FCIT.L vs. FNCL.L
Compare and contrast key facts about F&C Investment Trust plc (FCIT.L) and SPDR® MSCI Europe Financials UCITS ETF (FNCL.L).
FNCL.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Financials NR USD. It was launched on Dec 5, 2014.
Performance
FCIT.L vs. FNCL.L - Performance Comparison
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FCIT.L vs. FNCL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCIT.L F&C Investment Trust plc | -3.62% | 14.68% | 16.94% | 8.10% | -0.89% | 19.40% | 4.62% | 22.88% | -0.57% | 21.04% |
FNCL.L SPDR® MSCI Europe Financials UCITS ETF | -6.25% | 54.90% | 20.20% | 18.78% | 3.18% | 20.99% | -10.63% | 15.29% | -18.17% | 17.53% |
Different Trading Currencies
FCIT.L is traded in GBp, while FNCL.L is traded in EUR. To make them comparable, the FNCL.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, FCIT.L achieves a -3.62% return, which is significantly higher than FNCL.L's -6.25% return. Both investments have delivered pretty close results over the past 10 years, with FCIT.L having a 12.50% annualized return and FNCL.L not far ahead at 12.65%.
FCIT.L
- 1D
- 0.17%
- 1M
- -6.67%
- YTD
- -3.62%
- 6M
- 0.62%
- 1Y
- 13.02%
- 3Y*
- 11.42%
- 5Y*
- 10.19%
- 10Y*
- 12.50%
FNCL.L
- 1D
- 1.38%
- 1M
- -8.46%
- YTD
- -6.25%
- 6M
- 3.19%
- 1Y
- 23.07%
- 3Y*
- 26.03%
- 5Y*
- 18.83%
- 10Y*
- 12.65%
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Return for Risk
FCIT.L vs. FNCL.L — Risk / Return Rank
FCIT.L
FNCL.L
FCIT.L vs. FNCL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F&C Investment Trust plc (FCIT.L) and SPDR® MSCI Europe Financials UCITS ETF (FNCL.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.
| FCIT.L | FNCL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.20 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.62 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.74 | -0.54 |
Martin ratioReturn relative to average drawdown | 4.88 | 6.22 | -1.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCIT.L | FNCL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.20 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 1.02 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.63 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.49 | -0.01 |
Correlation
The correlation between FCIT.L and FNCL.L is 0.61, 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.
Dividends
FCIT.L vs. FNCL.L - Dividend Comparison
FCIT.L's dividend yield for the trailing twelve months is around 1.35%, while FNCL.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCIT.L F&C Investment Trust plc | 1.35% | 1.28% | 1.36% | 1.44% | 1.46% | 1.33% | 1.47% | 1.49% | 1.71% | 1.57% | 1.78% | 2.11% |
FNCL.L SPDR® MSCI Europe Financials 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
FCIT.L vs. FNCL.L - Drawdown Comparison
The maximum FCIT.L drawdown since its inception was -68.22%, which is greater than FNCL.L's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for FCIT.L and FNCL.L.
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Drawdown Indicators
| FCIT.L | FNCL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.22% | -45.18% | -23.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -14.85% | +3.51% |
Max Drawdown (5Y)Largest decline over 5 years | -19.70% | -23.05% | +3.35% |
Max Drawdown (10Y)Largest decline over 10 years | -39.19% | -45.18% | +5.99% |
Current DrawdownCurrent decline from peak | -6.67% | -10.07% | +3.40% |
Average DrawdownAverage peak-to-trough decline | -10.39% | -10.50% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.99% | -1.43% |
Volatility
FCIT.L vs. FNCL.L - Volatility Comparison
The current volatility for F&C Investment Trust plc (FCIT.L) is 5.56%, while SPDR® MSCI Europe Financials UCITS ETF (FNCL.L) has a volatility of 8.05%. This indicates that FCIT.L experiences smaller price fluctuations and is considered to be less risky than FNCL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCIT.L | FNCL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 8.05% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 13.00% | -3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.16% | 19.23% | -4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 18.49% | -2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 20.16% | -2.88% |