FCG vs. XLK
Compare and contrast key facts about First Trust Natural Gas ETF (FCG) and Technology Select Sector SPDR Fund (XLK).
FCG and XLK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCG is a passively managed fund by First Trust that tracks the performance of the ISE-Revere Natural Gas Index. It was launched on May 8, 2007. XLK is a passively managed fund by State Street that tracks the performance of the Technology Select Sector Index. It was launched on Dec 16, 1998. Both FCG and XLK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCG or XLK.
Key characteristics
| FCG | XLK | |
|---|---|---|
| YTD Return | 5.46% | 21.86% |
| 1Y Return | 3.22% | 34.50% |
| 3Y Return (Ann) | 13.27% | 12.77% |
| 5Y Return (Ann) | 20.93% | 23.29% |
| 10Y Return (Ann) | -8.38% | 20.62% |
| Sharpe Ratio | 0.00 | 1.65 |
| Sortino Ratio | 0.15 | 2.19 |
| Omega Ratio | 1.02 | 1.30 |
| Calmar Ratio | 0.00 | 2.12 |
| Martin Ratio | 0.00 | 7.33 |
| Ulcer Index | 7.82% | 4.91% |
| Daily Std Dev | 22.37% | 21.75% |
| Max Drawdown | -97.20% | -82.05% |
| Current Drawdown | -79.11% | -1.65% |
Correlation
The correlation between FCG and XLK is 0.42, 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
FCG vs. XLK - Performance Comparison
In the year-to-date period, FCG achieves a 5.46% return, which is significantly lower than XLK's 21.86% return. Over the past 10 years, FCG has underperformed XLK with an annualized return of -8.38%, while XLK has yielded a comparatively higher 20.62% 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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FCG vs. XLK - Expense Ratio Comparison
FCG has a 0.60% expense ratio, which is higher than XLK's 0.13% expense ratio.
Risk-Adjusted Performance
FCG vs. XLK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Natural Gas ETF (FCG) and Technology Select Sector SPDR Fund (XLK). 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
FCG vs. XLK - Dividend Comparison
FCG's dividend yield for the trailing twelve months is around 3.10%, more than XLK's 0.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCG First Trust Natural Gas ETF | 3.10% | 3.25% | 3.04% | 1.73% | 3.83% | 2.88% | 1.46% | 1.56% | 1.69% | 4.82% | 1.34% | 0.35% |
XLK Technology Select Sector SPDR Fund | 0.67% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
Drawdowns
FCG vs. XLK - Drawdown Comparison
The maximum FCG drawdown since its inception was -97.20%, which is greater than XLK's maximum drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for FCG and XLK. For additional features, visit the drawdowns tool.
Volatility
FCG vs. XLK - Volatility Comparison
First Trust Natural Gas ETF (FCG) has a higher volatility of 7.70% compared to Technology Select Sector SPDR Fund (XLK) at 6.15%. This indicates that FCG's price experiences larger fluctuations and is considered to be riskier than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.