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SPDR FTSE UK All Share UCITS ETF (FTAL.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B7452L46
WKNA1JT1A
IssuerState Street
Inception DateFeb 28, 2012
CategoryEurope Equities
Leveraged1x
Index TrackedFTSE AllSh TR GBP
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FTAL.L has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for FTAL.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: FTAL.L vs. VUKG.L, FTAL.L vs. CUKX.L, FTAL.L vs. EUEA.AS, FTAL.L vs. GBPG.L, FTAL.L vs. ^GDAXI, FTAL.L vs. SPY, FTAL.L vs. VOO, FTAL.L vs. DAX, FTAL.L vs. AMLP, FTAL.L vs. IUSA.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in SPDR FTSE UK All Share UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.62%
11.40%
FTAL.L (SPDR FTSE UK All Share UCITS ETF)
Benchmark (^GSPC)

Returns By Period

SPDR FTSE UK All Share UCITS ETF had a return of 6.72% year-to-date (YTD) and 12.34% in the last 12 months. Over the past 10 years, SPDR FTSE UK All Share UCITS ETF had an annualized return of 5.66%, while the S&P 500 had an annualized return of 11.39%, indicating that SPDR FTSE UK All Share UCITS ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.72%25.48%
1 month-2.97%2.14%
6 months-2.62%12.76%
1 year12.34%33.14%
5 years (annualized)5.02%13.96%
10 years (annualized)5.66%11.39%

Monthly Returns

The table below presents the monthly returns of FTAL.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.57%-0.14%4.81%2.08%2.59%-1.03%3.06%0.55%-1.12%-1.76%6.72%
20234.46%1.40%-2.99%3.26%-4.60%1.01%3.06%-2.65%2.03%-4.49%2.79%5.03%7.92%
2022-0.52%-0.14%1.22%0.18%0.75%-6.04%4.32%-1.79%-5.86%3.40%6.92%-1.42%0.22%
2021-1.28%2.14%3.71%4.27%1.37%0.20%0.38%2.81%-1.26%2.03%-2.45%4.66%17.55%
2020-3.82%-8.68%-15.19%4.85%3.55%1.60%-4.08%2.70%-1.58%-3.80%13.37%3.63%-9.96%
20194.28%2.26%2.60%2.74%-3.00%3.82%1.96%-3.44%2.56%-1.16%2.06%3.46%19.29%
2018-2.12%-3.19%-1.13%5.97%2.68%-0.48%1.67%-3.18%1.48%-5.87%-1.98%-3.43%-9.71%
20170.08%3.26%1.20%-0.53%4.17%-2.40%1.37%1.29%-0.76%2.08%-2.11%4.92%12.99%
2016-3.53%1.37%1.52%1.25%0.63%3.21%3.60%1.99%1.53%1.19%-1.59%4.45%16.48%
20153.04%3.67%-1.49%2.57%1.25%-6.03%2.70%-5.13%-2.84%4.67%0.13%-1.00%0.86%
2014-3.12%5.08%-2.64%2.15%1.17%-0.95%-0.80%2.00%-2.49%-0.66%2.93%-1.74%0.55%
20136.99%1.66%1.55%0.23%3.14%-5.37%6.66%-2.10%1.21%4.34%-0.69%2.31%21.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FTAL.L is 42, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FTAL.L is 4242
Combined Rank
The Sharpe Ratio Rank of FTAL.L is 3535Sharpe Ratio Rank
The Sortino Ratio Rank of FTAL.L is 3535Sortino Ratio Rank
The Omega Ratio Rank of FTAL.L is 3333Omega Ratio Rank
The Calmar Ratio Rank of FTAL.L is 6363Calmar Ratio Rank
The Martin Ratio Rank of FTAL.L is 4444Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (FTAL.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FTAL.L
Sharpe ratio
The chart of Sharpe ratio for FTAL.L, currently valued at 1.19, compared to the broader market-2.000.002.004.001.19
Sortino ratio
The chart of Sortino ratio for FTAL.L, currently valued at 1.75, compared to the broader market-2.000.002.004.006.008.0010.0012.001.75
Omega ratio
The chart of Omega ratio for FTAL.L, currently valued at 1.21, compared to the broader market1.001.502.002.503.001.21
Calmar ratio
The chart of Calmar ratio for FTAL.L, currently valued at 2.22, compared to the broader market0.005.0010.0015.002.22
Martin ratio
The chart of Martin ratio for FTAL.L, currently valued at 6.89, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.89
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-2.000.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.0012.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.80

Sharpe Ratio

The current SPDR FTSE UK All Share UCITS ETF Sharpe ratio is 1.19. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR FTSE UK All Share UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.19
2.18
FTAL.L (SPDR FTSE UK All Share UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


SPDR FTSE UK All Share UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.19%
0
FTAL.L (SPDR FTSE UK All Share UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR FTSE UK All Share UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR FTSE UK All Share UCITS ETF was 35.26%, occurring on Mar 23, 2020. Recovery took 310 trading sessions.

The current SPDR FTSE UK All Share UCITS ETF drawdown is 4.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.26%Jan 20, 202046Mar 23, 2020310Jun 16, 2021356
-19.03%May 26, 2015184Feb 11, 2016122Aug 5, 2016306
-15.76%May 23, 2018153Dec 27, 2018147Jul 29, 2019300
-11.97%May 23, 201322Jun 24, 201385Oct 22, 2013107
-11.34%Apr 11, 2022126Oct 12, 202258Jan 5, 2023184

Volatility

Volatility Chart

The current SPDR FTSE UK All Share UCITS ETF volatility is 2.93%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.93%
3.80%
FTAL.L (SPDR FTSE UK All Share UCITS ETF)
Benchmark (^GSPC)