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WRLD.DE vs. PSWD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WRLD.DE vs. PSWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Rize Environmental Impact 100 UCITS ETF (WRLD.DE) and Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE). The values are adjusted to include any dividend payments, if applicable.

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WRLD.DE vs. PSWD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WRLD.DE
Rize Environmental Impact 100 UCITS ETF
6.23%11.71%1.59%11.63%-16.39%8.00%
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
4.56%14.64%17.68%12.73%-3.63%9.76%

Returns By Period

In the year-to-date period, WRLD.DE achieves a 6.23% return, which is significantly higher than PSWD.DE's 4.56% return.


WRLD.DE

1D
2.65%
1M
-4.84%
YTD
6.23%
6M
7.70%
1Y
20.88%
3Y*
6.57%
5Y*
10Y*

PSWD.DE

1D
0.00%
1M
-0.76%
YTD
4.56%
6M
10.30%
1Y
17.90%
3Y*
15.68%
5Y*
11.74%
10Y*
11.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WRLD.DE vs. PSWD.DE - Expense Ratio Comparison

WRLD.DE has a 0.55% expense ratio, which is higher than PSWD.DE's 0.39% expense ratio.


Return for Risk

WRLD.DE vs. PSWD.DE — Risk / Return Rank

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

WRLD.DE
WRLD.DE Risk / Return Rank: 6666
Overall Rank
WRLD.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
WRLD.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
WRLD.DE Omega Ratio Rank: 5858
Omega Ratio Rank
WRLD.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
WRLD.DE Martin Ratio Rank: 6969
Martin Ratio Rank

PSWD.DE
PSWD.DE Risk / Return Rank: 7575
Overall Rank
PSWD.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PSWD.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
PSWD.DE Omega Ratio Rank: 6666
Omega Ratio Rank
PSWD.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
PSWD.DE Martin Ratio Rank: 9393
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.

WRLD.DE vs. PSWD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rize Environmental Impact 100 UCITS ETF (WRLD.DE) and Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.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.


WRLD.DEPSWD.DEDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.20

0.00

Sortino ratio

Return per unit of downside risk

1.67

1.57

+0.10

Omega ratio

Gain probability vs. loss probability

1.23

1.25

-0.03

Calmar ratio

Return relative to maximum drawdown

2.41

3.96

-1.55

Martin ratio

Return relative to average drawdown

8.09

15.26

-7.18

WRLD.DE vs. PSWD.DE - Sharpe Ratio Comparison

The current WRLD.DE Sharpe Ratio is 1.20, which is comparable to the PSWD.DE Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of WRLD.DE and PSWD.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


WRLD.DEPSWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.20

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.62

-0.37

Correlation

The correlation between WRLD.DE and PSWD.DE is 0.79, 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

WRLD.DE vs. PSWD.DE - Dividend Comparison

WRLD.DE has not paid dividends to shareholders, while PSWD.DE's dividend yield for the trailing twelve months is around 1.95%.


TTM20252024202320222021202020192018201720162015
WRLD.DE
Rize Environmental Impact 100 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
1.95%2.03%2.27%2.48%2.66%1.92%1.98%2.37%2.56%2.06%1.97%2.02%

Drawdowns

WRLD.DE vs. PSWD.DE - Drawdown Comparison

The maximum WRLD.DE drawdown since its inception was -23.55%, smaller than the maximum PSWD.DE drawdown of -36.39%. Use the drawdown chart below to compare losses from any high point for WRLD.DE and PSWD.DE.


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Drawdown Indicators


WRLD.DEPSWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.55%

-36.39%

+12.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-9.85%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-18.19%

Max Drawdown (10Y)

Largest decline over 10 years

-36.39%

Current Drawdown

Current decline from peak

-4.84%

-3.51%

-1.33%

Average Drawdown

Average peak-to-trough decline

-9.81%

-4.71%

-5.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

1.53%

+1.10%

Volatility

WRLD.DE vs. PSWD.DE - Volatility Comparison

Rize Environmental Impact 100 UCITS ETF (WRLD.DE) has a higher volatility of 6.13% compared to Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) at 4.23%. This indicates that WRLD.DE's price experiences larger fluctuations and is considered to be riskier than PSWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WRLD.DEPSWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

4.23%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.20%

8.06%

+3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

14.83%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.00%

13.16%

+3.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

15.29%

+1.71%