FTAD.L vs. FGT.L
Compare and contrast key facts about SPDR FTSE UK All Share UCITS ETF (FTAD.L) and Finsbury Growth & Income Trust (FGT.L).
FTAD.L is a passively managed fund by State Street that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 26, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTAD.L or FGT.L.
Key characteristics
| FTAD.L | FGT.L | |
|---|---|---|
| YTD Return | 4.09% | 3.18% |
| 1Y Return | 11.00% | 8.63% |
| 3Y Return (Ann) | 1.88% | 0.60% |
| 5Y Return (Ann) | 1.57% | 1.66% |
| Sharpe Ratio | 1.00 | 0.77 |
| Sortino Ratio | 1.47 | 1.18 |
| Omega Ratio | 1.18 | 1.14 |
| Calmar Ratio | 1.20 | 0.75 |
| Martin Ratio | 4.93 | 4.04 |
| Ulcer Index | 2.05% | 2.20% |
| Daily Std Dev | 10.07% | 11.56% |
| Max Drawdown | -38.20% | -53.70% |
| Current Drawdown | -4.84% | -2.66% |
Correlation
The correlation between FTAD.L and FGT.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FTAD.L vs. FGT.L - Performance Comparison
In the year-to-date period, FTAD.L achieves a 4.09% return, which is significantly higher than FGT.L's 3.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FTAD.L vs. FGT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (FTAD.L) and Finsbury Growth & Income Trust (FGT.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.
Dividends
FTAD.L vs. FGT.L - Dividend Comparison
FTAD.L's dividend yield for the trailing twelve months is around 3.77%, more than FGT.L's 2.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTAD.L SPDR FTSE UK All Share UCITS ETF | 3.77% | 3.34% | 3.41% | 3.26% | 3.03% | 3.98% | 1.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FGT.L Finsbury Growth & Income Trust | 2.27% | 2.22% | 2.15% | 1.86% | 1.90% | 1.84% | 2.03% | 1.83% | 2.01% | 1.13% | 0.02% | 2.03% |
Drawdowns
FTAD.L vs. FGT.L - Drawdown Comparison
The maximum FTAD.L drawdown since its inception was -38.20%, smaller than the maximum FGT.L drawdown of -53.70%. Use the drawdown chart below to compare losses from any high point for FTAD.L and FGT.L. For additional features, visit the drawdowns tool.
Volatility
FTAD.L vs. FGT.L - Volatility Comparison
The current volatility for SPDR FTSE UK All Share UCITS ETF (FTAD.L) is 3.75%, while Finsbury Growth & Income Trust (FGT.L) has a volatility of 4.87%. This indicates that FTAD.L experiences smaller price fluctuations and is considered to be less risky than FGT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.