FDIU.L vs. CAPS.L
FDIU.L (First Trust Dow Jones International Internet ETF Class A USD) and CAPS.L (First Trust Capital Strength UCITS ETF Acc) are both exchange-traded funds - FDIU.L is a Technology Equities fund tracking the First Trust Dow Jones International Internet ETF Class A USD, while CAPS.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD. Both are passively managed. Over the past 5 years, FDIU.L returned -8.67%/yr vs 5.58%/yr for CAPS.L. At a 0.28 correlation, their price movements are largely independent.
Performance
FDIU.L vs. CAPS.L - Performance Comparison
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Different Trading Currencies
FDIU.L is traded in USD, while CAPS.L is traded in GBp. To make them comparable, the CAPS.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FDIU.L achieves a -19.05% return, which is significantly lower than CAPS.L's 3.50% return.
FDIU.L
- 1D
- -0.07%
- 1M
- 2.22%
- 6M
- -21.37%
- YTD
- -19.05%
- 1Y
- -16.12%
- 3Y*
- 5.16%
- 5Y*
- -8.67%
- 10Y*
- —
CAPS.L
- 1D
- 0.00%
- 1M
- 2.02%
- 6M
- 0.73%
- YTD
- 3.50%
- 1Y
- 7.29%
- 3Y*
- 9.59%
- 5Y*
- 5.58%
- 10Y*
- —
FDIU.L vs. CAPS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FDIU.L First Trust Dow Jones International Internet ETF Class A USD | -19.05% | 26.13% | 22.61% | 2.44% | -39.12% | -29.31% |
CAPS.L First Trust Capital Strength UCITS ETF Acc | 3.50% | 6.85% | 11.11% | 7.62% | -10.23% | -11.18% |
Correlation
The correlation between FDIU.L and CAPS.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2021 | 0.28 |
The correlation between FDIU.L and CAPS.L shifts across timeframes, from 0.13 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FDIU.L vs. CAPS.L — Risk / Return Rank
FDIU.L
CAPS.L
FDIU.L vs. CAPS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones International Internet ETF Class A USD (FDIU.L) and First Trust Capital Strength UCITS ETF Acc (CAPS.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.
| FDIU.L | CAPS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -140.70 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 78.09 | -77.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 0.07 | -0.51 |
| Martin ratioReturn relative to average drawdown | -0.78 | 0.29 | -1.07 |
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Drawdowns
FDIU.L vs. CAPS.L - Drawdown Comparison
The maximum FDIU.L drawdown since its inception was -68.60%, smaller than the maximum CAPS.L drawdown of -99.12%. Use the drawdown chart below to compare losses from any high point for FDIU.L and CAPS.L.
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Drawdown Indicators
| FDIU.L | CAPS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.60% | -99.12% | +30.52% |
Max Drawdown (1Y)Largest decline over 1 year | -37.26% | -99.04% | +61.78% |
Max Drawdown (3Y)Largest decline over 3 years | -37.26% | -99.04% | +61.78% |
Max Drawdown (5Y)Largest decline over 5 years | -64.29% | -99.04% | +34.75% |
Current DrawdownCurrent decline from peak | -44.81% | -5.90% | -38.91% |
Average DrawdownAverage peak-to-trough decline | -42.60% | -18.79% | -23.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.89% | 25.17% | -4.28% |
Volatility
FDIU.L vs. CAPS.L - Volatility Comparison
First Trust Dow Jones International Internet ETF Class A USD (FDIU.L) has a higher volatility of 6.43% compared to First Trust Capital Strength UCITS ETF Acc (CAPS.L) at 3.84%. This indicates that FDIU.L's price experiences larger fluctuations and is considered to be riskier than CAPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDIU.L | CAPS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 3.84% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 19.36% | 7.39% | +11.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.99% | 13,939.23% | -13,915.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.32% | 6,245.88% | -6,212.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.95% | 5,484.71% | -5,451.76% |
Dividends
FDIU.L vs. CAPS.L - Dividend Comparison
Neither FDIU.L nor CAPS.L has paid dividends to shareholders.
Frequently Asked Questions
FDIU.L and CAPS.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDIU.L is categorized as Technology Equities, while CAPS.L is Large Cap Blend Equities. FDIU.L tracks First Trust Dow Jones International Internet ETF Class A USD, while CAPS.L tracks Russell 1000 TR USD.
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