP.L vs. FWIA.DE - Sharpe Ratio Comparison

The current VWRP.L Sharpe Ratio is 2.87, which is comparable to the FWIA.DE Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of VWRP.L and FWIA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VWRP.LFWIA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

2.79

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.50

-0.68

Drawdowns

VWRP.L vs. FWIA.DE - Drawdown Comparison

The maximum VWRP.L drawdown since its inception was -25.10%, which is greater than FWIA.DE's maximum drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for VWRP.L and FWIA.DE.


Loading charts...

Drawdown Indicators


VWRP.LFWIA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.10%

-19.06%

-6.04%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-7.08%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-17.64%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

Current Drawdown

Current decline from peak

-0.46%

-0.42%

-0.04%

Average Drawdown

Average peak-to-trough decline

-3.39%

-2.00%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.79%

-0.04%

Volatility

VWRP.L vs. FWIA.DE - Volatility Comparison

Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) have volatilities of 2.95% and 3.09%, 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.


Loading charts...

Volatility by Period


VWRP.LFWIA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

3.09%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

7.90%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

10.37%

10.70%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.87%

12.45%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

12.45%

+2.51%

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

VWRP.L has a 0.22% expense ratio, which is higher than FWIA.DE's 0.15% 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%.


Dividends

VWRP.L vs. FWIA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, VWRP.L and FWIA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.22% for VWRP.L.

VWRP.L tracks FTSE All-World Index, while FWIA.DE tracks FTSE All-World. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.22% for VWRP.L and 0.15% for FWIA.DE.

Portfolio Optimizer

Find the right allocation for VWRP.L and FWIA.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer