FDN.L vs. FCSG.L
Compare and contrast key facts about First Trust Dow Jones Internet UCITS ETF Class A USD (FDN.L) and First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FCSG.L).
FDN.L and FCSG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDN.L is a passively managed fund by First Trust that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Jun 18, 2018. 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. Both FDN.L and FCSG.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
FDN.L vs. FCSG.L - Performance Comparison
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FDN.L vs. FCSG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FDN.L First Trust Dow Jones Internet UCITS ETF Class A USD | -11.56% | 2.35% | 32.65% | 45.94% | -40.28% | 8.62% |
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% |
Returns By Period
In the year-to-date period, FDN.L achieves a -11.56% return, which is significantly lower than FCSG.L's -3.29% return.
FDN.L
- 1D
- 2.15%
- 1M
- -1.06%
- YTD
- -11.56%
- 6M
- -13.55%
- 1Y
- 3.16%
- 3Y*
- 14.31%
- 5Y*
- 1.93%
- 10Y*
- —
FCSG.L
- 1D
- 0.56%
- 1M
- -5.79%
- YTD
- -3.29%
- 6M
- -2.44%
- 1Y
- -1.50%
- 3Y*
- 6.47%
- 5Y*
- 6.52%
- 10Y*
- —
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FDN.L vs. FCSG.L - Expense Ratio Comparison
FDN.L has a 0.55% expense ratio, which is lower than FCSG.L's 0.75% expense ratio.
Return for Risk
FDN.L vs. FCSG.L — Risk / Return Rank
FDN.L
FCSG.L
FDN.L vs. FCSG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Internet UCITS ETF Class A USD (FDN.L) and First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FCSG.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.
| FDN.L | FCSG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | -0.13 | +0.28 |
Sortino ratioReturn per unit of downside risk | 0.35 | -0.10 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.05 | 0.99 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | -0.17 | +0.26 |
Martin ratioReturn relative to average drawdown | 0.24 | -0.53 | +0.76 |
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
| FDN.L | FCSG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | -0.13 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.61 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.66 | -0.40 |
Correlation
The correlation between FDN.L and FCSG.L is 0.40, 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
FDN.L vs. FCSG.L - Dividend Comparison
Neither FDN.L nor FCSG.L has paid dividends to shareholders.
Drawdowns
FDN.L vs. FCSG.L - Drawdown Comparison
The maximum FDN.L drawdown since its inception was -46.90%, which is greater than FCSG.L's maximum drawdown of -11.39%. Use the drawdown chart below to compare losses from any high point for FDN.L and FCSG.L.
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Drawdown Indicators
| FDN.L | FCSG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.90% | -11.39% | -35.51% |
Max Drawdown (1Y)Largest decline over 1 year | -20.87% | -7.80% | -13.07% |
Max Drawdown (5Y)Largest decline over 5 years | -46.90% | -11.39% | -35.51% |
Current DrawdownCurrent decline from peak | -17.67% | -6.49% | -11.18% |
Average DrawdownAverage peak-to-trough decline | -14.92% | -2.56% | -12.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.11% | 2.55% | +5.56% |
Volatility
FDN.L vs. FCSG.L - Volatility Comparison
First Trust Dow Jones Internet UCITS ETF Class A USD (FDN.L) has a higher volatility of 5.85% compared to First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FCSG.L) at 3.47%. This indicates that FDN.L's price experiences larger fluctuations and is considered to be riskier than FCSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDN.L | FCSG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 3.47% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 14.26% | 6.74% | +7.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.89% | 11.31% | +10.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.57% | 10.73% | +13.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.60% | 10.73% | +13.87% |