XESX.L vs. FTWG.L
Compare and contrast key facts about Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L).
XESX.L and FTWG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XESX.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 4, 2007. FTWG.L 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 XESX.L and FTWG.L 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
XESX.L vs. FTWG.L - Performance Comparison
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XESX.L vs. FTWG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XESX.L Xtrackers EURO STOXX 50 UCITS ETF 1D | -1.21% | 24.66% | 2.94% | 2.90% |
FTWG.L Invesco FTSE All-World UCITS ETF USD Dist | -0.52% | 14.12% | 19.92% | 7.22% |
Returns By Period
In the year-to-date period, XESX.L achieves a -1.21% return, which is significantly lower than FTWG.L's -0.52% return.
XESX.L
- 1D
- 3.01%
- 1M
- -4.48%
- YTD
- -1.21%
- 6M
- 2.64%
- 1Y
- 12.24%
- 3Y*
- 9.56%
- 5Y*
- 7.86%
- 10Y*
- 7.63%
FTWG.L
- 1D
- 1.96%
- 1M
- -3.71%
- YTD
- -0.52%
- 6M
- 3.24%
- 1Y
- 18.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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XESX.L vs. FTWG.L - Expense Ratio Comparison
XESX.L has a 0.09% expense ratio, which is lower than FTWG.L'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%.
Return for Risk
XESX.L vs. FTWG.L — Risk / Return Rank
XESX.L
FTWG.L
XESX.L vs. FTWG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L). 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.
| XESX.L | FTWG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.31 | -0.57 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.81 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.27 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.59 | -1.49 |
Martin ratioReturn relative to average drawdown | 3.85 | 9.87 | -6.02 |
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
| XESX.L | FTWG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.31 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 1.22 | -1.08 |
Correlation
The correlation between XESX.L and FTWG.L 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
XESX.L vs. FTWG.L - Dividend Comparison
XESX.L's dividend yield for the trailing twelve months is around 0.03%, less than FTWG.L's 1.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XESX.L Xtrackers EURO STOXX 50 UCITS ETF 1D | 0.03% | 0.03% | 0.03% | 0.03% | 0.05% | 0.02% | 0.03% | 0.02% | 0.03% | 0.03% | 0.02% | 0.00% |
FTWG.L Invesco FTSE All-World UCITS ETF USD Dist | 1.37% | 1.34% | 1.50% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XESX.L vs. FTWG.L - Drawdown Comparison
The maximum XESX.L drawdown since its inception was -47.16%, which is greater than FTWG.L's maximum drawdown of -17.78%. Use the drawdown chart below to compare losses from any high point for XESX.L and FTWG.L.
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Drawdown Indicators
| XESX.L | FTWG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.16% | -17.78% | -29.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -10.16% | -1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.79% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.68% | — | — |
Current DrawdownCurrent decline from peak | -7.33% | -4.05% | -3.28% |
Average DrawdownAverage peak-to-trough decline | -14.04% | -2.06% | -11.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 1.87% | +1.41% |
Volatility
XESX.L vs. FTWG.L - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) has a higher volatility of 6.42% compared to Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) at 4.42%. This indicates that XESX.L's price experiences larger fluctuations and is considered to be riskier than FTWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XESX.L | FTWG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 4.42% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 8.19% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.39% | 13.94% | +2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 11.95% | +5.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 11.95% | +6.28% |