FCSG.L vs. VWRA.L
Compare and contrast key facts about First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FCSG.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).
FCSG.L and VWRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FCSG.L is a passively managed fund by First Trust that tracks the performance of the MSCI ACWI NR USD. It was launched on Mar 9, 2021. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both FCSG.L and VWRA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FCSG.L vs. VWRA.L - Performance Comparison
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FCSG.L vs. VWRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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% |
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating | 0.17% | 13.73% | 19.70% | 16.17% | -8.37% | 17.54% |
Different Trading Currencies
FCSG.L is traded in GBp, while VWRA.L is traded in USD. To make them comparable, the VWRA.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, FCSG.L achieves a -3.29% return, which is significantly lower than VWRA.L's -2.38% 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*
- —
VWRA.L
- 1D
- 0.00%
- 1M
- -5.37%
- YTD
- -2.38%
- 6M
- 1.11%
- 1Y
- 15.88%
- 3Y*
- 13.77%
- 5Y*
- 10.07%
- 10Y*
- —
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FCSG.L vs. VWRA.L - Expense Ratio Comparison
FCSG.L has a 0.75% expense ratio, which is higher than VWRA.L's 0.22% expense ratio.
Return for Risk
FCSG.L vs. VWRA.L — Risk / Return Rank
FCSG.L
VWRA.L
FCSG.L vs. VWRA.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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.L | VWRA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 1.11 | -1.24 |
Sortino ratioReturn per unit of downside risk | -0.10 | 1.53 | -1.64 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.23 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.17 | 2.34 | -2.52 |
Martin ratioReturn relative to average drawdown | -0.53 | 8.41 | -8.94 |
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
| FCSG.L | VWRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 1.11 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.72 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.63 | +0.03 |
Correlation
The correlation between FCSG.L and VWRA.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
FCSG.L vs. VWRA.L - Dividend Comparison
Neither FCSG.L nor VWRA.L has paid dividends to shareholders.
Drawdowns
FCSG.L vs. VWRA.L - Drawdown Comparison
The maximum FCSG.L drawdown since its inception was -11.39%, smaller than the maximum VWRA.L drawdown of -25.64%. Use the drawdown chart below to compare losses from any high point for FCSG.L and VWRA.L.
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Drawdown Indicators
| FCSG.L | VWRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.39% | -33.62% | +22.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -11.49% | +3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -11.39% | -26.06% | +14.67% |
Current DrawdownCurrent decline from peak | -6.49% | -5.56% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -2.56% | -5.50% | +2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.21% | +0.34% |
Volatility
FCSG.L vs. VWRA.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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 4.83%. This indicates that FCSG.L experiences smaller price fluctuations and is considered to be less risky than VWRA.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.L | VWRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 4.83% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 6.74% | 8.76% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.31% | 14.35% | -3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.73% | 13.95% | -3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.73% | 16.06% | -5.33% |