FASA.L vs. NXTG.L
FASA.L (Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc) and NXTG.L (First Trust Indxx NextG UCITS ETF) are both Global Equities funds - FASA.L tracks the Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc while NXTG.L tracks the First Trust Indxx NextG UCITS ETF. Both are passively managed. Over the past 3 years, FASA.L returned 12.75%/yr vs 16.78%/yr for NXTG.L. At a 0.46 correlation, their price movements are largely independent.
Performance
FASA.L vs. NXTG.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FASA.L achieves a 4.29% return, which is significantly lower than NXTG.L's 39.36% return.
FASA.L
- 1D
- 0.23%
- 1M
- 1.53%
- 6M
- 2.71%
- YTD
- 4.29%
- 1Y
- 15.40%
- 3Y*
- 12.75%
- 5Y*
- —
- 10Y*
- —
NXTG.L
- 1D
- -0.50%
- 1M
- -5.27%
- 6M
- 36.55%
- YTD
- 39.36%
- 1Y
- 56.77%
- 3Y*
- 16.78%
- 5Y*
- 9.76%
- 10Y*
- 6.94%
FASA.L vs. NXTG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FASA.L Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc | 4.29% | 21.28% | 9.36% | 4.57% | -2.43% | 3.75% |
NXTG.L First Trust Indxx NextG UCITS ETF | 39.36% | 19.23% | 14.96% | 0.29% | -24.39% | 7.61% |
Correlation
The correlation between FASA.L and NXTG.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2021 | 0.46 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FASA.L vs. NXTG.L — Risk / Return Rank
FASA.L
NXTG.L
FASA.L vs. NXTG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc (FASA.L) and First Trust Indxx NextG UCITS ETF (NXTG.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.
| FASA.L | NXTG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.50 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 2.26 | -0.83 |
| Martin ratioReturn relative to average drawdown | 4.47 | 4.72 | -0.25 |
Loading charts...
Drawdowns
FASA.L vs. NXTG.L - Drawdown Comparison
The maximum FASA.L drawdown since its inception was -12.64%, smaller than the maximum NXTG.L drawdown of -45.94%. Use the drawdown chart below to compare losses from any high point for FASA.L and NXTG.L.
Loading charts...
Drawdown Indicators
| FASA.L | NXTG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.64% | -45.94% | +33.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -25.38% | +14.43% |
Max Drawdown (3Y)Largest decline over 3 years | -12.35% | -31.89% | +19.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.91% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.94% | — |
Current DrawdownCurrent decline from peak | -2.45% | -9.51% | +7.06% |
Average DrawdownAverage peak-to-trough decline | -3.12% | -19.86% | +16.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 12.16% | -8.66% |
Volatility
FASA.L vs. NXTG.L - Volatility Comparison
The current volatility for Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc (FASA.L) is 3.42%, while First Trust Indxx NextG UCITS ETF (NXTG.L) has a volatility of 6.66%. This indicates that FASA.L experiences smaller price fluctuations and is considered to be less risky than NXTG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FASA.L | NXTG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 6.66% | -3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 15.57% | -5.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.79% | 46.75% | -34.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.10% | 43.04% | -29.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.10% | 32.80% | -19.70% |
Dividends
FASA.L vs. NXTG.L - Dividend Comparison
Neither FASA.L nor NXTG.L has paid dividends to shareholders.
Frequently Asked Questions
FASA.L and NXTG.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FASA.L tracks Invesco Markets II PLC - Invesco FTSE All Share Screened & Tilted UCITS ETF Acc, while NXTG.L tracks First Trust Indxx NextG UCITS ETF. They also come from different issuers: Invesco and First Trust.
Find the right allocation for FASA.L and NXTG.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer