CGT.L vs. FTAL.L
Compare and contrast key facts about Capital Gearing Trust (CGT.L) and SPDR FTSE UK All Share UCITS ETF (FTAL.L).
FTAL.L is a passively managed fund by State Street that tracks the performance of the FTSE AllSh TR GBP. It was launched on Feb 28, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGT.L or FTAL.L.
Key characteristics
| CGT.L | FTAL.L | |
|---|---|---|
| YTD Return | 3.87% | 9.48% |
| 1Y Return | 5.90% | 12.23% |
| 3Y Return (Ann) | -0.61% | 7.46% |
| 5Y Return (Ann) | 3.17% | 5.59% |
| 10Y Return (Ann) | 4.57% | 5.73% |
| Sharpe Ratio | 0.63 | 1.10 |
| Daily Std Dev | 8.60% | 10.14% |
| Max Drawdown | -71.68% | -35.26% |
| Current Drawdown | -4.76% | -1.10% |
Correlation
The correlation between CGT.L and FTAL.L is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CGT.L vs. FTAL.L - Performance Comparison
In the year-to-date period, CGT.L achieves a 3.87% return, which is significantly lower than FTAL.L's 9.48% return. Over the past 10 years, CGT.L has underperformed FTAL.L with an annualized return of 4.57%, while FTAL.L has yielded a comparatively higher 5.73% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CGT.L vs. FTAL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Gearing Trust (CGT.L) and SPDR FTSE UK All Share UCITS ETF (FTAL.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.
Dividends
CGT.L vs. FTAL.L - Dividend Comparison
CGT.L's dividend yield for the trailing twelve months is around 1.87%, while FTAL.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGT.L Capital Gearing Trust | 1.87% | 1.28% | 0.94% | 0.87% | 0.89% | 0.80% | 0.67% | 0.50% | 0.53% | 0.61% | 0.00% | 0.50% |
FTAL.L SPDR FTSE UK All Share UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CGT.L vs. FTAL.L - Drawdown Comparison
The maximum CGT.L drawdown since its inception was -71.68%, which is greater than FTAL.L's maximum drawdown of -35.26%. Use the drawdown chart below to compare losses from any high point for CGT.L and FTAL.L. For additional features, visit the drawdowns tool.
Volatility
CGT.L vs. FTAL.L - Volatility Comparison
The current volatility for Capital Gearing Trust (CGT.L) is 2.67%, while SPDR FTSE UK All Share UCITS ETF (FTAL.L) has a volatility of 3.75%. This indicates that CGT.L experiences smaller price fluctuations and is considered to be less risky than FTAL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.