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FSKY.L vs. FCSG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSKY.L vs. FCSG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Cloud Computing UCITS ETF Class A USD Accumulation (FSKY.L) and First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FCSG.L). The values are adjusted to include any dividend payments, if applicable.

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FSKY.L vs. FCSG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSKY.L
First Trust Cloud Computing UCITS ETF Class A USD Accumulation
-14.78%1.06%37.83%47.12%-39.21%11.83%
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, FSKY.L achieves a -14.78% return, which is significantly lower than FCSG.L's -3.29% return.


FSKY.L

1D
2.48%
1M
1.83%
YTD
-14.78%
6M
-16.57%
1Y
4.08%
3Y*
15.53%
5Y*
3.31%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSKY.L vs. FCSG.L - Expense Ratio Comparison

FSKY.L has a 0.60% expense ratio, which is lower than FCSG.L's 0.75% expense ratio.


Return for Risk

FSKY.L vs. FCSG.L — Risk / Return Rank

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

FSKY.L
FSKY.L Risk / Return Rank: 1515
Overall Rank
FSKY.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FSKY.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
FSKY.L Omega Ratio Rank: 1616
Omega Ratio Rank
FSKY.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
FSKY.L Martin Ratio Rank: 1313
Martin Ratio Rank

FCSG.L
FCSG.L Risk / Return Rank: 88
Overall Rank
FCSG.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FCSG.L Sortino Ratio Rank: 88
Sortino Ratio Rank
FCSG.L Omega Ratio Rank: 88
Omega Ratio Rank
FCSG.L Calmar Ratio Rank: 99
Calmar Ratio Rank
FCSG.L Martin Ratio Rank: 88
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.

FSKY.L vs. FCSG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Cloud Computing UCITS ETF Class A USD Accumulation (FSKY.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.


FSKY.LFCSG.LDifference

Sharpe ratio

Return per unit of total volatility

0.15

-0.13

+0.28

Sortino ratio

Return per unit of downside risk

0.39

-0.10

+0.49

Omega ratio

Gain probability vs. loss probability

1.05

0.99

+0.06

Calmar ratio

Return relative to maximum drawdown

0.10

-0.17

+0.27

Martin ratio

Return relative to average drawdown

0.24

-0.53

+0.77

FSKY.L vs. FCSG.L - Sharpe Ratio Comparison

The current FSKY.L Sharpe Ratio is 0.15, which is higher than the FCSG.L Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of FSKY.L and FCSG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSKY.LFCSG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

-0.13

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.61

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.66

-0.24

Correlation

The correlation between FSKY.L and FCSG.L is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSKY.L vs. FCSG.L - Dividend Comparison

Neither FSKY.L nor FCSG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FSKY.L vs. FCSG.L - Drawdown Comparison

The maximum FSKY.L drawdown since its inception was -47.61%, 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 FSKY.L and FCSG.L.


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Drawdown Indicators


FSKY.LFCSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.61%

-11.39%

-36.22%

Max Drawdown (1Y)

Largest decline over 1 year

-27.00%

-7.80%

-19.20%

Max Drawdown (5Y)

Largest decline over 5 years

-47.61%

-11.39%

-36.22%

Current Drawdown

Current decline from peak

-23.43%

-6.49%

-16.94%

Average Drawdown

Average peak-to-trough decline

-15.62%

-2.56%

-13.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.26%

2.55%

+8.71%

Volatility

FSKY.L vs. FCSG.L - Volatility Comparison

First Trust Cloud Computing UCITS ETF Class A USD Accumulation (FSKY.L) has a higher volatility of 5.96% compared to First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FCSG.L) at 3.47%. This indicates that FSKY.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


FSKY.LFCSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

3.47%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

19.28%

6.74%

+12.54%

Volatility (1Y)

Calculated over the trailing 1-year period

27.77%

11.31%

+16.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.52%

10.73%

+16.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.09%

10.73%

+16.36%