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FCSG.L vs. SSAC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCSG.L vs. SSAC.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 Accumulation (FCSG.L) and iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L). The values are adjusted to include any dividend payments, if applicable.

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FCSG.L vs. SSAC.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FCSG.L
First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation
-3.29%3.93%11.42%6.17%-3.68%23.55%
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)
-0.51%13.95%19.63%16.14%-8.56%17.97%

Returns By Period

In the year-to-date period, FCSG.L achieves a -3.29% return, which is significantly lower than SSAC.L's -0.51% return.


FCSG.L

1D
0.56%
1M
-5.79%
YTD
-3.29%
6M
-2.44%
1Y
-1.50%
3Y*
6.47%
5Y*
6.52%
10Y*

SSAC.L

1D
2.00%
1M
-3.63%
YTD
-0.51%
6M
3.19%
1Y
18.39%
3Y*
14.71%
5Y*
10.64%
10Y*
12.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCSG.L vs. SSAC.L - Expense Ratio Comparison

FCSG.L has a 0.75% expense ratio, which is higher than SSAC.L's 0.20% expense ratio.


Return for Risk

FCSG.L vs. SSAC.L — Risk / Return Rank

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

FCSG.L
FCSG.L Risk / Return Rank: 88
Overall Rank
FCSG.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FCSG.L Sortino Ratio Rank: 88
Sortino Ratio Rank
FCSG.L Omega Ratio Rank: 88
Omega Ratio Rank
FCSG.L Calmar Ratio Rank: 99
Calmar Ratio Rank
FCSG.L Martin Ratio Rank: 88
Martin Ratio Rank

SSAC.L
SSAC.L Risk / Return Rank: 7676
Overall Rank
SSAC.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SSAC.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
SSAC.L Omega Ratio Rank: 7171
Omega Ratio Rank
SSAC.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
SSAC.L Martin Ratio Rank: 8383
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.

FCSG.L vs. SSAC.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 Accumulation (FCSG.L) and iShares MSCI ACWI UCITS ETF (Acc) (SSAC.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.


FCSG.LSSAC.LDifference

Sharpe ratio

Return per unit of total volatility

-0.13

1.31

-1.44

Sortino ratio

Return per unit of downside risk

-0.10

1.81

-1.91

Omega ratio

Gain probability vs. loss probability

0.99

1.27

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.17

2.62

-2.80

Martin ratio

Return relative to average drawdown

-0.53

9.89

-10.41

FCSG.L vs. SSAC.L - Sharpe Ratio Comparison

The current FCSG.L Sharpe Ratio is -0.13, which is lower than the SSAC.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of FCSG.L and SSAC.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCSG.LSSAC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

1.31

-1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.82

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.84

-0.18

Correlation

The correlation between FCSG.L and SSAC.L is 0.68, 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

FCSG.L vs. SSAC.L - Dividend Comparison

Neither FCSG.L nor SSAC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FCSG.L vs. SSAC.L - Drawdown Comparison

The maximum FCSG.L drawdown since its inception was -11.39%, smaller than the maximum SSAC.L drawdown of -25.43%. Use the drawdown chart below to compare losses from any high point for FCSG.L and SSAC.L.


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Drawdown Indicators


FCSG.LSSAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.39%

-25.43%

+14.04%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-10.30%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-11.39%

-17.99%

+6.60%

Max Drawdown (10Y)

Largest decline over 10 years

-25.43%

Current Drawdown

Current decline from peak

-6.49%

-4.04%

-2.45%

Average Drawdown

Average peak-to-trough decline

-2.56%

-3.54%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.86%

+0.69%

Volatility

FCSG.L vs. SSAC.L - Volatility Comparison

The current volatility for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FCSG.L) is 3.47%, while iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) has a volatility of 4.52%. This indicates that FCSG.L experiences smaller price fluctuations and is considered to be less risky than SSAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCSG.LSSAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

4.52%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.74%

8.34%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

11.31%

14.03%

-2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.73%

13.02%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.73%

14.38%

-3.65%