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FGBL.L vs. IEDY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGBL.L vs. IEDY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Global Equity Income UCITS ETF Class A USD (Acc) (FGBL.L) and iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FGBL.L is traded in GBp, while IEDY.L is traded in USD. To make them comparable, the IEDY.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FGBL.L achieves a 13.76% return, which is significantly higher than IEDY.L's 8.97% return. Over the past 10 years, FGBL.L has outperformed IEDY.L with an annualized return of 9.29%, while IEDY.L has yielded a comparatively lower 6.06% annualized return.


FGBL.L

1D
0.26%
1M
1.06%
6M
10.74%
YTD
13.76%
1Y
29.77%
3Y*
19.74%
5Y*
12.90%
10Y*
9.29%

IEDY.L

1D
-0.32%
1M
-2.94%
6M
4.21%
YTD
8.97%
1Y
20.89%
3Y*
17.17%
5Y*
5.21%
10Y*
6.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGBL.L vs. IEDY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGBL.L
First Trust Global Equity Income UCITS ETF Class A USD (Acc)
13.76%30.51%6.22%11.15%3.62%10.79%-8.84%11.01%-5.93%11.89%
IEDY.L
iShares EM Dividend UCITS ETF USD (Dist)
8.97%18.51%8.89%13.27%-22.54%12.08%-5.43%9.61%0.48%15.03%

Correlation

The correlation between FGBL.L and IEDY.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2015

0.70

The correlation between FGBL.L and IEDY.L has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.

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Return for Risk

FGBL.L vs. IEDY.L — Risk / Return Rank

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

FGBL.L
FGBL.L Risk / Return Rank: 9595
Overall Rank
FGBL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FGBL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
FGBL.L Omega Ratio Rank: 9595
Omega Ratio Rank
FGBL.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
FGBL.L Martin Ratio Rank: 9393
Martin Ratio Rank

IEDY.L
IEDY.L Risk / Return Rank: 5757
Overall Rank
IEDY.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IEDY.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
IEDY.L Omega Ratio Rank: 5555
Omega Ratio Rank
IEDY.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IEDY.L Martin Ratio Rank: 5454
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.

FGBL.L vs. IEDY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Equity Income UCITS ETF Class A USD (Acc) (FGBL.L) and iShares EM Dividend UCITS ETF USD (Dist) (IEDY.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.


FGBL.LIEDY.LDifference
Sharpe ratioReturn per unit of total volatility

+1.63

Sortino ratioReturn per unit of downside risk

+2.10

Omega ratioGain probability vs. loss probability

1.57

1.28

+0.30

Calmar ratioReturn relative to maximum drawdown

5.22

2.83

+2.39

Martin ratioReturn relative to average drawdown

18.20

8.01

+10.19

FGBL.L vs. IEDY.L - Sharpe Ratio Comparison

The current FGBL.L Sharpe Ratio is 3.18, which is higher than the IEDY.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of FGBL.L and IEDY.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

FGBL.L vs. IEDY.L - Drawdown Comparison

The maximum FGBL.L drawdown since its inception was -40.36%, smaller than the maximum IEDY.L drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for FGBL.L and IEDY.L.


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Drawdown Indicators


FGBL.LIEDY.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.36%

-43.65%

+3.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.68%

-7.35%

+1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-12.45%

-12.80%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-12.45%

-30.11%

+17.66%

Max Drawdown (10Y)

Largest decline over 10 years

-29.44%

-31.79%

+2.35%

Current Drawdown

Current decline from peak

-0.03%

-5.22%

+5.19%

Average Drawdown

Average peak-to-trough decline

-8.01%

-12.19%

+4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

2.60%

-0.97%

Volatility

FGBL.L vs. IEDY.L - Volatility Comparison

The current volatility for First Trust Global Equity Income UCITS ETF Class A USD (Acc) (FGBL.L) is 2.11%, while iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) has a volatility of 3.42%. This indicates that FGBL.L experiences smaller price fluctuations and is considered to be less risky than IEDY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGBL.LIEDY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

3.42%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

10.80%

-3.69%

Volatility (1Y)

Calculated over the trailing 1-year period

9.33%

13.40%

-4.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.86%

15.79%

-3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

17.90%

-3.98%

FGBL.L vs. IEDY.L - Expense Ratio Comparison

FGBL.L has a 0.60% expense ratio, which is lower than IEDY.L's 0.65% expense ratio.


Dividends

FGBL.L vs. IEDY.L - Dividend Comparison

FGBL.L has not paid dividends to shareholders, while IEDY.L's dividend yield for the trailing twelve months is around 5.12%.


PositionTTM20252024202320222021202020192018201720162015
FGBL.L
First Trust Global Equity Income UCITS ETF Class A USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEDY.L
iShares EM Dividend UCITS ETF USD (Dist)
5.12%5.72%7.94%7.91%9.38%6.57%4.79%5.59%5.69%3.96%4.59%6.51%

Frequently Asked Questions


FGBL.L and IEDY.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FGBL.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FGBL.L is cheaper with a 0.60% expense ratio, compared with 0.65% for IEDY.L.

FGBL.L tracks Nasdaq Global High Equity Income NTR Index, while IEDY.L tracks Dow Jones Emerging Markets Select Dividend Index (USD) CLOSE NTR. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.60% for FGBL.L and 0.65% for IEDY.L.

Portfolio Optimizer

Find the right allocation for FGBL.L and IEDY.L

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