WF1E.DE vs. FWEA.DE
Compare and contrast key facts about Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) and Invesco FTSE All-World UCITS ETF (FWEA.DE).
WF1E.DE and FWEA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WF1E.DE is a passively managed fund by Invesco that tracks the performance of the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Financials. It was launched on Apr 12, 2023. FWEA.DE is a passively managed fund by Invesco that tracks the performance of the FTSE All-World Index. It was launched on Feb 20, 2024. Both WF1E.DE and FWEA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WF1E.DE vs. FWEA.DE - Performance Comparison
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WF1E.DE vs. FWEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WF1E.DE Invesco S&P World Financials ESG UCITS ETF Acc | -4.23% | 13.85% | 32.68% | 14.94% |
FWEA.DE Invesco FTSE All-World UCITS ETF | -2.30% | 17.53% | 19.21% | 8.62% |
Returns By Period
In the year-to-date period, WF1E.DE achieves a -4.23% return, which is significantly lower than FWEA.DE's -2.30% return.
WF1E.DE
- 1D
- 0.05%
- 1M
- -0.33%
- YTD
- -4.23%
- 6M
- 2.53%
- 1Y
- 5.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FWEA.DE
- 1D
- -0.49%
- 1M
- -2.43%
- YTD
- -2.30%
- 6M
- 1.09%
- 1Y
- 17.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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WF1E.DE vs. FWEA.DE - Expense Ratio Comparison
WF1E.DE has a 0.18% expense ratio, which is lower than FWEA.DE's 0.20% 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%.
Return for Risk
WF1E.DE vs. FWEA.DE — Risk / Return Rank
WF1E.DE
FWEA.DE
WF1E.DE vs. FWEA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) 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.
| WF1E.DE | FWEA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 1.17 | -0.85 |
Sortino ratioReturn per unit of downside risk | 0.53 | 1.66 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 2.63 | -1.41 |
Martin ratioReturn relative to average drawdown | 3.84 | 11.42 | -7.58 |
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
| WF1E.DE | FWEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.17 | -0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 1.21 | +0.05 |
Correlation
The correlation between WF1E.DE and FWEA.DE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WF1E.DE vs. FWEA.DE - Dividend Comparison
Neither WF1E.DE nor FWEA.DE has paid dividends to shareholders.
Drawdowns
WF1E.DE vs. FWEA.DE - Drawdown Comparison
The maximum WF1E.DE drawdown since its inception was -19.97%, 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 WF1E.DE and FWEA.DE.
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Drawdown Indicators
| WF1E.DE | FWEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.97% | -17.48% | -2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -8.61% | -1.95% |
Current DrawdownCurrent decline from peak | -5.85% | -5.71% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -2.66% | -1.92% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 1.91% | +0.94% |
Volatility
WF1E.DE vs. FWEA.DE - Volatility Comparison
Invesco S&P World Financials ESG UCITS ETF Acc (WF1E.DE) and Invesco FTSE All-World UCITS ETF (FWEA.DE) have volatilities of 4.83% and 5.00%, 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
| WF1E.DE | FWEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 5.00% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 8.60% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.40% | 14.90% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 12.65% | +1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.62% | 12.65% | +1.97% |