PortfoliosLab logoPortfoliosLab logo
FOGB.L vs. BLOK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FOGB.L vs. BLOK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Rize Sustainable Future of Food UCITS ETF A USD (FOGB.L) and First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FOGB.L achieves a 3.33% return, which is significantly lower than BLOK.L's 9.33% return.


FOGB.L

1D
-0.47%
1M
0.62%
6M
-1.77%
YTD
3.33%
1Y
-4.66%
3Y*
-5.08%
5Y*
-8.73%
10Y*

BLOK.L

1D
-0.46%
1M
-3.12%
6M
6.32%
YTD
9.33%
1Y
22.43%
3Y*
19.59%
5Y*
12.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOGB.L vs. BLOK.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FOGB.L
Rize Sustainable Future of Food UCITS ETF A USD
3.33%-9.49%-5.72%-6.98%-18.26%2.56%9.19%
BLOK.L
First Trust Indxx Innovative Transaction & Process UCITS ETF
9.33%22.34%18.56%14.77%-8.98%19.08%10.85%

Correlation

The correlation between FOGB.L and BLOK.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.50

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

0.63

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2020

0.64

Over the past year, the correlation between FOGB.L and BLOK.L has dropped to 0.35 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FOGB.L vs. BLOK.L — Risk / Return Rank

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

FOGB.L
FOGB.L Risk / Return Rank: 77
Overall Rank
FOGB.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FOGB.L Sortino Ratio Rank: 77
Sortino Ratio Rank
FOGB.L Omega Ratio Rank: 77
Omega Ratio Rank
FOGB.L Calmar Ratio Rank: 77
Calmar Ratio Rank
FOGB.L Martin Ratio Rank: 77
Martin Ratio Rank

BLOK.L
BLOK.L Risk / Return Rank: 6666
Overall Rank
BLOK.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BLOK.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
BLOK.L Omega Ratio Rank: 6363
Omega Ratio Rank
BLOK.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
BLOK.L Martin Ratio Rank: 6767
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.

FOGB.L vs. BLOK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rize Sustainable Future of Food UCITS ETF A USD (FOGB.L) and First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.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.


FOGB.LBLOK.LDifference
Sharpe ratioReturn per unit of total volatility

-1.91

Sortino ratioReturn per unit of downside risk

-2.52

Omega ratioGain probability vs. loss probability

0.98

1.31

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.25

3.07

-3.32

Martin ratioReturn relative to average drawdown

-0.41

9.72

-10.13

FOGB.L vs. BLOK.L - Sharpe Ratio Comparison

The current FOGB.L Sharpe Ratio is -0.21, which is lower than the BLOK.L Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of FOGB.L and BLOK.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.


Loading charts...

Drawdowns

FOGB.L vs. BLOK.L - Drawdown Comparison

The maximum FOGB.L drawdown since its inception was -43.46%, which is greater than BLOK.L's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for FOGB.L and BLOK.L.


Loading charts...

Drawdown Indicators


FOGB.LBLOK.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.46%

-31.83%

-11.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-7.28%

-5.45%

Max Drawdown (3Y)

Largest decline over 3 years

-23.44%

-20.06%

-3.38%

Max Drawdown (5Y)

Largest decline over 5 years

-43.46%

-20.06%

-23.40%

Current Drawdown

Current decline from peak

-38.99%

-3.89%

-35.10%

Average Drawdown

Average peak-to-trough decline

-24.51%

-9.51%

-15.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.79%

2.30%

+5.49%

Volatility

FOGB.L vs. BLOK.L - Volatility Comparison

Rize Sustainable Future of Food UCITS ETF A USD (FOGB.L) has a higher volatility of 4.25% compared to First Trust Indxx Innovative Transaction & Process UCITS ETF (BLOK.L) at 3.50%. This indicates that FOGB.L's price experiences larger fluctuations and is considered to be riskier than BLOK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FOGB.LBLOK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

3.50%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

9.99%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

13.12%

+1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

19.66%

-3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

21.95%

-6.52%

FOGB.L vs. BLOK.L - Expense Ratio Comparison

FOGB.L has a 0.45% expense ratio, which is lower than BLOK.L's 0.65% expense ratio.


Dividends

FOGB.L vs. BLOK.L - Dividend Comparison

Neither FOGB.L nor BLOK.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FOGB.L and BLOK.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FOGB.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FOGB.L is cheaper with a 0.45% expense ratio, compared with 0.65% for BLOK.L.

FOGB.L tracks Rize Sustainable Future of Food UCITS ETF A USD, while BLOK.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: Rize ETF and First Trust. Their fees differ too: 0.45% for FOGB.L and 0.65% for BLOK.L.

Portfolio Optimizer

Find the right allocation for FOGB.L and BLOK.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer