XLYS.L vs. FTWG.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L).

XLYS.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. XLYS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Consumer Discretionary Index. It was launched on Dec 16, 2009. 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 XLYS.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

XLYS.L vs. FTWG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L) and Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L). The values are adjusted to include any dividend payments, if applicable.

XLYS.L vs. FTWG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XLYS.L Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc	-7.85%	7.65%	28.46%	7.73%
FTWG.L Invesco FTSE All-World UCITS ETF USD Dist	-1.63%	22.73%	17.92%	8.17%

Different Trading Currencies

XLYS.L is traded in USD, while FTWG.L is traded in GBp. To make them comparable, the FTWG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XLYS.L achieves a -7.85% return, which is significantly lower than FTWG.L's -1.63% return.

XLYS.L

• 1D: 2.53%
• 1M: -4.20%
• YTD: -7.85%
• 6M: -7.64%
• 1Y: 12.27%
• 3Y*: 15.79%
• 5Y*: 7.49%
• 10Y*: 12.23%

FTWG.L

• 1D: 2.63%
• 1M: -4.43%
• YTD: -1.63%
• 6M: 1.93%
• 1Y: 21.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XLYS.L vs. FTWG.L - Expense Ratio Comparison

XLYS.L has a 0.14% 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%.

FTWG.L

Invesco FTSE All-World UCITS ETF USD Dist

XLYS.L

Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc

Return for Risk

XLYS.L vs. FTWG.L — Risk / Return Rank

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

XLYS.L

XLYS.L Risk / Return Rank: 29
XLYS.L Sharpe Ratio Rank: 29
XLYS.L Sortino Ratio Rank: 31
XLYS.L Omega Ratio Rank: 27
XLYS.L Calmar Ratio Rank: 29
XLYS.L Martin Ratio Rank: 29

FTWG.L

FTWG.L Risk / Return Rank: 76
FTWG.L Sharpe Ratio Rank: 72
FTWG.L Sortino Ratio Rank: 70
FTWG.L Omega Ratio Rank: 71
FTWG.L Calmar Ratio Rank: 84
FTWG.L Martin Ratio Rank: 83

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.

XLYS.L vs. FTWG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.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.

	XLYS.L	FTWG.L	Difference
Sharpe ratio Return per unit of total volatility	0.58	1.41	-0.82
Sortino ratio Return per unit of downside risk	0.97	1.96	-0.99
Omega ratio Gain probability vs. loss probability	1.12	1.29	-0.17
Calmar ratio Return relative to maximum drawdown	0.80	2.31	-1.50
Martin ratio Return relative to average drawdown	2.77	9.54	-6.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XLYS.L vs. FTWG.L - Sharpe Ratio Comparison

The current XLYS.L Sharpe Ratio is 0.58, which is lower than the FTWG.L Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of XLYS.L and FTWG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XLYS.L	FTWG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	1.41	-0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	1.28	-0.45

Correlation

The correlation between XLYS.L and FTWG.L is 0.71, 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

XLYS.L vs. FTWG.L - Dividend Comparison

XLYS.L has not paid dividends to shareholders, while FTWG.L's dividend yield for the trailing twelve months is around 1.37%.

	TTM	2025	2024	2023
XLYS.L Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%
FTWG.L Invesco FTSE All-World UCITS ETF USD Dist	1.37%	1.34%	1.50%	0.70%

Drawdowns

XLYS.L vs. FTWG.L - Drawdown Comparison

The maximum XLYS.L drawdown since its inception was -37.47%, which is greater than FTWG.L's maximum drawdown of -16.89%. Use the drawdown chart below to compare losses from any high point for XLYS.L and FTWG.L.

Drawdown Indicators

	XLYS.L	FTWG.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.47%	-17.78%	-19.69%
Max Drawdown (1Y) Largest decline over 1 year	-13.87%	-10.16%	-3.71%
Max Drawdown (5Y) Largest decline over 5 years	-37.47%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.47%	—	—
Current Drawdown Current decline from peak	-11.05%	-4.05%	-7.00%
Average Drawdown Average peak-to-trough decline	-6.87%	-2.06%	-4.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.03%	1.87%	+2.16%

Volatility

XLYS.L vs. FTWG.L - Volatility Comparison

Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L) has a higher volatility of 6.98% compared to Invesco FTSE All-World UCITS ETF USD Dist (FTWG.L) at 5.21%. This indicates that XLYS.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.

Volatility by Period

	XLYS.L	FTWG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	5.21%	+1.77%
Volatility (6M) Calculated over the trailing 6-month period	12.23%	9.03%	+3.20%
Volatility (1Y) Calculated over the trailing 1-year period	21.15%	15.49%	+5.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.18%	13.13%	+9.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.74%	13.13%	+7.61%