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CESG.L vs. CAPS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CESG.L vs. CAPS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Global Capital Strength ESG Leaders UCITS ETF Class A USD Acc (CESG.L) and First Trust Capital Strength UCITS ETF Acc (CAPS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, CESG.L achieves a 2.70% return, which is significantly lower than CAPS.L's 3.50% return.


CESG.L

1D
0.11%
1M
2.28%
6M
2.77%
YTD
2.70%
1Y
5.82%
3Y*
9.53%
5Y*
5.33%
10Y*

CAPS.L

1D
0.00%
1M
2.02%
6M
0.73%
YTD
3.50%
1Y
7.29%
3Y*
9.59%
5Y*
5.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CESG.L vs. CAPS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CESG.L
First Trust Global Capital Strength ESG Leaders UCITS ETF Class A USD Acc
2.70%11.47%9.71%12.32%-13.97%23.33%
CAPS.L
First Trust Capital Strength UCITS ETF Acc
3.50%6.85%11.11%7.62%-10.23%-8.23%

Correlation

The correlation between CESG.L and CAPS.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2021

0.73

The correlation between CESG.L and CAPS.L has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.

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Return for Risk

CESG.L vs. CAPS.L — Risk / Return Rank

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

CESG.L
CESG.L Risk / Return Rank: 1717
Overall Rank
CESG.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CESG.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
CESG.L Omega Ratio Rank: 1717
Omega Ratio Rank
CESG.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
CESG.L Martin Ratio Rank: 1818
Martin Ratio Rank

CAPS.L
CAPS.L Risk / Return Rank: 4646
Overall Rank
CAPS.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CAPS.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
CAPS.L Omega Ratio Rank: 100100
Omega Ratio Rank
CAPS.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
CAPS.L Martin Ratio Rank: 1111
Martin Ratio Rank
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.

CESG.L vs. CAPS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A USD Acc (CESG.L) and First Trust Capital Strength UCITS ETF Acc (CAPS.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.

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.


CESG.LCAPS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

-139.08

Omega ratioGain probability vs. loss probability

1.09

78.09

-77.00

Calmar ratioReturn relative to maximum drawdown

0.55

0.07

+0.48

Martin ratioReturn relative to average drawdown

1.42

0.29

+1.13

CESG.L vs. CAPS.L - Sharpe Ratio Comparison

The current CESG.L Sharpe Ratio is 0.49, which is higher than the CAPS.L Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of CESG.L and CAPS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CESG.L vs. CAPS.L - Drawdown Comparison

The maximum CESG.L drawdown since its inception was -22.69%, smaller than the maximum CAPS.L drawdown of -99.12%. Use the drawdown chart below to compare losses from any high point for CESG.L and CAPS.L.


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Drawdown Indicators


CESG.LCAPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.69%

-99.12%

+76.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-99.04%

+90.23%

Max Drawdown (3Y)

Largest decline over 3 years

-10.31%

-99.04%

+88.73%

Max Drawdown (5Y)

Largest decline over 5 years

-22.69%

-99.04%

+76.35%

Current Drawdown

Current decline from peak

-1.54%

-5.90%

+4.36%

Average Drawdown

Average peak-to-trough decline

-5.52%

-18.79%

+13.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

25.17%

-21.76%

Volatility

CESG.L vs. CAPS.L - Volatility Comparison

The current volatility for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A USD Acc (CESG.L) is 3.44%, while First Trust Capital Strength UCITS ETF Acc (CAPS.L) has a volatility of 3.84%. This indicates that CESG.L experiences smaller price fluctuations and is considered to be less risky than CAPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CESG.LCAPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

3.84%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

7.39%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

9.97%

13,939.23%

-13,929.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.62%

6,245.88%

-6,233.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.53%

5,484.71%

-5,472.18%

CESG.L vs. CAPS.L - Expense Ratio Comparison

CESG.L has a 0.75% expense ratio, which is higher than CAPS.L's 0.60% expense ratio.


Dividends

CESG.L vs. CAPS.L - Dividend Comparison

Neither CESG.L nor CAPS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CESG.L and CAPS.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CAPS.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CAPS.L is cheaper with a 0.60% expense ratio, compared with 0.75% for CESG.L.

CESG.L is categorized as ESG, while CAPS.L is Large Cap Blend Equities. Their fees differ too: 0.75% for CESG.L and 0.60% for CAPS.L.

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