First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) Sharpe Ratio: 0.80

FTGS.DE's Sharpe Ratio of 0.80 indicates that for each unit of volatility, it generates 0.80 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

FTGS.DE Sharpe Ratio Rank

Below Average

FTGS.DE ranks above 26.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

FTGS.DE Sharpe Ratio Market Positioning

The chart shows FTGS.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.74 or lower
Yellow zone (middle 50%): 0.74 to 1.91
Green zone (top 25%): 1.91 or higher
Top 1%: 6.53+
Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation's Sharpe Ratio with other ETFs in the Global Equities category across multiple time periods, showing how FTGS.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.

Symbol	Name	1Y Sharpe Ratio
XDEV.DE	Xtrackers MSCI World Value Factor UCITS ETF 1C	3.87
IS3S.DE	iShares Edge MSCI World Value Factor UCITS ETF	3.79
ISPA.DE	iShares STOXX Global Select Dividend 100 UCITS ETF (DE)	3.60
VDIV.DE	VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF	3.26
CBUI.DE	iShares MSCI World Value Factor ESG UCITS ETF USD Acc	3.21
VGWD.DE	Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing	3.05
PSWD.DE	Invesco FTSE RAFI All World 3000 UCITS ETF	2.97
JPGL.DE	JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating	2.72
H41C.DE	HSBC Developed World Sustainable Equity UCITS ETF USD	2.72
IQSA.DE	Invesco Global Active ESG Equity UCITS ETF USD Acc	2.56
FTGS.DE	First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation	0.80

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows FTGS.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FTGS.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does FTGS.DE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio