- Issuer
- First Trust
- Inception Date
- Jan 27, 2020
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- First Trust Capital Strength UCITS ETF Class A USD Accumulation
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
FTCS.L Performance Chart
First Trust Capital Strength UCITS ETF Class A USD Accumulation (FTCS.L) is up 3.4% since the beginning of the year. FTCS.L is currently trading at $34 per share. Investors who bought $1,000 worth of FTCS.L shares 5 years ago would now be looking at an investment worth $1,308.
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Returns By Period
First Trust Capital Strength UCITS ETF Class A USD Accumulation (FTCS.L) has returned 3.44% so far this year and 7.18% over the past 12 months.
First Trust Capital Strength UCITS ETF Class A USD Accumulation
- 1D
- -0.55%
- 1M
- 1.78%
- 6M
- 0.59%
- YTD
- 3.44%
- 1Y
- 7.18%
- 3Y*
- 9.29%
- 5Y*
- 5.52%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
FTCS.L Monthly Returns History
Based on dividend-adjusted daily data since Jan 23, 2020, FTCS.L's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +11.0%, while the worst month was Mar 2020 at -10.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FTCS.L closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.96% | 3.00% | -6.49% | 1.59% | -0.21% | 0.68% | 2.21% | 3.44% | |||||
| 2025 | 3.13% | -0.38% | -1.25% | -1.75% | 3.70% | -0.35% | 0.99% | 1.74% | 0.65% | -2.16% | 1.58% | 0.72% | 6.62% |
| 2024 | 1.90% | 2.69% | 2.55% | -4.53% | 0.71% | 2.45% | 3.98% | 3.06% | 0.74% | -1.22% | 4.87% | -5.97% | 11.16% |
| 2023 | 0.28% | -2.88% | 0.16% | 0.61% | -3.03% | 5.74% | 2.01% | 0.08% | -2.89% | -2.34% | 6.83% | 3.96% | 8.19% |
| 2022 | -7.32% | -2.84% | 4.50% | -4.95% | -2.03% | -5.15% | 5.04% | -2.65% | -4.93% | 9.23% | 3.54% | -1.79% | -10.23% |
| 2021 | -2.91% | 1.34% | 6.68% | 4.56% | 1.91% | 0.32% | 3.51% | 2.00% | -4.72% | 5.35% | -0.79% | 6.63% | 25.79% |
Benchmark Metrics
First Trust Capital Strength UCITS ETF Class A USD Accumulation has an annualized alpha of 1.37%, beta of 0.56, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since January 23, 2020.
- This ETF participated in 80.95% of S&P 500 Index downside but only 66.65% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.56 may look defensive, but with R2 of 0.42 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.42 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.37%
- Beta
- 0.56
- R²
- 0.42
- Upside Capture
- 66.65%
- Downside Capture
- 80.95%
Return for Risk
Risk / Return Rank
FTCS.L ranks 23 for risk / return — below 23% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Capital Strength UCITS ETF Class A USD Accumulation (FTCS.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTCS.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.31 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.35 | -1.44 |
| Martin ratioReturn relative to average drawdown | 1.88 | 10.19 | -8.31 |
Dividends
Dividend History
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Capital Strength UCITS ETF Class A USD Accumulation. 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 First Trust Capital Strength UCITS ETF Class A USD Accumulation was 31.99%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current First Trust Capital Strength UCITS ETF Class A USD Accumulation drawdown is 4.30%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-31.99%Mar 2020 | 1mo 2d | 4mo 16d | 5mo 18dFeb 2020 - Aug 2020 | COVID crash2020 |
-20.63%Jun 2022 | 5mo 17d | 1y 8mo | 2y 1moDec 2021 - Feb 2024 | Bear market2022 |
-12.77%Apr 2025 | 4mo 10d | 4mo 15d | 8mo 25dNov 2024 - Aug 2025 | 2025 selloff2025 |
-8.68%May 2026 | 3mo | — | 5mo 6dFeb 2026 - now | — |
-8.08%Oct 2020 | 1mo 27d | 14d | 2mo 11dSep 2020 - Nov 2020 | — |
Drawdown Indicators
| FTCS.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.99% | -56.78% | +24.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -9.10% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -12.77% | -18.90% | +6.13% |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | -25.43% | +4.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -4.30% | -0.49% | -3.81% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -10.70% | +4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 2.09% | +2.12% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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