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FDIU.L vs. KROP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDIU.L vs. KROP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow Jones International Internet ETF Class A USD (FDIU.L) and Global X AgTech & Food Innovation UCITS ETF USD Acc (KROP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDIU.L achieves a -19.05% return, which is significantly lower than KROP.L's 14.16% 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*

KROP.L

1D
0.00%
1M
1.11%
6M
6.61%
YTD
14.16%
1Y
9.77%
3Y*
-1.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDIU.L vs. KROP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
FDIU.L
First Trust Dow Jones International Internet ETF Class A USD
-19.05%26.13%22.61%2.44%-30.12%
KROP.L
Global X AgTech & Food Innovation UCITS ETF USD Acc
14.16%7.62%-8.33%-22.51%-24.21%

Correlation

The correlation between FDIU.L and KROP.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2022

0.47

The correlation between FDIU.L and KROP.L shifts across timeframes, from 0.28 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FDIU.L vs. KROP.L — Risk / Return Rank

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

FDIU.L
FDIU.L Risk / Return Rank: 55
Overall Rank
FDIU.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FDIU.L Sortino Ratio Rank: 44
Sortino Ratio Rank
FDIU.L Omega Ratio Rank: 44
Omega Ratio Rank
FDIU.L Calmar Ratio Rank: 66
Calmar Ratio Rank
FDIU.L Martin Ratio Rank: 66
Martin Ratio Rank

KROP.L
KROP.L Risk / Return Rank: 2121
Overall Rank
KROP.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
KROP.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
KROP.L Omega Ratio Rank: 2020
Omega Ratio Rank
KROP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
KROP.L Martin Ratio Rank: 2020
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.

FDIU.L vs. KROP.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 Global X AgTech & Food Innovation UCITS ETF USD Acc (KROP.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.LKROP.LDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

0.90

1.11

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.44

0.91

-1.35

Martin ratioReturn relative to average drawdown

-0.78

1.87

-2.65

FDIU.L vs. KROP.L - Sharpe Ratio Comparison

The current FDIU.L Sharpe Ratio is -0.68, which is lower than the KROP.L Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FDIU.L and KROP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FDIU.L vs. KROP.L - Drawdown Comparison

The maximum FDIU.L drawdown since its inception was -68.60%, which is greater than KROP.L's maximum drawdown of -52.04%. Use the drawdown chart below to compare losses from any high point for FDIU.L and KROP.L.


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Drawdown Indicators


FDIU.LKROP.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.60%

-52.04%

-16.56%

Max Drawdown (1Y)

Largest decline over 1 year

-37.26%

-10.68%

-26.58%

Max Drawdown (3Y)

Largest decline over 3 years

-37.26%

-27.32%

-9.94%

Max Drawdown (5Y)

Largest decline over 5 years

-64.29%

Current Drawdown

Current decline from peak

-44.81%

-38.04%

-6.77%

Average Drawdown

Average peak-to-trough decline

-42.60%

-36.93%

-5.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.89%

5.21%

+15.68%

Volatility

FDIU.L vs. KROP.L - Volatility Comparison

First Trust Dow Jones International Internet ETF Class A USD (FDIU.L) has a higher volatility of 6.43% compared to Global X AgTech & Food Innovation UCITS ETF USD Acc (KROP.L) at 4.31%. This indicates that FDIU.L's price experiences larger fluctuations and is considered to be riskier than KROP.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.LKROP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

4.31%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

19.36%

12.96%

+6.40%

Volatility (1Y)

Calculated over the trailing 1-year period

23.99%

16.56%

+7.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.32%

21.25%

+12.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.95%

21.25%

+11.70%

Dividends

FDIU.L vs. KROP.L - Dividend Comparison

Neither FDIU.L nor KROP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FDIU.L and KROP.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDIU.L tracks First Trust Dow Jones International Internet ETF Class A USD, while KROP.L tracks Global X AgTech & Food Innovation UCITS ETF USD Acc. They also come from different issuers: First Trust and Global X.

Portfolio Optimizer

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