FGT.L vs. IUKD.L
FGT.L (Finsbury Growth & Income Trust) is a stock, while IUKD.L (iShares UK Dividend UCITS ETF) is Dividend fund tracking the FTSE UK Dividend+ Index. Over the past 10 years, FGT.L returned 4.46%/yr vs 7.03%/yr for IUKD.L. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
FGT.L vs. IUKD.L - Performance Comparison
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Returns By Period
In the year-to-date period, FGT.L achieves a -7.53% return, which is significantly lower than IUKD.L's 7.22% return. Over the past 10 years, FGT.L has underperformed IUKD.L with an annualized return of 4.46%, while IUKD.L has yielded a comparatively higher 7.03% annualized return.
FGT.L
- 1D
- 1.90%
- 1M
- -1.70%
- YTD
- -7.53%
- 6M
- -6.85%
- 1Y
- -15.54%
- 3Y*
- -3.12%
- 5Y*
- -1.19%
- 10Y*
- 4.46%
IUKD.L
- 1D
- 0.49%
- 1M
- 0.08%
- YTD
- 7.22%
- 6M
- 10.48%
- 1Y
- 24.39%
- 3Y*
- 18.89%
- 5Y*
- 11.88%
- 10Y*
- 7.03%
FGT.L vs. IUKD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGT.L Finsbury Growth & Income Trust | -7.53% | -5.99% | 6.88% | 3.95% | -6.02% | 6.90% | -0.69% | 21.84% | -0.90% | 21.49% |
IUKD.L iShares UK Dividend UCITS ETF | 7.22% | 32.12% | 12.27% | 5.81% | -1.44% | 23.43% | -17.92% | 18.86% | -14.11% | 6.92% |
Correlation
The correlation between FGT.L and IUKD.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2005 | 0.60 |
Over the past year, the correlation between FGT.L and IUKD.L has dropped to 0.37 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
FGT.L vs. IUKD.L — Risk / Return Rank
FGT.L
IUKD.L
FGT.L vs. IUKD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Finsbury Growth & Income Trust (FGT.L) and iShares UK Dividend UCITS ETF (IUKD.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.
| FGT.L | IUKD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.21 | ||
| Sortino ratioReturn per unit of downside risk | -4.29 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.41 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 2.48 | -3.18 |
| Martin ratioReturn relative to average drawdown | -1.28 | 8.97 | -10.25 |
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
| FGT.L | IUKD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.01 | 2.19 | -3.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.86 | -0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.41 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.28 | -0.16 |
Drawdowns
FGT.L vs. IUKD.L - Drawdown Comparison
The maximum FGT.L drawdown since its inception was -79.62%, which is greater than IUKD.L's maximum drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for FGT.L and IUKD.L.
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Drawdown Indicators
| FGT.L | IUKD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.62% | -61.95% | -17.67% |
Max Drawdown (1Y)Largest decline over 1 year | -22.64% | -9.92% | -12.72% |
Max Drawdown (3Y)Largest decline over 3 years | -24.14% | -10.52% | -13.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | -19.93% | -4.21% |
Max Drawdown (10Y)Largest decline over 10 years | -35.60% | -44.34% | +8.74% |
Current DrawdownCurrent decline from peak | -19.12% | -3.39% | -15.73% |
Average DrawdownAverage peak-to-trough decline | -10.77% | -14.97% | +4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.41% | 2.74% | +9.67% |
Volatility
FGT.L vs. IUKD.L - Volatility Comparison
Finsbury Growth & Income Trust (FGT.L) has a higher volatility of 4.42% compared to iShares UK Dividend UCITS ETF (IUKD.L) at 3.72%. This indicates that FGT.L's price experiences larger fluctuations and is considered to be riskier than IUKD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGT.L | IUKD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 3.72% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 9.33% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 11.21% | +4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 13.84% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 17.22% | -1.06% |
Dividends
FGT.L vs. IUKD.L - Dividend Comparison
FGT.L's dividend yield for the trailing twelve months is around 2.69%, less than IUKD.L's 4.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGT.L Finsbury Growth & Income Trust | 2.69% | 2.46% | 2.19% | 2.22% | 2.15% | 1.86% | 1.90% | 1.84% | 2.03% | 1.83% | 2.01% | 2.05% |
IUKD.L iShares UK Dividend UCITS ETF | 4.53% | 4.85% | 5.78% | 5.34% | 6.39% | 5.68% | 4.11% | 5.70% | 6.86% | 5.19% | 4.87% | 5.67% |
Frequently Asked Questions
FGT.L and IUKD.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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