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FGT.L vs. IUKD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGT.L vs. IUKD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Finsbury Growth & Income Trust (FGT.L) and iShares UK Dividend UCITS ETF (IUKD.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGT.L vs. IUKD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

FGT.L
FGT.L Risk / Return Rank: 1010
Overall Rank
FGT.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FGT.L Sortino Ratio Rank: 88
Sortino Ratio Rank
FGT.L Omega Ratio Rank: 88
Omega Ratio Rank
FGT.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
FGT.L Martin Ratio Rank: 1212
Martin Ratio Rank

IUKD.L
IUKD.L Risk / Return Rank: 6161
Overall Rank
IUKD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 7070
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 5353
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.

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.LIUKD.LDifference
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

FGT.L vs. IUKD.L - Sharpe Ratio Comparison

The current FGT.L Sharpe Ratio is -1.01, which is lower than the IUKD.L Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of FGT.L and IUKD.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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Sharpe Ratios by Period


FGT.LIUKD.LDifference

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.LIUKD.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-19.12%

-3.39%

-15.73%

Average Drawdown

Average peak-to-trough decline

-10.77%

-14.97%

+4.20%

Ulcer Index

Depth 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.LIUKD.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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